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Browsing Research Articles (Financial Management) by Subject "Commodity markets"

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The lead–lag relationship between spot and futures prices : empirical evidence from the Indian commodity market

Pradhan, Rudra P.; Hall, J.H. (John Henry); Du Toit, Elda (Elsevier, 2021-03)

This paper examines the relationship between spot and futures prices in the Indian commodity market for the period 2009 to 2020. The ARDL bounds-testing technique is used to explore the long-run relationship between these ...

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