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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/6562
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dc.contributor.authorMihir Dash-
dc.date.accessioned2024-02-27T05:58:12Z-
dc.date.available2024-02-27T05:58:12Z-
dc.date.issued2016-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/6562-
dc.description.abstractThe 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.-
dc.publisherJournal on Management-
dc.titleMarket Behavior and Price Discovery in Indian Commodity Markets-
dc.volVol. 11-
dc.issuedNo. 1-
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