Price discovery and volatility spillovers

What is it about?

commodity derivative markets

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Why is it important?

This study, for the first time, made an empirical attempt of examining the existence of price discovery and volatility spillovers in Indian commodity derivative markets. In this study, we analysed both price discovery and volatility spillovers process across agriculture and non-agriculture commodities traded in NCDEX and MCX, India. We believe that doing this comparative analysis in the Indian case is also expected to beneficial for the farmers and investors while taking their production and business activities.