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Hedging Efficiency of Energy Commodities between Indian and American Commodity Exchanges: Constant a...

Hedging Efficiency of Energy Commodities between Indian and American Commodity Exchanges: Constant a...

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_043adafb9a8b42b69bf763a5fdcbf0ee

Hedging Efficiency of Energy Commodities between Indian and American Commodity Exchanges: Constant and Time-Varying Approaches

About this item

Full title

Hedging Efficiency of Energy Commodities between Indian and American Commodity Exchanges: Constant and Time-Varying Approaches

Author / Creator

Publisher

Mersin: EconJournals

Journal title

International journal of energy economics and policy, 2023-11, Vol.13 (6), p.537-546

Language

English

Formats

Publication information

Publisher

Mersin: EconJournals

More information

Scope and Contents

Contents

This research paper investigates the hedging efficiency between spot and future prices of crude oil and natural gas commodities in the energy category of the commodity market. The study focuses on two major commodity exchanges, the Multi Commodity Exchange of India (MCX) and the New York Mercantile Exchange (NYMEX), which serve as the global benchm...

Alternative Titles

Full title

Hedging Efficiency of Energy Commodities between Indian and American Commodity Exchanges: Constant and Time-Varying Approaches

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_doaj_primary_oai_doaj_org_article_043adafb9a8b42b69bf763a5fdcbf0ee

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_043adafb9a8b42b69bf763a5fdcbf0ee

Other Identifiers

ISSN

2146-4553

E-ISSN

2146-4553

DOI

10.32479/ijeep.15062

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