Commodity price volatility & time varying hedge ratios : evidence from notional commodity futures indices of India
Santhosh Kumar; M. A. Lagesh
| Year of publication: |
2014
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|---|---|
| Authors: | Kumar, Santhosh ; Lagesh, M. A. |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 28.2014, 2, p. 515-528
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| Subject: | Rohstoffderivat | Commodity derivative | Indien | India | Rohstoffpreis | Commodity price | Volatilität | Volatility | Hedging | ARCH-Modell | ARCH model | Warenbörse | Commodity exchange | Index-Futures | Index futures |
| 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/10010421800