Financialization of Commodity Market in India: Implications for Intragroup Investing
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Publisher
Springer Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-16-7062-6_29
Reference44 articles.
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2. Adhikari, R., & Putnam, K. J. (2020). Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. Journal of Commodity Markets, 18, 100090. https://doi.org/10.1016/j.jcomm.2019.04.002
3. Aloui, R., Aïssa, M. S., Hammoudeh, S., & Nguyen, D. K. (2014). Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management. Energy Economics, 42, 332–342. https://doi.org/10.1016/j.eneco.2013.12.005
4. Bollerslev, T. (1990). Modelling the coherence in short-run nominal exchange rates: A multivariate generalized arch model. The Review of Economics and Statistics, 72(3), 498. https://doi.org/10.2307/2109358
5. Bollerslev, T., Engle, R. F., & Wooldridge, J. M. (1988). A Capital asset pricing model with time-varying covariances. Journal of Political Economy, 96(1), 116–131. https://doi.org/10.1086/261527
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