Competence and efficacy of commodity futures market: Dissection of price discovery, volatility, and hedging
The paper is an attempt to assess the Indian agricultural commodity futures market in terms of price discovery, hedging efficiency, and volatility. Cointegration test, Granger causality test, and vector error correction (VEC) model, ordinary least squares (OLS) regression, exponential generalised au...
| Autori principali: | , , |
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| Natura: | Articolo |
| Lingua: | English |
| Pubblicazione: |
Elsevier
2021-06-01
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| Serie: | IIMB Management Review |
| Soggetti: | |
| Accesso online: | http://www.sciencedirect.com/science/article/pii/S097038962100029X |