.S. agricultural commodities market, a comprehensive study on the volatility spillover between the spot and futures markets of 12 … agricultural commodities is carried out to understand the dynamics of volatility factors which hinder the efficiency of those … arriving at relative conclusions. The Granger Causality Test results on the direction of flow of volatility between the spot …

This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal … findings show that the volatility and covariance dynamics may differ considerably depending on the hedging horizon and this …

This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal … findings show that the volatility and covariance dynamics may differ considerably depending on the hedging horizon and this …