Price discovery dynamics of wheat in Indian futures and spot market

Nandini, H. D. and Mahadevappa, B. (2014) Price discovery dynamics of wheat in Indian futures and spot market. Asian Journal of Research in Business Economics and Management, 4 (12). ISSN 2249-7307

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Official URL: http://doi.org/10.5958/2249-7307.2014.01001.9

Abstract

In an agriculture dominated economy like India farmers face yield risk as well as price risk. Commodity futures and derivatives have a crucial role to play in the price risk management process especially in agriculture. The present study analyses the price discovery of wheat in Futures and Spot market in India. The data collected from the Multi Commodity Exchange (MCX). The study considers agri commodity of Futures and spot prices of wheat samples for twenty six months (Jan 2005 to Feb 2007). Correlation Analysis has been used to analyze the relationship between futures and spot price of wheat. The main finding of the study shows that there is high significant correlation between Wheat Futures and Wheat Spot market.

Item Type: Article
Uncontrolled Keywords: Price Discovery and Futures Market and Spot Market
Subjects: G Commerce > Commerce
Divisions: Department of > Commerce
Depositing User: Shrirekha N
Date Deposited: 26 Sep 2019 06:21
Last Modified: 26 Sep 2019 06:22
URI: http://eprints.uni-mysore.ac.in/id/eprint/8535

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