Futures market efficiency of agriculture commodities in India / Nur Nadhilah Taulani

Taulani, Nur Nadhilah (2019) Futures market efficiency of agriculture commodities in India / Nur Nadhilah Taulani. [Student Project] (Unpublished)

Abstract

This paper objective is to examine the relationship between future price and spot price of selected agriculture products in India. The result found that there is positive significant relationship between both variables based on pooled ordinary least square regression method. The sample of this paper consist of monthly data which is taken for 5 years from 2014 to 2018 from Multi Commodity Exchange and National Commodity and Derivatives Exchange of India (NCDEX). The selected agriculture commodities are soybean, sugar and wheat.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Taulani, Nur Nadhilah 2016431746
Contributors:	Contribution Name Email / ID Num. Advisor A Girau, Emelia emeli806@uitm.edu.my
Subjects:	H Social Sciences > HF Commerce > Pricing
Divisions:	Universiti Teknologi MARA, Sabah > Kota Kinabalu Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Finance
Keywords:	Future price; Spot price; Agriculture products
Date:	2019
URI:	https://ir.uitm.edu.my/id/eprint/117817