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 …

The purpose of this paper is to organise the present status of researches conducted on
commodity market relationship, price discovery and volatility spillovers by reviewing the …

The article is an attempt to evaluate the price discovery functions and hedging effectiveness
of the aluminum futures market in India. The article identifies the influential direction of price …

In 2002, when the government permitted futures trading on most of the commodities and
allowed setting up of national level exchanges, trading in agricultural commodities grew very …

Base metals are the key input used in different critical industries which are vital to the
economy. After lifting the prohibition on commodity futures trading in 2003, there has been a …

This study examines the lead-lag relationship and price discovery process between spot
and futures market of pepper in India by employing Johansen's cointegration test and the …

The paper is an attempt to identify the dynamic relationship between the spot and futures of
nickel traded at MCX, India. The study is based on secondary data for a period ranging from …

This research paper analyses the price discovery aspects of future market in trading of four
prominent spices selected based on their appraisal since 2010 across dimensions like …

The purpose of this paper was to ascertain the impact of futures prices on market efficiency
and price discovery in India in HRITHIK stocks from 2017-2020. The paper investigated the …

The literature indicates that the process of price discovery in spot and futures can be
bidirectional. This study novelty lies in its analysis of the spot data of the BIST liquid bank …