ICAR Research Data Repository for Knowledge Management
How efficient are futures market operations in mitigating price risk? an explorative analysis
OAR@ICRISAT
View Archive Info| Field | Value | |
| Relation |
http://oar.icrisat.org/406/
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| Title |
How efficient are futures market operations in mitigating price risk? an explorative analysis
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| Creator |
Singh, N P
Shunmugam, V Garg, S |
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| Subject |
Agriculture-Farming, Production, Technology, Economics
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| Description |
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.
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| Date |
2009
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| Type |
Article
PeerReviewed |
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| Format |
application/pdf
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| Language |
en
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| Rights |
—
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| Identifier |
http://oar.icrisat.org/406/1/IJAE_64_3_324-332_2009.pdf
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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