Is Futures Market Mitigating Price Risk: An Exploration of Wheat and Maize Market
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DOI: 10.22004/ag.econ.58459
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References listed on IDEAS
- 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.
- 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.
- H. Holly Wang & Bingfan Ke, 2005.
"Efficiency tests of agricultural commodity futures markets in China,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(2), pages 125-141, June.
- Wang, H. Holly & Ke, Bingfan, 2005. "Efficiency tests of agricultural commodity futures markets in China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(2), pages 1-17.
- Peggy Swanson, 1998. "Spot and forward exchange rates as predictors of future spot rates: trends in exchange market value and the contribution of new information," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 129-138, June.
Citations
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Cited by:
- Sendhil, R. & Ramasundaram, P., 2014. "Performance and Relevance of Wheat Futures Market in India – An Exploratory Analysis," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 174839, Agricultural and Applied Economics Association.
- Sinha, Rajesh Kumar & Kumar, Ranjit, 2010. "Innovative Technologies, Institutions and Policies for Successful Value Chains for Tur Farmers: A Case Study of NCDEX Spot," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 23(Conferenc), November.
- 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.
- Sendhil, R. & Kar, Amit & Mathur, V.C. & Jha, Girish K., 2013. "Price Discovery, Transmission and Volatility: Evidence from Agricultural Commodity Futures," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 26(01), June.
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Keywords
Agricultural and Food Policy;Statistics
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