S, Baranidharan; Sutha, Dr. A. Irin - 2021
study aims to study the volatility and caused effect between cotton futures price and cotton spot price from the period 2017 … cointegration between the cotton spot price and cotton futures price in Multi Commodity Exchange (MCX). The study employed … series data, also risk was higher than the mean return of cotton futures and spot price. There was low positive correlation …