Keywords: Volatility
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal Articles
Agricultural Finance Review (2015) 75 (3): 416–431.
Published: 07 September 2015
... the volatility of underlying physical market prices. Suspension of guar seed futures contract in 2012 at National Commodity Derivatives Exchange of India (NCDEX)-India, has reignited the controversy and raised an alarm bell to peek into obscure world of Indian commodity derivatives market. Against the backdrop...
Journal Articles
Agricultural Finance Review (2015) 75 (1): 114–132.
Published: 05 May 2015
... record-high price volatility. Design/methodology/approach – The authors apply a recently developed bubble testing procedure to cash, rolling nearby futures contract, and individual futures contract prices of HRS wheat sampled at daily, weekly, and monthly frequencies. Two critical value (CV...

or Create an Account

Close subscription notice
Close access options