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How Efficient are Futures Market Operations in Mitigating Price Risk? An Explorative Analysis

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  • Singh, Naveen Prakash
  • Shumugam, V.
  • Garg, Sanjeev

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Suggested Citation

  • Singh, Naveen Prakash & Shumugam, V. & Garg, Sanjeev, 2009. "How Efficient are Futures Market Operations in Mitigating Price Risk? An Explorative Analysis," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 64(3), pages 1-9.
    • Handle: RePEc:ags:inijae:204634
    DOI: 10.22004/ag.econ.204634
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    References listed on IDEAS

    as
    1. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    2. Chung‐Hua Shen & Lee‐Rong Wang, 1990. "Examining the validity of a test of futures market efficiency: A comment," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(2), pages 195-196, April.
    3. Basu, Jyotish Prakash & Dinda, Soumyananda, 2003. "Market Integration: An Application of Error Correction Model to Potato Market in Hooghly District, West Bengal," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 58(4), December.
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    Cited by:

    1. Rahul Kumar Singh, 2023. "Efficiency of Wheat Futures across APMC Mandis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(3), pages 681-701, September.
    2. Sarveshwar Kumar Inani, 2018. "Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 129-154, March.

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