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An empirical examination of correlation dynamics between commodity and equity derivative indices : evidence from India using DCC-GARCH models

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Persistent link: https://www.econbiz.de/10012222641

The impact of the Chinese cornstarch futures on spot market and corn futures market

Agyekum, Crentsil Kofi; Haifeng, Huang; Chen, Jianshu - In: Cogent economics & finance 5 (2017) 1, pp. 1-30

This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market … price and corn futures price. The launch of cornstarch futures market can slightly reduce volatility of domestic corn …

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Bullion futures effect on spot prices in India

Kirithiga, S.; Naresh, G.; Thiyagarajan, S. - In: International journal of business excellence 14 (2018) 3, pp. 319-338

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Are price limits cooling off agricultural futures markets?

He, Xinyue; Serra, Teresa - In: American journal of agricultural economics 104 (2022) 5, pp. 1724-1746

Persistent link: https://www.econbiz.de/10013466145

Price limits and volatility in soybean meal futures markets

Cantor, Richard - 1989

Persistent link: https://www.econbiz.de/10000123785

Volatility and liquidity in futures market

Locke, Peter R. - 1996

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Populists versus theorists : futures markets and the volatility of prices

Jacks, David S. - In: Explorations in economic history : EEH 44 (2007) 2, pp. 342-362

Persistent link: https://www.econbiz.de/10003467333

Spot return volatility and hedging with futures contract : empirical evidence from the notional commodity futures indices of India

Santhosh Kumar, V. - In: Research in financial derivatives : commodity, equity, …, (pp. 259-281). 2011

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Valuation of commodity derivatives with an unobservable convenience yield

Anh Ngoc Lai; Mellios, Constantin - In: Computers & operations research : and their … 66 (2016), pp. 402-414

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Determinants of silver futures price volatility : evidence from the Thailand futures exchange

Jongadsayakul, Woradee - In: The international journal of business and finance … 9 (2015) 4, pp. 81-87

Persistent link: https://www.econbiz.de/10011285359