Exploring the nexus between futures contracts and spot returns in the Indian commodity market
P. Lakshmi (Xavier Institute of Management and Entrepreneurship, Bangalore, Karnataka, India), S. Visalakshmi (Research and Development Centre, Bharathiar University, Coimbatore, Tamilnadu, India), S. Padmavathy (KPR School of Business, Arasur, Coimbatore, Tamilnadu, India)
| Year of publication: |
2015
|
|---|---|
| Authors: | Lakshmi, P. ; Visalakshmi, S. ; Padmavathy, S. |
| Published in: |
International journal of Indian culture and business management. - Genève : Inderscience Enterprises, ISSN 1753-0806, ZDB-ID 2422766-3. - Vol. 10.2015, 3, p. 306-317
|
| Subject: | crude oil | gold | multi commodity exchange | MCX | vector autoregressive model | VAR | variance decomposition | impulse rsponse | India | Indien | Warenbörse | Commodity exchange | VAR-Modell | VAR model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Gold | Volatilität | Volatility | Rohstoffmarkt | Commodity market |
| 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/10011514088