Singh, Amrinder; Soni, Tarun Kumar - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-13
relationship flowing from India to China; (c) there is duality of direction of price transmission for U.S. and Chinese commodity …This study examines the price transmission between cotton prices in U.S., Indian, and Chinese futures markets. We focus … on studying the long-run price movements using cointegration and alternate causality tests. The empirical results …