This study examines the price transmission between cotton prices in U.S., Indian, and Chinese futures markets. We focus on studying the long-run price movements using cointegration and alternate causality tests. The empirical results indicate the following: (a) the U.S. cotton futures market...

The COVID-19 pandemic has devastated nearly every sector of the global economy. The research seeks to examine the COVID-19 pandemic's effects on economy and its interdependencies, specifically on mining and minerals, energy, and agriculture sectors. We propose a mathematical model by combining...

This study examines the price transmission between cotton prices in U.S., Indian, and Chinese futures markets. We focus on studying the long-run price movements using cointegration and alternate causality tests. The empirical results indicate the following: (a) the U.S. cotton futures market...

Since stock markets are volatile, dynamic and complicated, forecasting stock market return is considered as a challenging task. Nevertheless, researchers have developed various linear and non linear methods for effective forecasting. Among these neural networks are most suitable for forecasting...

This study tests for the presence of nonlinear dependence in the rate of returns series for four multi commodity exchange indices. Six different tests for detecting nonlinearity were employed and the statistics were estimated using both the asymptotic theory and the bootstrap. The analysis of...

The present study investigates the linear and nonlinear causality between spot and future returns of four notional indices maintained by Multi Commodity Exchange of India (MCX). The data covers two periods June 2005 – June 2008 and July 2008 - November 2011. Apart from the conventional linear...

Commodity Futures were reintroduced a few years into the beginning of the millennia. After ahealthy run, signs of corrections were seen in the Indian commodity markets in 2012. Butunearthing of the NSEL Spot Exchange scam of Rs 5,600 crore in July 2013, had disastrousconsequences on the volume...

The relationship between CSR and firm performance has been widely studied in the context of developed nations; however, empirical work on this issue is limited in case of developing nations like India. In this paper, we test the relationship between corporate social responsibility and different...

The paper empirically investigates the determinants of R&D intensity for Indian firms. It studies the relationship between R&D intensity, corporate governance, ownership structure and various important firm characteristics variables by employing panel least square and quantile regression...