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What is Gold Futures Market Linkages Analysis about?

This study analyzes the linkages between gold futures traded on the Indian Multi Commodity Exchange (MCX) and the New York Mercantile Exchange (NYMEX) focusing on price, return, and volatility spillover behaviors. Using various econometric models, the findings indicate a significant long-run relationship and bi-directional spillovers between the two markets. The research highlights the importance of understanding these linkages for market participants and policymakers in the context of global commodity trad

Author

Kajal Bhammar

Language

EN