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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

Time-varying correlation between indian equity market and selected Asian and US stock markets

Seth, Neha; Panda, Laxmidhar - In: Global business review 21 (2020) 6, pp. 1354-1375

Persistent link: https://www.econbiz.de/10012388968

Volatility interdependency : a quantile regression analysis in Asian stock markets

Seth, Neha; Panda, Laxmidhar - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 3, pp. 409-429

Persistent link: https://www.econbiz.de/10012250227

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

Do Global Oil Price Changes Affect Indian Stock Market Returns?

Siddiqui, Saif - 2015

The present research work is conducted to analyze whether changes in oil prices at global level affect the stock market returns in Indian market. Daily closing stock market price data from National Stock Exchange (NSE) and daily oil prices, for the period beginning from January 2010 to December...

Persistent link: https://www.econbiz.de/10013011310