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ZENODO
Article . 2018
License: CC BY
Data sources: Datacite
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ZENODO
Article . 2018
License: CC BY
Data sources: ZENODO
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ZENODO
Article . 2018
License: CC BY
Data sources: Datacite
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Dynamic Relationship between Future and Spot Prices – A case study of Gaur Seed

descriptionPublicationkeyboard_double_arrow_right Article 03 Apr 2018Publisher:Zenodo
Authors: K,Deepthy; S,Nirmala;

doi: 10.5281/zenodo.7513389 , 10.5281/zenodo.7513388

Dynamic Relationship between Future and Spot Prices – A case study of Gaur Seed

Abstract

The study aims to find out the dynamic relationship between future and spot prices of Guar seed traded in NMCE from the period 01/01/2016 to 31/03/2018. Knowledge of price movement and price discovery process of commodities will help the producers and consumers appropriate investment decision. After confirming stationarity at first difference Johansen’s cointegration test is performed to analyse long run equilibrium relationship. After confirming cointegration, Vector Error Correction Model is applied to know the speed of adjustment towards equilibrium in case of disequilibrium in short run. The lead lag relationship between future and spot prices are analysed using Granger Causality test.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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