Matches in SemOpenAlex for { <https://semopenalex.org/work/W2705365500> ?p ?o ?g. }
Showing items 1 to 78 of
78
with 100 items per page.
- W2705365500 abstract "The paper explores the time series dynamics of future contracts for agriculture commodities traded on commodity exchanges. The paper attempts to find out whether the inclusion of agriculture commodity futures contracts can provide higher degree of portfolio diversification. For this, the paper focuses on the causality and long run co-integration dynamics of most active agriculture future contracts of MCX and NCDEX. To test the all-round applicability of agriculture futures contracts, the paper focuses on the existence of the short and long-term relationship, if any, among these specific categories of commodities with the traditional asset-class like crude oil prices, USDINR exchange rates, and Nifty 50 index. Econometric techniques like Granger causality, Johnson co-integration and VECM model have been used." @default.
- W2705365500 created "2017-06-30" @default.
- W2705365500 creator A5017056001 @default.
- W2705365500 creator A5064369309 @default.
- W2705365500 date "2017-01-01" @default.
- W2705365500 modified "2023-09-27" @default.
- W2705365500 title "Does inclusion of agriculture futures contracts provide enough portfolio diversification? Evidences from India" @default.
- W2705365500 doi "https://doi.org/10.1504/ijmp.2017.086894" @default.
- W2705365500 hasPublicationYear "2017" @default.
- W2705365500 type Work @default.
- W2705365500 sameAs 2705365500 @default.
- W2705365500 citedByCount "0" @default.
- W2705365500 crossrefType "journal-article" @default.
- W2705365500 hasAuthorship W2705365500A5017056001 @default.
- W2705365500 hasAuthorship W2705365500A5064369309 @default.
- W2705365500 hasConcept C106159729 @default.
- W2705365500 hasConcept C106306483 @default.
- W2705365500 hasConcept C118518473 @default.
- W2705365500 hasConcept C121332964 @default.
- W2705365500 hasConcept C129824826 @default.
- W2705365500 hasConcept C136764020 @default.
- W2705365500 hasConcept C144133560 @default.
- W2705365500 hasConcept C149782125 @default.
- W2705365500 hasConcept C162324750 @default.
- W2705365500 hasConcept C162853370 @default.
- W2705365500 hasConcept C180916674 @default.
- W2705365500 hasConcept C18903297 @default.
- W2705365500 hasConcept C2777382242 @default.
- W2705365500 hasConcept C2780821815 @default.
- W2705365500 hasConcept C41008148 @default.
- W2705365500 hasConcept C62520636 @default.
- W2705365500 hasConcept C64357122 @default.
- W2705365500 hasConcept C86803240 @default.
- W2705365500 hasConceptScore W2705365500C106159729 @default.
- W2705365500 hasConceptScore W2705365500C106306483 @default.
- W2705365500 hasConceptScore W2705365500C118518473 @default.
- W2705365500 hasConceptScore W2705365500C121332964 @default.
- W2705365500 hasConceptScore W2705365500C129824826 @default.
- W2705365500 hasConceptScore W2705365500C136764020 @default.
- W2705365500 hasConceptScore W2705365500C144133560 @default.
- W2705365500 hasConceptScore W2705365500C149782125 @default.
- W2705365500 hasConceptScore W2705365500C162324750 @default.
- W2705365500 hasConceptScore W2705365500C162853370 @default.
- W2705365500 hasConceptScore W2705365500C180916674 @default.
- W2705365500 hasConceptScore W2705365500C18903297 @default.
- W2705365500 hasConceptScore W2705365500C2777382242 @default.
- W2705365500 hasConceptScore W2705365500C2780821815 @default.
- W2705365500 hasConceptScore W2705365500C41008148 @default.
- W2705365500 hasConceptScore W2705365500C62520636 @default.
- W2705365500 hasConceptScore W2705365500C64357122 @default.
- W2705365500 hasConceptScore W2705365500C86803240 @default.
- W2705365500 hasLocation W27053655001 @default.
- W2705365500 hasOpenAccess W2705365500 @default.
- W2705365500 hasPrimaryLocation W27053655001 @default.
- W2705365500 hasRelatedWork W1570373031 @default.
- W2705365500 hasRelatedWork W1763448250 @default.
- W2705365500 hasRelatedWork W2007200550 @default.
- W2705365500 hasRelatedWork W2048153116 @default.
- W2705365500 hasRelatedWork W2154344426 @default.
- W2705365500 hasRelatedWork W2158977132 @default.
- W2705365500 hasRelatedWork W2526677309 @default.
- W2705365500 hasRelatedWork W2618921895 @default.
- W2705365500 hasRelatedWork W2619022831 @default.
- W2705365500 hasRelatedWork W2888787859 @default.
- W2705365500 hasRelatedWork W2980366153 @default.
- W2705365500 hasRelatedWork W3083744723 @default.
- W2705365500 hasRelatedWork W3116271195 @default.
- W2705365500 hasRelatedWork W3123293585 @default.
- W2705365500 hasRelatedWork W3141859859 @default.
- W2705365500 hasRelatedWork W3165097367 @default.
- W2705365500 hasRelatedWork W3194443522 @default.
- W2705365500 hasRelatedWork W3207317056 @default.
- W2705365500 hasRelatedWork W2741035396 @default.
- W2705365500 hasRelatedWork W3122784684 @default.
- W2705365500 isParatext "false" @default.
- W2705365500 isRetracted "false" @default.
- W2705365500 magId "2705365500" @default.
- W2705365500 workType "article" @default.