… the lead-lag relationship between Spot and Futures Market for Energy Sectors Stocks on
which SSF is available and to define which market is the primary source of Price-Discovery. The …

… the lead-lag relationship between spot and futures markets of the most representative energy
… to establish the market contribution of both spot and futures markets on price innovation. …

… To help provide a better understanding of lead–lag dynamics in … lead–lag relationships in
the Indian commodity market, especially with reference to the nexus between spot and futures …

… The relationship between oil prices and sector stock … the association between spot and
futures prices, we study the potential relation between the two markets and its dynamics (lead-lag …

… prices could also help with hedging strategies during situations of economic and financial
distress, mainly for oil dependent industries. To decrease the uncertainty and oil price risk, the …

… the dynamic relationship between spot and futures prices, and to … of the futures price conditional
on the prediction of the spot price, … for, neither market leads or lags the other consistently. …

… to model with Stock Futures the volatility of the underlying Energy Sector stocks by considering
the … , PD (2008), The lead-lag relationship between cash and stock index futures in a new …

… so as to increase its contribution to the price discovery process of the spot market. We
modeled the relation between WTI spot and future prices as a cointegration relation. By using the …

… The lead lag relationship between spot and futures markets in the … lead lag relationship
between spot and futures markets in the energy sector: empirical evidence from Indian markets. …

… lead-lag relationship between futures and spot prices, in other words the futures and OTC
forward markets drive the spot … relation between spot and futures electricity prices in the United …