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Price discovery and volatility spillover : evidence from Indian commodity markets

Sehgal, Sanjay; Rajput, Namita; Deisting, Florent- - In: The international journal of business and finance … 7 (2013) 3, pp. 57-75

Persistent link: https://www.econbiz.de/10009675692

The pricing efficiency of crude oil futures in the Shanghai International Exchange

Yang, Chen; Lv, Fei; Fang, Libing; Shang, Xingxing - In: Finance research letters 36 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012483367

Co-integration of Indian stock markets with emerging markets of Asia

Khandelwal, Risha; Singh, Kanhaiya - In: Focus : journal of international business 5 (2018) 2, pp. 26-43

Persistent link: https://www.econbiz.de/10012020087

Growth and oil futures prices in developing countries

Abosedra, Salah S.; Ghosh, Sajal - In: International business and economics research journal 6 (2007) 8, pp. 43-50

Persistent link: https://www.econbiz.de/10003566811

Is the causal nexus between agricultural commodity futures and spot prices asymmetric? : evidence from India

Joseph, Anto; Suresh, K. G.; Sisodia, Garima - In: Theoretical economics letters 5 (2015) 2, pp. 285-295

Persistent link: https://www.econbiz.de/10011396478

The inter-temporal causal nexus between Indian commodity futures and spot prices : a wavelet analysis

Joseph, Anto; Sisodia, Garima; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 2, pp. 312-324

Persistent link: https://www.econbiz.de/10011396483

Testing the nature of long and short run relationships between spot and future commodity prices in India

Naresh, G.; Thiyagarajan, S.; Mahalakshmi, S.; Shanthi, P. - In: Praj̄nȧn : journal of social and management sciences 42 (2013) 2, pp. 185-199

Persistent link: https://www.econbiz.de/10010223544

Cointegration, Linear and Nonlinear Causality Among Futures with Different Maturities : Evidence from Indian Agricultural Commodity Futures Markets

Soni, Tarun Kumar - 2012

efficiency and unbiasedness using Johansen's Cointegration approach and direction of causality using linear Toda and Yamamoto …. The study also takes into account the possible effects of cointegration on both linear and nonlinear Granger causality … futures. However when cointegration is modeled the causality disappears. The results have important implications on the …

Persistent link: https://www.econbiz.de/10013105302

A Study on Empirical Analysis of Price Discovery and Causality between NSE Spot and Future Market in India

Mukthar, Jaheer - 2013

The temporal relation between stock index and Index futures has been and continues to be of interest of regulators, academicians and practitioners alike for a number of reasons such as market efficiency volatility and arbitrage. In perfectly efficient markets profitable arbitrage should not...

Persistent link: https://www.econbiz.de/10013087229

Information spillover in Indian agricultural commodities market

Singh, Sanjay Kumar; Jain, Mukesh Kumar; Shoeba - In: Asia-Pacific journal of management research and innovation 16 (2020) 3, pp. 179-187

Persistent link: https://www.econbiz.de/10012519534

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