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Relevant bibliographies by topics / Commodity Derivatives and Futures Market

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Academic literature on the topic 'Commodity Derivatives and Futures Market'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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Journal articles on the topic "Commodity Derivatives and Futures Market"

1

Dr., Shree Bhagwat, and Singh Maravi Angad. "THE ROLE OF FORWARD MARKETS COMMISSION IN INDIAN COMMODITY MARKETS." International Journal of Research – Granthaalayah 3, no. 11 (2017): 87–105. https://doi.org/10.5281/zenodo.849015.

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This paper examines the role of Forward Markets Commission (FMC) in Indian Commodity Markets. The Results show important developments of Forward Markets Commission. Commodity futures and derivatives have a crucial role to play in the price risk management process, especially in agriculture sector. The significance of commodity derivatives has increased in the current scenario. India has long history of trade in commodity derivatives. Organized commodity derivatives in India started as early as 1875, barely about a decade after they started in Chicago. Since 2003, when commodity futures’ tradin

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Bhagwat, Shree, and Angad Singh Maravi. "THE ROLE OF FORWARD MARKETS COMMISSION IN INDIAN COMMODITY MARKETS." International Journal of Research -GRANTHAALAYAH 3, no. 11 (2015): 87–105. http://dx.doi.org/10.29121/granthaalayah.v3.i11.2015.2919.

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This paper examines the role of Forward Markets Commission (FMC) in Indian Commodity Markets. The Results show important developments of Forward Markets Commission. Commodity futures and derivatives have a crucial role to play in the price risk management process, especially in agriculture sector. The significance of commodity derivatives has increased in the current scenario. India has long history of trade in commodity derivatives. Organized commodity derivatives in India started as early as 1875, barely about a decade after they started in Chicago. Since 2003, when commodity futures’ tradin

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3

Ranganathan, Thiagu, and Usha Ananthakumar. "Market efficiency in Indian soybean futures markets." International Journal of Emerging Markets 9, no. 4 (2014): 520–34. http://dx.doi.org/10.1108/ijoem-12-2011-0106.

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Purpose – The National commodity exchanges were established in India in the year 2003-2004 to perform the functions of price discovery and price risk management in the economy. The derivatives market can perform these functions properly only if they are efficient and unbiased. So, there is a need to properly evaluate these aspects of the Indian commodity derivatives market. The purpose of this paper is to test the market efficiency and unbiasedness of the Indian soybean futures markets. Design/methodology/approach – The paper uses cointegration and a QARCH-M-ECM-based framework to test the mar

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Bhattacharjee, Rajat, and Dr. Santosh Kumar Mahapatra. "Examining the Feasibility of Tea Futures in India." Space and Culture, India 8, no. 1 (2020): 154–63. http://dx.doi.org/10.20896/saci.v8i1.645.

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The commodity derivative market in India has gained an important place in the last few decades. However, the entry of ‘tea futures’ in the derivative market is yet to come. Tea is a substitute for coffee and has a good market worldwide. India’s contribution to world production of tea is significant, but the presence of tea futures in Indian derivative market is yet to be seen whereas coffee, being a similar commodity, has a good place in the derivatives market. This study makes an attempt to examine the feasibility of tea futures in India by studying two leading conditions for tea in compariso

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R L, Manogna, and Aswini Kumar Mishra. "Price discovery and volatility spillover: an empirical evidence from spot and futures agricultural commodity markets in India." Journal of Agribusiness in Developing and Emerging Economies 10, no. 4 (2020): 447–73. http://dx.doi.org/10.1108/jadee-10-2019-0175.

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PurposePrice discovery and spillover effect are prominent indicators in the commodity futures market to protect the interest of consumers, farmers and to hedge sharp price fluctuations. The purpose of this paper is to investigate empirically the price discovery and volatility spillover in Indian agriculture spot and futures commodity markets.Design/methodology/approachThis study uses Granger causality, vector error correction model (VECM) and exponential generalized autoregressive conditional heteroskedasticity (EGARCH) to examines the price discovery and spillover effects for nine most liquid

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Kalaiarasi, D., A. Rohini, N. Venkatesa Palanichamy, K. M. Shivakumar, R. Pangayar Selvi, and K. Chandra Sekhar. "Time Series Analysis of Spot and Future Commodity Market in India During Covid – 19." Asian Journal of Agricultural Extension, Economics & Sociology 41, no. 9 (2023): 989–95. http://dx.doi.org/10.9734/ajaees/2023/v41i92132.

