Hedging efficiency of commodity futures markets in India (Record no. 11247)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01243npc a2200181Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2012 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 332.632 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | YAGANTI, C HUSSAIN |
| 245 ## - TITLE STATEMENT | |
| Title | Hedging efficiency of commodity futures markets in India |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2012 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 40-58 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Present study investigates the hedging hedging effectiveness of commodity futures contracts fro spices and base metals by employinh cointegration and error correction methodology with different maturity time horizns varying from one month to threemonths, i.e. maturity months, near by month and far month. The optional hedge ratios are calculated from Ordinary Least Squares(OLS) regression and Error Correction Model(ECM). It is found that the futures market dominates in price discoveryin nearby month contracts. This study supprots that futures price representing the collective market opinion is considered as reference price for spot market players like traders, farmers and otherstakeholders in commodity trding domain. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | COMMODITY MARKETS |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | ERROR CORRECTION MODELS(ECM) |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | KAMAIAH, B |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P14356 |
| Note | M |
| Host Itemnumber | 33573 |
| Host Biblionumber | 11226 |
| Title | ICFAI: JOURNAL OF FINANCIAL RISK MANAGEMENT |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.