Price discovery and volatility spillover: an empirical evidence from spot and futures agricultural commodity markets in India

M RL, AK Mishra - Journal of Agribusiness in Develo** and …, 2020 - emerald.com
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 …

Price discovery and efficiency of Indian agricultural commodity futures market: an empirical investigation

SK Inani - Journal of Quantitative Economics, 2018 - Springer
This study examines the price discovery process and relative efficiency of ten most liquid
agricultural commodities' futures contracts, traded on the largest agricultural commodity …

Does Indian commodity futures markets exhibit price discovery? An empirical analysis

U Pani, ŞC Gherghina, MN Mata… - Discrete Dynamics in …, 2022 - Wiley Online Library
Price discovery function analyses the dynamics of futures and spot price behavior in an
asset's intertemporal dimensions. The present study examines the price discovery function …

Cointegration, linear and nonlinear causality: Analysis using Indian agriculture futures contracts

TK Soni - Journal of Agribusiness in Develo** and Emerging …, 2014 - emerald.com
Purpose The purpose of this paper is to study the market efficiency, unbiasedness and the
direction of causality among four agricultural commodity futures contracts for a forecasting …

[PDF][PDF] Estimating the Optimal Hedge Ratio in the Indian Equity Futures Market.

K Gupta, B Singh - IUP Journal of Financial Risk Management, 2009 - researchgate.net
Existence of organized futures markets furnishes an opportunity to legitimate traders to
hedge the non-diversifiable risk element contained in their portfolios and help informed …

[PDF][PDF] Price discovery and arbitrage efficiency of Indian equity futures and cash markets

K Gupta, B Singh - NSE Research paper, 2009 - researchgate.net
Present study investigates the price discovery efficiency and validity of Law of One Price in
the Indian equity market by using tick-by-tick data available at National Stock Exchange of …

Is futures market mitigating price risk: An exploration of wheat and maize market

NP Singh, K Ranjit, RP Singh… - Agricultural Economics …, 2005 - indianjournals.com
Instability of commodity prices has always been a major concern of the producers as well as
the consumers in an agriculture-dominated country like India. Farmers in a bid to avert the …

How efficient are futures market operations in mitigating price risk? An explorative analysis

NP Singh, V Shunmugam, S Garg - Indian Journal of Agricultural …, 2009 - oar.icrisat.org
Mitigating Price Risk? An Explorative Analysis Page 1 Ind. Jn. of Agri. Econ. - Vol.64, No.3,
July-Sept. 2009 How Efficient are Futures Market Operations in Mitigating Price Risk? An …

Application of Variance Decomposition Model in Pricing Analysis of Agriculture Commodity Spot and Future Market

N **dal - Vivekananda Journal of Research, 2024 - taaleem.in
India's commodity markets are expanding quickly because of globalisation, which began in
earnest in 1991. These markets underwent significant evolution in conjunction with other …

Has Indian commodity future market lost steam? Existing scenario and the way forward

TK Soni - Soni, TK (2017)." Has Indian Commodity Future Market …, 2017 - papers.ssrn.com
Commodity Futures were reintroduced a few years into the beginning of the millennia. After
a healthy run, signs of corrections were seen in the Indian commodity markets in 2012. But …