In 2002, when the government permitted futures trading on most of the commodities and allowed setting up of national level exchanges, trading in agricultural commodities grew very fast with soy oil, soy bean, mustard seed and chana constituting the major share in 2013. The current study attempts to analyze the price behavior in terms of returns as well as volatility between the spot and futures markets for these four commodities. The study uses a combination of VECM and EGARCH models to analyze the data. The study finds existence of long-term equilibrium relationship between the futures and spot prices, with the futures leading the spot. In the short run, futures returns seem to have a stronger impact on the spot returns in most of the comm...
Price volatility is the feature of commodity market, which has been proved so, irrespective of the c...
This paper examines the relationship between spot and futures prices in the Indian commodity market ...
.Abstract Volatility spill-over is the amount of volatility that spills over from an international m...
The present paper examines the price discovery process and volatility spillovers in Indian spot-futu...
Besides the well-established fact towards the requirement of market based instrument, there is alway...
In any agriculture-dominated economy, like India, farmers face not only yield risk but price risk as...
In any agriculture-dominated economy, like India, farmers face not only yield risk but price risk as...
We analyze the impact of climate shocks on price formation in spot and futures market for food in In...
In an agriculture dominated economy like India farmers face yield risk as well as price risk. Commod...
This study examines the dynamic relationship between spot and futures prices of agricultural commodi...
Instability of commodity prices has always been a major concern of the producers as well as the cons...
Abstract After the huge rise and fall of agricultural commodity spot and futures prices between 2007...
Agriculture is the backbone of India with a sizeable population depend on it for employment and live...
This paper investigates the cross market linkages of Indian commodity futures for nine commodities w...
The present study highlights the context of wheat futures trading in India and examines its performa...
Price volatility is the feature of commodity market, which has been proved so, irrespective of the c...
This paper examines the relationship between spot and futures prices in the Indian commodity market ...
.Abstract Volatility spill-over is the amount of volatility that spills over from an international m...
The present paper examines the price discovery process and volatility spillovers in Indian spot-futu...
Besides the well-established fact towards the requirement of market based instrument, there is alway...
In any agriculture-dominated economy, like India, farmers face not only yield risk but price risk as...
In any agriculture-dominated economy, like India, farmers face not only yield risk but price risk as...
We analyze the impact of climate shocks on price formation in spot and futures market for food in In...
In an agriculture dominated economy like India farmers face yield risk as well as price risk. Commod...
This study examines the dynamic relationship between spot and futures prices of agricultural commodi...
Instability of commodity prices has always been a major concern of the producers as well as the cons...
Abstract After the huge rise and fall of agricultural commodity spot and futures prices between 2007...
Agriculture is the backbone of India with a sizeable population depend on it for employment and live...
This paper investigates the cross market linkages of Indian commodity futures for nine commodities w...
The present study highlights the context of wheat futures trading in India and examines its performa...
Price volatility is the feature of commodity market, which has been proved so, irrespective of the c...
This paper examines the relationship between spot and futures prices in the Indian commodity market ...
.Abstract Volatility spill-over is the amount of volatility that spills over from an international m...