Price discovery and arbitrage linkage in the Indian agricultural commodity futures market: A study of gram futures
نویسندگان
چکیده
منابع مشابه
Commodity futures and market efficiency
a r t i c l e i n f o We analyze the market efficiency of 25 commodity futures across various groups—metals, energies, soft commodities , grains and other agricultural commodities. To do so, we utilize the recently proposed Efficiency Index to find out that the most efficient among all of the analyzed commodities is heating oil, closely followed by WTI crude oil, cotton, wheat, and coffee. On t...
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The prices of the option and futures of a stock both reflect the market’s expectation of futures changes of the stock’s price. Their prices normally align with each other within a limited window. When they do not, arbitrage opportunities arise: an investor who spots the misalignment will be able to buy (sell) options on one hand, and sell (buy) futures on the other and make risk-free profits. H...
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ژورنال
عنوان ژورنال: Agricultural Economics Research Review
سال: 2018
ISSN: 0971-3441,0974-0279
DOI: 10.5958/0974-0279.2018.00036.8