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This paper examined the lead-lag relationship between the futures market and spot market for the metal commodity market during the sample period January 2010 through August 2014. The econometric tools like Unit root tests, Johansen co-integration test and Pairwise Granger Causality tests were...
Persistent link: https://www.econbiz.de/10012953134
Against the well-established fact that the usefulness and suitability of futures trading in developing the underlying agricultural commodity market, especially in an agriculture-based country like India are been questioned by various bodies. Through this work, it has been analyzing the role of...
Persistent link: https://www.econbiz.de/10012954010
Although prices in the agricultural commodity futures markets have risen significantly in recent years, the results of this study support those of many previous studies that concluded that investments of commodity index traders and speculators in the futures markets are not the major causes of...
Persistent link: https://www.econbiz.de/10012955546