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Futures trading and commodity spot market volatility : empirical evidence on selected commodities in Indian market
Parsa, Masoud; Mallikarjunappa, T. - In: Risk and decision analysis 5 (2014) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10010492584
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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 …
Persistent link: https://www.econbiz.de/10011887432
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Price discovery mechanism in spot and futures market of agricultural commodities : the case of India
Minakshi - In: Focus : journal of international business 5 (2018) 2, pp. 44-67
Persistent link: https://www.econbiz.de/10012020088
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Degree of integration between brent oil spot and futures markets : intraday evidence
Inci, Ahmet Can; Seyhun, H. Nejat - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1808-1826
Persistent link: https://www.econbiz.de/10012124554
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Hedging performance and multiscale relationships in the German electricity spot and futures markets
Madaleno, Mara; Pinho, Carlos - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 26-62
We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing attention that wavelets received in the financial market, we concentrate on the investigation of the relationship, covariance/coherence evolution and hedge ratio analysis, on a...
Persistent link: https://www.econbiz.de/10011555959
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Impact of futures trading on volatility of spot market-a case of guar seed
Dinesh Kumar Sharma; Malhotra, Meenakshi - In: Agricultural finance review 75 (2015) 3, pp. 416-431
Persistent link: https://www.econbiz.de/10011341934
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Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Hammoudeh, … - In: Energy economics 78 (2019), pp. 615-628
Persistent link: https://www.econbiz.de/10012160046
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Informational dependency between spot and futures markets : evidence from Turkish foreign exchange markets
Lee, Yen-hsian; Ozun, Alper - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 99-108
Persistent link: https://www.econbiz.de/10010209490
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Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi; Ftiti, Zied; Louhichi, Waël - In: Financial modeling and risk management of energy and …, (pp. 171-189). 2022
Persistent link: https://www.econbiz.de/10013349936
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The lead-lag relationship between futures and spot price : a case of the oil and oilseed contracts traded on Indian exchange
Joarder, Suranjana; Mukherjee, Diganta - In: Arthaniti : journal of economic theory and practice 20 (2021) 1, pp. 7-33
Persistent link: https://www.econbiz.de/10014476515