Samal, Laxmidhar - In: Organizations and markets in emerging economies 15 (2024) 1/30, pp. 165-187
aluminium futures market, leverage effect is found for copper futures traded at MCX, India. Similar to aluminium, it is evident … indicates that the risk premium of the asset is not significant to hedge. Further, unlike copper and aluminium, short … shock of futures has a persistent effect on the cash market of aluminium, copper and nickel and vice-versa. Future research …
