Purpose Price discovery and spillover effect are prominent indicators in the commodity
futures market to protect the interest of consumers, farmers and to hedge sharp price …

The current research examines the integration of environmental, social and governance
(ESG) equity indices among emerging markets, that is, Brazil, Russia, India, China and …

Purpose Market efficiency leads to transparent and fair price discovery of commodity
markets, thus enhancing the value chain for competitive benefit. The purpose of this paper is …

The study aims to examine both long-run and short-run causal relationships among the
public and private bank indices of the Indian capital market. The paper employs Johansen's …

Purpose The cross-quantilogram analysis is employed. The latter can assess the temporal
association between two stationary time series at different parts of their joint distribution …

Purpose Transparent and fair price discovery is essential to commodity market participants
in the trade value chain for competitive benefit. The purpose of this paper is to investigate …

Agriculture commodity prices have been quite volatile in India. The proposed study explores
the effect of structural change on the flow of information between the spot and futures market …

Purpose The purpose of this paper is to understand the volatility in commodity futures and
spot markets. The study starts with a few questions: first, the effect of seasonality on the …

Purpose The purpose of this paper is to examine the market integration and direction of
causality of wholesale and retail prices for the chickpea legume in major chickpea markets …

Purpose This paper aims to investigate price responses and volatility spillovers between
commodity spot and futures markets. The study ultimately seeks the evidence-based claims …