The lead lag relationship between spot and futures markets in the energy sector : empirical evidence from Indian markets
Year of publication: |
2020
|
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Authors: | Raju, Guntur Anjana ; Shirodkar, Sanjeeta |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 5, p. 409-414
|
Subject: | Energy Sector, Single Stock Futures | Price-Discovery | Information share | VECM | Cointegration | Indien | India | Kointegration | Energiewirtschaft | Energy sector | Derivat | Derivative | Rohstoffderivat | Commodity derivative |
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