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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/7365
Title: Price Discovery in Commodity Market - An Empirical Study on the Indian Gold Market
Authors: L. S. Sridhar
M. Sathish
Issue Date: 2011
Publisher: Sugyaan Management Journal
Abstract: This research examines whether precious metal futures serve as a price discovery vehicle for spot market movement. The co-integration test shows that gold futures and spot prices are cointegrated and silver futures and spot prices are cointegrated. The Error Correction model and Granger Causality test show that gold futures serve as a price discovery for gold spot prices.
URI: http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/7365
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