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Spot return volatility and hedging with futures contract : empirical evidence from the notional commodity futures indicies of India

Kumar, Santhosh; Lagesh, M. A. - In: The IUP journal of behavioral finance : IJBF 8 (2011) 2, pp. 70-85

Persistent link: https://www.econbiz.de/10009295595

Effect of futures trading on spot market volatility : a study of CNX Bank Nifty index

Mallikarjunappa, T.; E. M., Afsal - In: Decision 35 (2008) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10003880250

The impact of futures trading on the spot market volatility of selected oil & gas industry stocks in India

Srinivasan, P.; Ibhrahim, P. - In: Asian African journal of economics and econometrics 10 (2010) 1, pp. 153-166

Persistent link: https://www.econbiz.de/10009008335

An empirical analysis of the impact of derivatives on spot market volatility in India

Bhat, K. Sham; Pradhan, Kailash Chandra - In: Finance India : the quarterly journal of Indian … 24 (2010) 3, pp. 945-955

Persistent link: https://www.econbiz.de/10008841893

Price discovery and asymmetric volatility spillovers in Indian spot-futures gold markets

Srinivasan, Palamalai; Ibrahim, P. - In: International journal of economic sciences and applied … 5 (2012) 3, pp. 65-80

This study attempts to examine the price discovery process and volatility spillovers in Gold futures and spot markets … channel of its new innovation. -- price discovery ; asymmetric volatility spillover ; cointegration ; VECM ; EGARCH model …

Persistent link: https://www.econbiz.de/10009717381

Intraday price discovery and lead-lag relationship between spot and futures markets in India

Paital, Rashmi Ranjan; Sharma, Naresh Kumar - In: The Asian economic review : journal of the Indian … 57 (2015) 4, pp. 85-94

Persistent link: https://www.econbiz.de/10011444117

What drives the off-shore futures market? : evidence from India and China

Kumar, S. S. S.; Sampath, Aravind - In: Finance research letters 30 (2019), pp. 394-402

Persistent link: https://www.econbiz.de/10012420921

Interplay between Exchange Traded Currency Futures Markets, Spot Markets and Forward Markets : A Study on India

Guru, Anuradha - 2010

country last year. This paper empirically tests the impact of currency futures trading on volatility and returns of underlying … influence on the volatility in the underlying exchange markets. The returns in futures markets are seen to be driving the …

Persistent link: https://www.econbiz.de/10013138031

Do the Spot Prices Influence the Pricing of Future Contracts? An Empirical Study of Price Volatility of Future Contracts of Select Agricultural Commodities Traded on NCDEX (India)

Kaur, Gurbandini - 2012

were formulated and tested concerning the volatility of spot and future contract prices, effect of Spot closing prices on … volatility has been observed in the prices of spot and future contracts of the chosen agricultural commodities. The spot and …

Persistent link: https://www.econbiz.de/10013116810

Does Ban on Futures Trading (De)stabilise Spot Volatility? Evidence from Indian Agriculture Commodity Market

Sobti, Neharika - 2020

Persistent link: https://www.econbiz.de/10012844139