Co-Movement and Volatility Analysis of Sugar: Spot and Future

Co-movement and volatility analysis between variables are an important considerations in investment related decisions. The relationships of spot and two future priced sugar contracts are examined against the currency and main index of Brazil, China, Colombia, India, Indonesia, Mexico, Pakistan, Phil...

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Bibliographic Details
Main Author: Corlise Liesl le Roux
Format: Article
Language:English
Published: Research Plus Journals 2018-06-01
Series:International Journal of Business Administration and Management Research
Online Access:http://researchplusjournals.com/index.php/IJBAMR/article/view/416