IES Management College And Research Centre

Crude Oil-Food Spot Price Nexus in the context of Financialisation. (Record no. 51210)

MARC details
000 -LEADER
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
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call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
    Dewey Decimal Classification     Main Library Main Library 28/04/2019   /Vol 32, Issue 1/ 5558805JA4 5558805JA4 28/04/2019 28/04/2019

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