A Study of Indian Copper Market in Multi-Commodity Exchange
نویسندگان
چکیده
This paper examines the relationship between spot and futures prices in Indian commodity market from 2015-2019, considering copper as one of base metals. In this study, closing future price data obtained Multi exchange India are used to investigate discovery. Various econometric tools explore long short-run prices. ADF, Johansen’s Juliesus cointegration test, Vector Error Correction Model Test, Granger causality is carried out during empirical process. The statistical result study indicates that first discovered for period. granger test it unidirectional short run.
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ژورنال
عنوان ژورنال: Modern Economy
سال: 2022
ISSN: ['2152-7245', '2152-7261']
DOI: https://doi.org/10.4236/me.2022.131003