Price Discovery and Volatility Spillover in Commodity Futures and Spot Market in India:An Empirical Analysis
Received: 17 March 2021 | Review: 13 April 2021 | Accepted: 17 Sept. 2021 https://doi.org/10.53908/NMMR.300101 Volume 30, Issue-1, January 2022 Abstract Purpose: This paper aims to investigate the price discovery process, persistence of volatility and spillover of volatility in commodity futures and spot market in India. Methodology: In this paper, commodities namely, mentha oil, cotton, Read More …