Testing the nature of long and short run relationships between spot and future commodity prices in India
G. Naresh; S. Thiyagarajan; S. Mahalakshmi; P. Shanthi
| Year of publication: |
2013
|
|---|---|
| Authors: | Naresh, G. ; Thiyagarajan, S. ; Mahalakshmi, S. ; Shanthi, P. |
| Published in: |
Praj̄nȧn : journal of social and management sciences. - Pune : National Institute of Bank Management, ISSN 0970-8448, ZDB-ID 190581-8. - Vol. 42.2013, 2, p. 185-199
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| Subject: | Engle and Granger | Johannsen Cointegration | Error Correction | Commodity indices | Kointegration | Cointegration | Indien | India | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Schätztheorie | Estimation theory | Rohstoffmarkt | Commodity market | Kausalanalyse | Causality analysis | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis |
| 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/10010223544