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Price discovery process in Nifty spot and futures markets

Choudhary, Kapil; Bajaj, Sushil - In: Global business review 14 (2013) 1, pp. 55-88

Persistent link: https://www.econbiz.de/10009746434

Testing for linear and non-linear causality in spot and future prices of national multi-commodity indices

Shah, Paresh - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 3, pp. 174-185

Persistent link: https://www.econbiz.de/10011543236

The informational role of prices

Grossman, Sanford J. - 1989

Persistent link: https://www.econbiz.de/10011519392

Special issue on future markets : price discovery and price determination

Stein, Jerome L. (contributor) - 1992

Persistent link: https://www.econbiz.de/10011894736

Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets

Kanamura, Takashi - In: Energy economics 54 (2016), pp. 204-212

Persistent link: https://www.econbiz.de/10011662814

The impact of price variability on cash/futures market relationships : implications for market efficiency and price discovery

Arnade, Carlos Anthony; Hoffman, Linwood A. - In: Journal of agricultural and applied economics : JAEE 47 (2015) 4, pp. 539-559

Persistent link: https://www.econbiz.de/10011618634

Speculation and food-grain prices

Lawson, Joshua; Alam, Md Rafayet; Etienne, Xiaoli Liao - In: Applied economics 53 (2021) 20, pp. 2305-2321

Persistent link: https://www.econbiz.de/10012501199

What Role Do Futures Markets Play in Bitcoin Pricing? Causality, Cointegration and Price Discovery From a Time-Varying Perspective

Hu, Yang - 2019

Recent papers that have explored spot and futures markets for Bitcoin have concluded that price discovery takes place … either in the spot, or the futures market. Here, we consider the robustness of previous price discovery conclusions by … investigating causal relationships, cointegration and price discovery between spot and futures markets for Bitcoin, using …

Persistent link: https://www.econbiz.de/10012864151

The effect of futures markets on the stability of commodity prices

Jong, Johan de; Sonnemans, Joep; Tuinstra, Jan - In: Journal of economic behavior & organization : JEBO 198 (2022), pp. 176-211

Persistent link: https://www.econbiz.de/10013387071

An analysis of price and volatility transmission in butter, palm oil and crude oil markets

Bergmann, Dennis; O'Connor, Declan; Thümmel, Andreas - In: Agricultural and Food Economics : AFE 4 (2016) 23, pp. 1-23

agricultural commodities and crude oil. Price and volatility transmission effects between EU and World butter prices, as well as … (VAR) models are applied to capture price transmission effects between these markets. These are combined with a … multivariate GARCH model to account for potential volatility transmission. Results indicate strong price and volatility …

Persistent link: https://www.econbiz.de/10011556435