The inter-temporal causal nexus between Indian commodity futures and spot prices : a wavelet analysis
Anto Joseph; Garima Sisodia; Aviral Kumar Tiwari
| Year of publication: |
2015
|
|---|---|
| Authors: | Joseph, Anto ; Sisodia, Garima ; Tiwari, Aviral Kumar |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 5.2015, 2, p. 312-324
|
| Subject: | Commodity Futures | Price Discovery | Causality | Wavelet Analysis | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis | Zustandsraummodell | State space model | Indien | India | Rohstoffpreis | Commodity price | Schätzung | Estimation | Börsenkurs | Share price | Kointegration | Cointegration |
| 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/10011396483