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Price Discovery and Volatility Spillovers in Indian Wheat Market : An Empirical Analysis

Sidhu, Dr. Arpit - 2019

This paper examines the price discovery and volatility spillovers in the spot and futures wheat market in India. For this purpose, closing prices are taken as the sample data from June 1, 2013 to July 31, 2017 from National Commodity and Derivatives Exchange Limited (NCDEX) for both spot and...

Persistent link: https://www.econbiz.de/10012895496

Price discovery and volatility spillovers in Indian wheath market : an empirical analysis

Seth, Neha; Sidhu, Arpit - In: The IUP journal of applied finance : IJAF 24 (2018) 2, pp. 5-20

Persistent link: https://www.econbiz.de/10011881528

Financial market contagion : selective review of reviews

Seth, Neha; Sighania, Monica - In: Qualitative research in financial markets 9 (2017) 4, pp. 391-408

Persistent link: https://www.econbiz.de/10011770343

Price discovery and volatility spillovers in commodity market : a review of empirical literature

Seth, Neha; Sidhu, Arpit - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 291-314

Persistent link: https://www.econbiz.de/10012510294