This paper investigates the price discovery function of futures market for two non precious metals - nickel and zinc on Multi-Commodity Exchange (MCX) using Johansen's co-integration test, VECM and Granger causality test. The analysis used daily data on spot prices and near month futures prices...

The aim of this paper is to investigate the lead-leg relationships between non-precious metals – nickel and zinc on Multi-Commodity Exchange (MCX) and agricultural commodities - pepper and soybean on National Commodities & Derivatives Exchange (NCDEX) using Johansen's co-integration test, VECM...

The aim of this paper is to investigate the market efficiency of Indian agricultural commodities - pepper and soybean on National Commodities & Derivatives Exchange (NCDEX) using Johansen's co-integration test, VECM and granger causality test. The analysis used daily data on spot prices and near...