{"created":"2023-07-27T12:34:03.605515+00:00","id":37804,"links":{},"metadata":{"_buckets":{"deposit":"e16b2e77-5881-4dd0-83e5-98f4b78fee6b"},"_deposit":{"created_by":19,"id":"37804","owners":[19],"pid":{"revision_id":0,"type":"depid","value":"37804"},"status":"published"},"_oai":{"id":"oai:ir.ide.go.jp:00037804","sets":["3552:4093:4099"]},"author_link":["44627","44626"],"item_14_biblio_info_6":{"attribute_name":"収録情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2012-10-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"370","bibliographic_titles":[{"bibliographic_title":"IDE Discussion Paper"},{"bibliographic_title":"IDE Discussion Paper","bibliographic_titleLang":"en"}]}]},"item_14_description_21":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_14_description_23":{"attribute_name":"DIG_NO","attribute_value_mlt":[{"subitem_description":"IDP000370_001","subitem_description_type":"Other"}]},"item_14_description_3":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally for the last few years. We estimate the long-run equilibrium relationship between the multi-commodity futures and spot prices and then test for market efficiency in a weak form sense by applying both the DOLS and the FMOLS methods. The entire sample period is from 2 January 2006 to 31 March 2011. The results indicate that a cointegrating relationship is found between these indices and that the commodity futures market seems to be efficient only during the more recent sub-sample period since July 2009.","subitem_description_type":"Abstract"}]},"item_14_geolocation_18":{"attribute_name":"地域/国名","attribute_value_mlt":[{"subitem_geolocation_place":[{"subitem_geolocation_place_text":"インド"}]}]},"item_14_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.20561/00037799","subitem_identifier_reg_type":"JaLC"}]},"item_14_publisher_7":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Institute of Developing Economies　(IDE-JETRO)　"}]},"item_14_rights_5":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"Copyrights 日本貿易振興機構（ジェトロ）アジア経済研究所 / Institute of Developing Economies, Japan External Trade Organization (IDE-JETRO) http://www.ide.go.jp"}]},"item_14_subject_16":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"338.1","subitem_subject_scheme":"NDC"}]},"item_14_subject_17":{"attribute_name":"JEL分類","attribute_value_mlt":[{"subitem_subject":"JEL:G13 - Contingent Pricing; Futures Pricing","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL:G14 - Information and Market Efficiency; Event Studies","subitem_subject_scheme":"Other"}]},"item_14_subject_19":{"attribute_name":"主題(図書館用)","attribute_value_mlt":[{"subitem_subject":"India","subitem_subject_scheme":"Other"},{"subitem_subject":"Financial market","subitem_subject_scheme":"Other"},{"subitem_subject":"Primary commodities","subitem_subject_scheme":"Other"},{"subitem_subject":"Prices","subitem_subject_scheme":"Other"},{"subitem_subject":"Futures markets","subitem_subject_scheme":"Other"},{"subitem_subject":"Commodity futures","subitem_subject_scheme":"Other"},{"subitem_subject":"Efficiency","subitem_subject_scheme":"Other"}]},"item_14_text_32":{"attribute_name":"著者別名","attribute_value_mlt":[{"subitem_text_value":"井上, 武"},{"subitem_text_value":"羽森, 茂之"}]},"item_14_version_type_15":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Inoue, Takeshi"}],"nameIdentifiers":[{"nameIdentifier":"44626","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Hamori, Shigeyuki"}],"nameIdentifiers":[{"nameIdentifier":"44627","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-04-10"}],"displaytype":"detail","filename":"IDP000370_001.pdf","filesize":[{"value":"375.6 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"本文","url":"https://ir.ide.go.jp/record/37804/files/IDP000370_001.pdf"},"version_id":"87a9040d-2235-4d93-bfa7-576324b901d2"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Market efficiency of commodity futures in India","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Market efficiency of commodity futures in India"}]},"item_type_id":"14","owner":"19","path":["4099"],"pubdate":{"attribute_name":"公開日","attribute_value":"2012-11-08"},"publish_date":"2012-11-08","publish_status":"0","recid":"37804","relation_version_is_last":true,"title":["Market efficiency of commodity futures in India"],"weko_creator_id":"19","weko_shared_id":-1},"updated":"2023-07-27T15:44:00.870952+00:00"}