Singh, R.K., 2023, Efficiency of Wheat Futures across APMC Mandis. Journal of Quantitative Economics, 21(3), 681–701, https://doi.org/10.1007/s40953-023-00348-9 (ABDC-B) Full text available here.
Hedging Effectiveness of Wheat Futures across APMC markets
This paper applies 11 univariate GARCH Models in the DCC specification and finds the best model for calculating hedging ratios and hedging effectiveness.
Can ban of futures markets cool down inflation?
This paper fits BEKK GARCH and plots volatility impulse response functions to find the extent of volatility spillover. The progress in this work is slow because the implementation of the idea of detecting inflation hikes through volatility spillover in R software has become messy.
Do the agricultural markets discriminate on basis of Caste?
We have extracted data from NSSO surveys and run a regression.