Narrow search
Showing 1 - 10 of 83
Cover Image
An empirical examination of the process of information transmission in India’s agriculture futures markets
Sehgal, Sanjay; Ahmad, Wasim; Deisting, Florent - In: Journal of quantitative economics : official journal of … 12 (2014) 1, pp. 96-125
Persistent link: https://www.econbiz.de/10011504402
Cover Image
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
Cover Image
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
Cover Image
Information linkages between Chinese and world copper futures markets
Hou, Keqiang; Chan, M. W. Luke; Zeng, Xin - In: Frontiers of economics in China : selected publications … 10 (2015) 2, pp. 272-300
Persistent link: https://www.econbiz.de/10011304074
Cover Image
Price discovery process in Nifty spot and futures markets
Choudhary, Kapil; Bajaj, Sushil - In: Global business review 14 (2013) 1, pp. 55-88
Persistent link: https://www.econbiz.de/10009746434
Cover Image
The effect of the financial sector on the evolution of oil prices : analysis of the contribution of the futures market to the price discovery process in the WTI spot market
Silvério, Renan; Szklo, Alexandre Salem - In: Energy economics 34 (2012) 6, pp. 1799-1808
Persistent link: https://www.econbiz.de/10009687861
Cover Image
Price discovery in spot and futures markets : a reconsideration
Theissen, Erik - In: The European journal of finance 18 (2012) 9/10, pp. 969-987
Persistent link: https://www.econbiz.de/10009691772
Cover Image
Who has the final say? : market power versus price discovery in China's sugar spot and futures markets
He, Ling-yun; Xe, Wen-si - In: China agricultural economic review : publ. in … 4 (2012) 3, pp. 379-390
Persistent link: https://www.econbiz.de/10009667272
Cover Image
Role of futures market in price discovery
Arora, Sunita; Kumar, Narender - In: Decision 40 (2013) 3, pp. 164-179
Persistent link: https://www.econbiz.de/10010381133
Cover Image
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - 2014
In this paper we apply the recently developed fractionally cointegrated vector autoregressive (FCVAR) model to analyze price discovery in the spot and futures markets for five non-ferrous metals (aluminium, copper, lead, nickel, and zinc). The FCVAR model allows for long memory (fractional...
Persistent link: https://www.econbiz.de/10010381431