01519nam a22001577a 4500999001900000008004100019100004800060245008400108260003600192300003200228520093500260773003601195906001601231942000701247952010701254  c524598d524598240102b           ||||| |||| 00| 0 eng d  aKabi, R., Panda, P. and Chari, L.   947484  aPrice discovery in agricultural commodities markets for India: A case of cotton  aManagement and Labour Studies    a48(4), Nov, 2023: p.478-496  aThis study applies vector autoregression to capture the relationships among inflation, cotton spot and futures price. Further, the autoregressive distributed lag model has been applied to capture the impact of rainfall on the cotton spot and futures price. The result of this study reveals that cotton spot price positively impacts cotton futures, while rainfall negatively impacts the price of cotton futures. There is no impact of inflation on cotton spot and futures markets. Due to the sensitivity of crops to rainfall, the monsoon plays a vital role in price discovery in the agricultural market. Similarly, inflation is another significant issue linked to agricultural prices. Further, any movement in futures prices driven by the speculative activity of traders in the commodity derivatives does not contribute to changes in the spot prices. – Reproduced 

https://journals.sagepub.com/doi/full/10.1177/0258042X231158408
  aManagement and Labour Studies    aAGRICULTURE  cAR  00102ddc40709399653aIIPAbIIPAd2024-01-02h48(4), Nov, 2023: p.478-496pAR130430r2024-01-02yAR