Probing Trading Activities in Commodity Futures Market via Volatility Modeling
نویسندگان
چکیده
منابع مشابه
Market Efficiency and Volatility Spillovers in Futures and Spot Commodity Market: The Agricultural Sector Perspective
Future contracts in commodity market with limited maturities are primarily used for hedging commodity price-fluctuation risks or for taking advantage of price movements, rather than for the buying or selling of the actual cash commodity. This paper is an effort to analyze the market efficiency of the Indian commodity market and volatility spillover effects between the spot and future market wit...
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ژورنال
عنوان ژورنال: E3S Web of Conferences
سال: 2021
ISSN: 2267-1242
DOI: 10.1051/e3sconf/202125101104