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FUTURE PRICES AND SPOT PRICES RELATIONSHIP OF SOYBEAN – AN ECONOMETRIC ANALYSIS
ISSN: 2277 - 7601
Publisher: author
FUTURE PRICES AND SPOT PRICES RELATIONSHIP OF SOYBEAN – AN ECONOMETRIC ANALYSIS
Indexed in
Agriculture and Food Sciences
ARTICLE-FACTOR
1.3
Article Basics Score: 2
Article Transparency Score: 2
Article Operation Score: 3
Article Articles Score: 3
Article Accessibility Score: 2
SUBMIT PAPER ASK QUESTION
International Category Code (ICC):
ICC-0202
Publisher: Multilogic In Science Multilogic In Science
International Journal Address (IAA):
IAA.ZONE/227737377601
eISSN
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2277 - 7601
VALID
ISSN Validator
Abstract
Abstract The present study aimed to examined future and spot prices relationship of soybean i.e. seasonal and cyclical variations in future and spot prices of soybean, price volatility in them and co-integration between both prices. The time series data on future and spot monthly average prices of Soybean for the period from 2005 to 2018 were collected from NCDEX and AGMARKNET websites of Government of India. To study the relationship between future and spot prices of soybean correlation and regression analysis were used. Moving average method was used to estimate seasonal variations and Residual Method for cyclical variations. The econometric tools like ADF test, Johansen’s Multiple Co-integration test, Pair-wise Granger Causality Test, and ARCH-GARCH model were used to study price volatility and co-integration among future and spot prices of soybean. The results of study showed that High degree of significant positive correlation ...
