Crude Oil-Food Spot Price Nexus in the context of Financialisation. (Record no. 51210)
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000 -LEADER | |
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fixed length control field | 01572nam a2200217 4500 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | OSt |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20190428170037.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 190428b ||||| |||| 00| 0 eng d |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Shipra,, Maurya, |
9 (RLIN) | 33600 |
245 ## - TITLE STATEMENT | |
Title | Crude Oil-Food Spot Price Nexus in the context of Financialisation. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 95-119. 25 |
520 ## - SUMMARY, ETC. | |
Summary, etc | Financialisation of commodity futures is becoming a significant change agent in the linkage between spot prices of crude oil and food commodities. Prior research has not examined the impact of crossmarket futures prices on food-crude oil spot price nexus. This paper fills this gap by documenting the information transmission from crossmarket futures to food and crude oil spot market. Vector error correction model is used to examine the importance of futures price to predict the relationship among crude oil, wheat, maize and soybean spot prices for the sample period 2010-2013. The findings suggest that cross-market futures prices have weakened the magnitude of relationship between spot prices of food and crude oil. The findings have implications for hedgers and speculators for taking their positions in futures market, and for industries which use crude oil and staple food commodities as raw materials. |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Financialization |
Uncontrolled term | Vector error-correction models |
Uncontrolled term | Petroleum |
Uncontrolled term | Vector autoregression model |
Uncontrolled term | Food industry |
-- | India |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | M, Thenmozhi, |
9 (RLIN) | 33601 |
773 0# - HOST ITEM ENTRY | |
Host Biblionumber | 29298 |
Host Itemnumber | 70622 |
Main entry heading | AGRAWAL, J.D. |
Other item identifier | 5558805 |
Title | Finance India |
International Standard Serial Number | 0970-3772 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Journal Article |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
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Dewey Decimal Classification | Main Library | Main Library | 28/04/2019 | /Vol 32, Issue 1/ 5558805JA4 | 5558805JA4 | 28/04/2019 | 28/04/2019 |