Date of Award
12-1-2010
Degree Name
Master of Science
Department
Agribusiness Economics
First Advisor
Sanders, Dwight
Abstract
The purpose of the study was to compare the prices and show how the market information flows between the cash and future markets in India and the US. The data used for this study are obtained from the National Commodity and Derivatives Exchange and Chicago Board of Trade. Cointegration and error correction techniques are used to test for long and short run price linkages. It was found that there is a significant price linkage from one country to the other. There is a cross market interaction between India and US soybean markets. These linkages help to explain India oilseed policies and to understand the determinants of farmer prices.
Access
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