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- W4205932357 abstract "This paper examines the relationship between spot and futures prices in the Indian commodity market from 2015-2019, considering copper as one of the base metals. In this study, the closing spot and future price data obtained from Multi commodity exchange of India are used to investigate price discovery. Various econometric tools are used to explore the long and the short-run relationship between spot and futures prices. ADF, Johansen’s and Juliesus cointegration test, Vector Error Correction Model Test, Granger causality is carried out during the empirical process. The statistical result of the study indicates that the price is first discovered in the spot market for copper during the study period. The granger causality test indicates that it is unidirectional in the short run." @default.
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- W4205932357 date "2022-01-01" @default.
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- W4205932357 title "A Study of Indian Copper Market in Multi-Commodity Exchange" @default.
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- W4205932357 doi "https://doi.org/10.4236/me.2022.131003" @default.
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