This paper examines the issue of volatility of agricultural prices, with regard to the possibility of transmission of international price volatility to domestic markets. It attempts to measure the degree of price instability of important agricultural commodities in major domestic and...

The aim of this paper is to investigate the market efficiency of Indian agricultural commodities - pepper and soybean on National Commodities & Derivatives Exchange (NCDEX) using Johansen's co-integration test, VECM and granger causality test. The analysis used daily data on spot prices and near...