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The relative efficiency of the crude oil futures market: evidence from India
Inani, Sarveshwar Kumar - In: International journal of banking, accounting and finance 9 (2018) 2, pp. 225-243
Persistent link: https://www.econbiz.de/10011955210
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An empirical examination of the efficiency of commodity markets in India
Rao, Ullas; Charles, Vincent - In: International journal of banking, accounting and … 12 (2021) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10012505132
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Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities
Chen, Zhuo; Yan, Bo; Kang, Hanwen; Liu, Liyu - In: Review of economic design 27 (2023) 1, pp. 139-162
Persistent link: https://www.econbiz.de/10013489698
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Efficiency of wheat futures across APMC mandis
Singh, Rahul Kumar - In: Journal of quantitative economics 21 (2023) 3, pp. 681-701
Persistent link: https://www.econbiz.de/10014381386
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Investigating the informational efficiency of exchange traded funds (ETFs) : empirical evidence from Indian Equity ETFs
Kaur, Prabhdeep; Jaspal Singh - In: Finance India : the quarterly journal of Indian … 36 (2022) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10013349034
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Linkages among commodity futures prices in the recent financial crisis : an application of cointegration tests with a structural break
Tsuchiya, Yoichi - In: Cogent economics & finance 3 (2015) 1, pp. 1-13
. We use a cointegration test, which accounts for the presence of a structural break. We show that while there is a long …
Persistent link: https://www.econbiz.de/10010492392
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Does China's iron ore futures market have price discovery function? : analysis based on VECM and State-space perspective
Ge, Yongbo; Cao, Tingting; Jiang, Ruchuan; Liu, Peide; … - In: Journal of business economics and management 20 (2019) 6, pp. 1083-1101
share are made in this paper. The empirical results show that: firstly, from the perspective of cointegration test, there is …
Persistent link: https://www.econbiz.de/10012176079
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Unbiasedness, Efficiency and Cointegration in the Brazilian Live Cattle Futures Market
Bego, Marcelo - 2013
efficient and there is no risk premium. In order to test separately unbiasedness and market efficiency, cointegration techniques … using cointegration techniques in a variety of forecast horizon. To accomplish this goal, were generated samples from 1 to 6 … months forecast horizons and the series were tested for the order of integration, difference stationarity, cointegration and …
Persistent link: https://www.econbiz.de/10013072494
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The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen; Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
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An empirical examination of the lead-lag relationship between spot and futures markets : evidence from Thailand
Judge, Amrit; Reancharoen, Tipprapa - In: Pacific-Basin finance journal 29 (2014), pp. 335-358
Persistent link: https://www.econbiz.de/10010495702