Efficiency of Commodity Markets: A Study of Indian Agricultural Commodities

被引：0
|
作者：
ul Haq, Irfan [1 ]
Rao, K. Chandrasekhara [2 ]
机构：
[1] Govt Degree Coll, Shopian, Jammu & Kashmir, India
[2] Pondicherry Univ, Dept Banking Technol, Pondicherry, India
来源：
PACIFIC BUSINESS REVIEW INTERNATIONAL | 2014年 / 7卷 / 02期
关键词：
Agricultural Futures; Cointegration; Error Correction;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper examines the efficiency in Indian agricultural commodity futures market which has grown phenomenally over last decade. We analysed the long run and short run relationships using cointegration and error correction models. The Results show market efficiency for each commodity in the long run and exhibit inefficiencies in short run.
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页码：94 / 99
页数：6
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