The lead–lag relationship between spot and futures prices: Empirical evidence from the Indian commodity market
Author:
Publisher
Elsevier BV
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
Reference95 articles.
1. Return and volatility dynamics in the FT‐SE 100 stock index and stock index futures markets;Abhyankar;J. Futures Mark.,1995
2. Lead–lag relationship between spot and futures stock indexes: intraday data and regime-switching models;Alemany;Int. Rev. Econ. Finance,2020
3. Price volatility and speculative activities in futures commodity markets: a combination of combinations of p-values test;Algieri;J. Commod. Mark.,2019
4. Financial markets, intermediaries, and intertemporal smoothing;Allen;J. Polit. Econ.,1997
5. A survey of recent developments in the literature of finance and growth;Ang;J. Econ. Surv.,2008
Cited by 21 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Asymmetric spot‐futures prices adjustments in Quebec grain markets;Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie;2024-07-22
2. Carbon Emissions Pricing: Linkages Between EU ETS Spot and Future Prices and Completeness of EU ETS Market;Journal of Emerging Market Finance;2024-06-02
3. Discovering technological opportunities by identifying dynamic structure-coupling patterns and lead-lag distance between science and technology;Technological Forecasting and Social Change;2024-03
4. The shocks and integrations of COVID-19 pandemic on Chinese agricultural markets: comparative empirical evidence from China and other countries;Ciência Rural;2024
5. How do the Development of Futures market and regional economy interact? Evidence from Henan Province in China;SHS Web of Conferences;2024
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3