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...

Purpose – The purpose of this paper is to study the market efficiency, unbiasedness and the direction of causality among four agricultural commodity futures contracts for a forecasting horizon of 28 days, 56 days and 84 days which are traded at National Commodity and Derivatives Exchange Ltd....

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 paper aims to study the market efficiency, unbiasedness and direction of causality among four agricultural commodities futures contracts traded at National Commodity & Derivatives Exchange Ltd. (NCDEX). The study has tested the efficiency and unbiasedness using Johansen's Cointegration...

The paper aims to study the market efficiency, unbiasedness among Guar gum futures contracts traded at National Commodity & Derivatives Exchange Ltd (NCDEX). The study has tested the market efficiency and unbiasedness with different maturities using cointegration analysis, and short-term market...

The paper aims to study the market efficiency, unbiasedness among Guar gum futures contracts traded at National Commodity & Derivatives Exchange Ltd (NCDEX). The study has tested the market efficiency and unbiasedness with different maturities using cointegration analysis, and short-term market...