Predicting Wheat Futures Prices in India
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
http://link.springer.com/content/pdf/10.1007/s10690-020-09320-6.pdf
Reference38 articles.
1. Ali, J., & Gupta, B. K. (2011). Efficiency in agricultural commodity futures markets in India: Evidence from cointegration and causality tests. Agricultural Finance Review, 71(2), 162–178.
2. Bessembinder, H., & Chan, K. (1992). Time-varying risk premia and forecastable returns in futures markets. Journal of Financial Economics, 32(2), 169–193.
3. Carter, C. A. (2003). Futures and options markets: An introduction. New Jersey: Prentice Hall.
4. Choudhry, T. (2009). Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets. International Review ofFinancial Analysis, 18(1–2), 58–65.
5. Crain, S. J., & Lee, J. H. (1996). Volatility in wheat spot and futures markets 1950–1993: Government farm programs, seasonality and causality. Journal of Finance, 51(1), 325–343.
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