Samal, Laxmidhar - In: Organizations and markets in emerging economies 15 (2024) 1/30, pp. 165-187
also attempts to find the trend and the pattern of volatility clustering in the base metal markets of India. Further, the … that the market advances generate larger volatility than the market turbulence in the cash and futures market of nickel …-run volatility spillover is absent from the futures to the cash market of nickel. The paper concludes that the long-run volatility …