Samal, Laxmidhar - In: Organizations and markets in emerging economies 15 (2024) 1/30, pp. 165-187
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 … shock of futures has a persistent effect on the cash market of aluminium, copper and nickel and vice-versa. Future research …
