A frequency domain causality investigation between futures and spot prices of Indian commodity markets
Anto Joseph; Garima Sisodia; Aviral Kumar Tiwari
| Year of publication: |
2014
|
|---|---|
| Authors: | Joseph, Anto ; Sisodia, Garima ; Tiwari, Aviral Kumar |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 40.2014, p. 250-258
|
| Subject: | Futures price | Spot price | Indian commodity market | Frequency domain approach | Rohstoffderivat | Commodity derivative | Indien | India | Rohstoffpreis | Commodity price | Kausalanalyse | Causality analysis | Spotmarkt | Spot market | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010425645