000			01403nam a22001457a 4500
999			_c524598 _d524598
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100			_aKabi, R., Panda, P. and Chari, L. _947484
245			_aPrice discovery in agricultural commodities markets for India: A case of cotton
260			_aManagement and Labour Studies
300			_a48(4), Nov, 2023: p.478-496
520			_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
773			_aManagement and Labour Studies
906			_aAGRICULTURE
942			_cAR