Impact of futures trading on volatility of spot market-a case of guar seed
Dinesh Kumar Sharma and Meenakshi Malhotra
| Year of publication: |
2015
|
|---|---|
| Authors: | Dinesh Kumar Sharma ; Malhotra, Meenakshi |
| Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 75.2015, 3, p. 416-431
|
| Subject: | Granger Causality | Volatility | Agricultural commodity markets | Augmented GARCH | Futures trading | Guar seed | Volatilität | Rohstoffderivat | Commodity derivative | Derivat | Derivative | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis | Warenbörse | Commodity exchange | Saatgut | Seed | Agraraußenhandel | International agricultural trade | Spotmarkt | Spot market | Rohstoffmarkt | Commodity market | Schätzung | Estimation |
| 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/10011341934