4 pages. Does the volatility in the price of futures have impact on the spot prices?

| December 16, 2015

Does the volatility in the price of futures have impact on the spot prices? (using futures/spot prices of wheat, sugar, palm oil, rice and soya bean)
the methodology – with R code, for GARCH Model, Augmented Dicky Fuller Test with the Excel file of data for futures and spot prices.
I would like results for one or two commodities.
I take it the pages goes by word count.

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Category: Economics

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