How efficient are futures market operations in mitigating price risk? an explorative analysis

Singh, N P and Shunmugam, V and Garg, S (2009) How efficient are futures market operations in mitigating price risk? an explorative analysis. Indian Journal of Agricultural Economics, 64 (3). pp. 324-332.

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Abstract

This paper investigates the efficiency of futures markets in prices of important cereals. Findings show that the variation in the spot and futures prices is high in the case of urad, wheat and jeera.

Item Type:	Article
Divisions:	UNSPECIFIED
CRP:	UNSPECIFIED
Subjects:	Others > Agriculture-Farming, Production, Technology, Economics
Depositing User:	Library ICRISAT
Date Deposited:	25 Aug 2011 09:07
Last Modified:	25 Aug 2011 09:07
URI:	http://oar.icrisat.org/id/eprint/406
Official URL:
Projects:	UNSPECIFIED
Funders:	UNSPECIFIED
Acknowledgement:	UNSPECIFIED
Links:	Author

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