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 …

The purpose of this study is to examine whether crude oil spot and futures prices of the same
and different grades are cointegrated using a residual-based cointegration test that allows …

The main purpose of the present study would be to look into some characteristics of the
Indian commodity futures market in order to judge whether prices indicate efficient …

One puzzling result in the literature on the linkages between the spot and futures crude oil
prices is the sensitivity of causality tests to the sample period that one considers, which is …

Commodities are considered as separate asset class. To obtain economic exposure to
commodity asset, commodity derivatives is a very useful tool. Commodity derivatives is a …

This study investigates whether spot and futures markets are playing an important role in the
assimilation of information and price discovery in the Indian stock market. For accomplishing …

Purpose Corporate treasurers manage the currency risk of their organization by hedging
through futures contracts. The purpose of this paper is to evaluate the effectiveness of …

This study intends to look into whether the commodity futures market provides information
and subsequently whether it helps to reduce the volatility of the Indian spot market. The main …

Purpose The purpose of this paper is to study the lead-lag relationship between the futures
and spot foreign exchange (FX) market in India to understand the price discovery …

The impact of futures markets on the spot price volatility of storable commodities can be
either stabilizing or destabilizing. The underlying theoretical model determines that the …