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- W2934929619 abstract "This study was conducted to determine the lead-lag relationship between commodities spot and futures prices in Pakistan. Five commodities i.e. gold, silver, wheat, rice and sugar were selected keeping in mind the availability of the data. It was found that in few cases the spot prices lead futures prices while in other instances futures prices are lead by spot prices. The direction of relationship between commodity spot and futures prices was observed to change by changing futures contracts maturity period.Key words: lead-lag relationship, futures market, stationarity" @default.
- W2934929619 created "2019-04-11" @default.
- W2934929619 creator A5018598924 @default.
- W2934929619 date "2018-10-30" @default.
- W2934929619 modified "2023-09-23" @default.
- W2934929619 title "LEAD-LAG RELATIONSHIP BETWEEN COMMODITY SPOT AND FUTURES MARKETS IN PAKISTAN" @default.
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