Market efficiency and price risk management of agricultural commodity prices in India

M RL, AK Mishra - Journal of Modelling in Management, 2023 - emerald.com
Purpose Market efficiency leads to transparent and fair price discovery of commodity
markets, thus enhancing the value chain for competitive benefit. The purpose of this paper is …

Does Seasonality and Volatility Affect the Price Discovery of Agricultural Commodities? A Systematic Literature Review Paper on the Indian Commodity Market

R Supriya, R Mamilla - ECS Transactions, 2022 - iopscience.iop.org
This study examines the volatility and seasonality influence on the price discovery of
agricultural commodities. The present study intends to review price volatility, that has been …

Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets

SK Mohanty, S Mishra - Research in International Business and Finance, 2020 - Elsevier
We present the results of two efficiency measures that include intraday return predictability
measure based on order imbalance and measures of several variance ratio tests on intraday …

The volatility characteristics of Vietnamese coffee export price and transmission mechanism of influencing factors: a Markov switching approach

TT Dang, Z Caihong, TH Nguyen… - Journal of Asia …, 2021 - emerald.com
Purpose This study aims to examine the transmission mechanism of factors on the
characteristic fluctuation of Vietnamese coffee bean export price (PVN) …

[PDF][PDF] Study the efficiency hypothesis in the Egyptian stock market

MA Abdelzaher - International Journal of Economics and …, 2021 - pdfs.semanticscholar.org
This article aims is to verify if the Egyptian stock market has information efficiency (market
efficiency assumptions) by studying the presence of time series properties for daily stock …

Price discovery and market efficiency of cardamom in India

AN Vijayakumar - Vilakshan-XIMB Journal of Management, 2022 - emerald.com
Purpose Transparent and fair price discovery is essential to commodity market participants
in the trade value chain for competitive benefit. The purpose of this paper is to investigate …

Informational Efficiency and Unbiasedness of Stock Futures in India—An Empirical Analysis

AM Alexander, SR Beegam - Global Business Review, 2024 - journals.sagepub.com
The present article examines the informational efficiency and unbiasedness of stock futures
in India. The study analyses the daily spot and futures data of 20 companies listed on the …

Comparative analysis of futures contract cross-hedging effectiveness for soybean: models and insights

MC Erasmus, JM Geyser - Agrekon, 2024 - Taylor & Francis
The purpose of this research is to investigate the use of cross-hedging in the South African
soybean market, by using the JSE BEAN contract as a cross-hedge instrument for the JSE …

Studi Efisiensi Pasar Modal Indonesia Bentuk Setengah Kuat Pada Masa Pandemi Covid-19 (Perusahaan Transportasi Di Bursa Efek Indonesia Tahun 2019-2020)

MTJ Tharmizi, MI Azis, A Juliana… - … Keuangan dan Bisnis, 2021 - jurnal.pcr.ac.id
Penelitian ini bermaksud untuk menjawab bagaimanakan kondisi sektor transportasi di
Indonesia pada masa pandemi covid-19. apakah sektor tersebut di pasar modal Indonesia …

Derivatives And Price Risk Management: A Case Of Indian Commodity Cotton Futures And Spot Prices In India

A Ravi, TP Kumar, MA Anjum - Journal of Positive School …, 2022 - mail.journalppw.com
By using indications given by the commodity markets, farmers, growers, or producers can
minimize the price risk and avoid a supply gut. The consumers of the output can minimize …