land to one that can generate substantial income for processors, manufacturers, traders and farmers. India's export of guar …-13, becoming the largest agricultural export in the country. However, two years later, the value of India's exports of the product …, the study strikes a note of caution on account of the volatility in petroleum prices. If the recent decline in global …

cointegration test and the presence of disequilibrium between markets in short run by employing Vector Error Correction Model (VECM) …

-unit cointegration coefficient. Price discovery can be analyzed in the FCVAR model by a relatively straightforward examination of the …

Based on recent evidence of fractional cointegration in commodity spot and futures markets, we investigate whether a …

-unit cointegration coefficient. Price discovery can be analyzed in the FCVAR model by a relatively straightforward examination of the …

The dynamics between trading volume and volatility for seven agricultural futures markets are examined by drawing on … trades across different periods, which can have different effects on the volatility-volume relation. The results show that … for time-variation when modeling the relationship between volatility, trading volume and open interest for agricultural …