Impact of Weather on Agriculture Commodity Market and the Price Discovery: An Empirical Analysis

作者: Suraj E. S , Ojasvi Gupta

DOI: 10.47340/MJHSS.V2I1.4.2021

关键词:

摘要:

参考文章(15)
James Ming Chen, Asymmetrical Volatility and Spillover Effects Palgrave Macmillan, Cham. pp. 65- 86 ,(2017) , 10.1007/978-3-319-63465-4_4
Shashi Gupta, Himanshu Choudhary, D. R. Agarwal, An Empirical Analysis of Market Efficiency and Price Discovery in Indian Commodity Market Global Business Review. ,vol. 19, pp. 771- 789 ,(2018) , 10.1177/0972150917713882
Neha Seth, Arpit Sidhu, Price Discovery and Volatility Spillovers in Indian Wheat Market: An Empirical Analysis The IUP Journal of Applied Finance. ,vol. 24, pp. 5- ,(2018)
Alphonse, Efficient Price Discovery in Stock Index Cash and Futures Markets Annals of economics and statistics. pp. 177- ,(2000) , 10.2307/20076259
Mantu Kumar Mahalik, Debashis Acharya, M. Suresh Babu, Price discovery and volatility spillovers in futures and spot commodity markets : Some Indian evidence Journal of Advances in Management Research. ,vol. 11, pp. 211- 226 ,(2014) , 10.1108/JAMR-09-2012-0039
Francis Declerck, Do Agricultural Commodity Firm Stock Price and Agricultural Commodity Price Move Together International Journal on Food System Dynamics. ,vol. 5, pp. 120- 129 ,(2014) , 10.18461/IJFSD.V5I3.532
Clement E. Ward, Stephen R. Koontz, Derrell S. Peel, James N. Trapp, Price Discovery in an Experimental Market for Fed Cattle Applied Economic Perspectives and Policy. ,vol. 18, pp. 449- 466 ,(1996) , 10.2307/1349628
Dale J. Menkhaus, Owen R. Phillips, Allison F. M. Johnston, Alla V. Yakunina, Price Discovery in Private Negotiation Trading with Forward and Spot Deliveries Review of Agricultural Economics. ,vol. 25, pp. 89- 107 ,(2003) , 10.1111/1467-9353.00047
Kenneth D. Garbade, William L. Silber, Price Movements and Price Discovery in Futures and Cash Markets The Review of Economics and Statistics. ,vol. 65, pp. 289- 297 ,(1983) , 10.2307/1924495
Hector O. Zapata, T. Randall Fortenbery, Stochastic Interest Rates and Price Discovery in Selected Commodity Markets Applied Economic Perspectives and Policy. ,vol. 18, pp. 643- 654 ,(1996) , 10.2307/1349596