Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/6562
Title: Market Behavior and Price Discovery in Indian Commodity Markets
Authors: Mihir Dash
Issue Date: 2016
Publisher: Journal on Management
Abstract: The study analyzes the market behavior and causality effects between spot and futures prices in Indian commodity markets. The pattern is quite different for different commodities. Commodities that suffer from chronic backwardation should be analyzed in more detail, in order to understand the causes, and controls (known as backwardation limits) should be instituted for the same.
URI: http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/6562
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