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 and Time-Varying Approaches
About this item
Full title
Author / Creator
Publisher
Mersin: EconJournals
Journal title
Language
English
Formats
Publication information
Publisher
Mersin: EconJournals
Subjects
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
Author / Creator
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