Volatility Dynamics of Base Metal Futures: Empirical Evidence from an Emerging Economy
The paper examines the leverage effects and the spillover effects in the base metal cash and futures market. The study also attempts to find the trend and the pattern of volatility clustering in the base metal markets of India. Further, the significance of the risk premium and the possible downside...
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2024-05-01
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| Series: | Organizations and Markets in Emerging Economies |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/omee/article/view/32232 |
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