Sehgal, Sanjay; Rajput, Namita; Deisting, Florent - In: The International Journal of Business and Finance Research 7 (2013) 3, pp. 57-75
This paper examines the price discovery and volatility spill-over relationship for Indian commodity markets. We cover … twelve actively traded commodities including agriculture, metal and energy and four commodity indices. Price discovery is … confirmed for eight commodities and three indices with a greater role for futures markets in the price discovery process. Price …