The lead–lag relationship between spot and futures prices: Empirical evidence from the Indian commodity market
This paper examines the relationship between spot and futures prices in the Indian
commodity market for the period 2009 to 2020. The ARDL bounds-testing technique is used …
commodity market for the period 2009 to 2020. The ARDL bounds-testing technique is used …
[HTML][HTML] Spot and futures markets–Scope for integration
S Basu - IIMB Management Review, 2020 - Elsevier
Since the reintroduction of commodity futures in India in the current form in 2002–2003 a lot
of developments in technology and institutional arrangements have taken place. Futures …
of developments in technology and institutional arrangements have taken place. Futures …
Effect of Volatility and Causal Movement between Cotton Futures Price and Cotton Spot Price in Indian Commodity Market
B Subburayan, DAI Sutha - Ilkogretim Online-Elementary …, 2021 - papers.ssrn.com
This study examines the market and price behavior is the supreme problem of commodity
investors and trader. The present study spotlights the price behavior/movement and market …
investors and trader. The present study spotlights the price behavior/movement and market …
[PDF][PDF] Investigating long-run cointegration and lead lag relationship between spot and future markets of energy commodities
S Bhardwaj, S Gupta - researchgate.net
The study tries to investigate the cointegration and causality relationship between the spot
and future prices of crude oil and natural gas traded on Multi Commodity Exchange (MCX) of …
and future prices of crude oil and natural gas traded on Multi Commodity Exchange (MCX) of …
[引用][C] The Efficiency of The Spot Market And Crude Palm Oil (CPO) Commodity Futures Market Before and During The Covid-19 Pandemic in Indonesia
A Gandhy, R Nurmalina - Jurnal Manajemen & Agribisnis, 2022