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Derivatives are innovative financial instruments in the 21st century to help the market participants in mitigating the risk. Commodity derivatives are not new to the world, but reentered with new face into the fray. In India, derivatives are introduced at first on index and followed by securities and commodities phase wise for the betterment of the markets and the price discovery. The present study explores the association and trend between the Spot and Futures Commodity Derivatives Market in India before and during the Covid – 19 pandemic. The study uses descriptive, trend analysis and correl

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Pan, Yuzhe. "Hedging Strategies with Derivatives after 2020." Highlights in Business, Economics and Management 24 (January 22, 2024): 2407–15. http://dx.doi.org/10.54097/27ctts57.

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This paper examines the changes in the futures market and how Chinese companies have hedged in recent years. As is known to all, the world has experienced lots of events, such as the COVID-19 pandemic, the Ukraine Conflict, the economic recession, and the rising interest rate in the U.S. Under the risky circumstances, the foreign exchange market and commodity futures market have shown a larger volatility. During times of global economic turmoil, the investors in the financial markets are seeking opportunities to protect their investment portfolios and assets. Historically, the futures market c

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Dr., S. P. Dhandayuthapani, and Sudha Hari. "A Study on Performance of Commodities Derivatives Trading in India." International Journal of Trend in Scientific Research and Development 2, no. 4 (2018): 502–7. https://doi.org/10.31142/ijtsrd10926.

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Ever since the first light of development commodities trading has become an integral part in the lives of mankind. Derivatives are a best financial instrument which helps investors to mitigate risk. The term commodity refers to a physical substance such as food, grains and metals which is interchangeable with another product of the same type, and which investors buy or sell, usually through future contracts. The price of the commodity is subject to supply and demand. Over the years commodities markets have been confronting tremendous progress, which is obvious from the fact that the trade in t

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Bublyk, Yevhen, Oleksandra Kurbet, and Roman Yukhymets. "Gas futures as a factor of the Ukrainian capital market development." Investment Management and Financial Innovations 19, no. 4 (2022): 193–206. http://dx.doi.org/10.21511/imfi.19(4).2022.16.

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The purpose of the paper is to analyze current trends in the gas futures market and the prerequisites for their spreading in Ukraine. The analysis is based on scientific research results, search query time series provided by Google Trends, and statistical databases of derivative markets. The paper reveals the trends in the reshaping of the commodity derivatives market after 2008 in favor of commodity derivatives and the fast-growing volume of gas futures in the EU after 2017. The dual reason for these trends comes from the growing energy challenges and the tightening of financial derivatives r

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Shashi Gupta, Himanshu Choudhary, and D. R. Aggarwal. "Efficiency of Indian Commodity Market: A Survey of Brokers’ Perception." Journal of Technology Management for Growing Economies 7, no. 1 (2016): 55–71. http://dx.doi.org/10.15415/jtmge.2016.71003.

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The present study documents the finding of a survey of brokers’ perception pertaining to the recently introduced commodity derivatives market in India. The survey results show the brokers’ assessment about trading/marketing activities and their perception of the benefits and concerns about commodity derivatives. It also throw some light on the perception of brokers about the efficiency of Indian commodity derivatives in performing the functions of price discovery, hedging effectiveness and volatility dynamics. The survey results show that high net worth individual are contributing significantl

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Dissertations / Theses on the topic "Commodity Derivatives and Futures Market"

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Börger, Reik H. "Energy-related commodity futures - statistics, models and derivatives." [S.l. : s.n.], 2007. http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-60248.

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Fan, Hua (John). "Momentum Investing in Commodity Futures." Thesis, Griffith University, 2014. http://hdl.handle.net/10072/365723.

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Momentum, the tendency of recent winner stocks to continue to rise and recent loser stocks to continue to fall, is one of the most puzzling asset pricing anomalies in modern finance. The recent boom in commodity futures investments has sparked renewed interest from both academia and industry in momentum investment strategies. This thesis proposes and examines the performance of three novel momentum-based active investment strategies in commodity futures. Conventional momentum strategies rely on 12 months of past returns for the formation of investment portfolios. First, this thesis proposes

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Tang, Weiqing. "Global commodity futures market modelling and statistical inference." Thesis, University of Birmingham, 2018. http://etheses.bham.ac.uk//id/eprint/8661/.

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This thesis first investigates the asset pricing ability of a new risk factor, namely Risk-Neutral Skewness (estimated based on option data) in the global commodity futures market. Skewness trading behaviour in the option market is attributed to heterogeneous belief and selective hedging concern. The negative (positive) the Risk-Neutral Skewness is accompanied with excess trading on put (call) option contracts, which leads to underlings' over-pricing (under-pricing). Above results are robust to time-series and cross-sectional test and other alternatives. Secondly, a new functional mean change

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Wang, Ying. "Essays on Risk Management for Agricultural Commodity Futures Market." The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1461192690.

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Dai, Jingyu. "Testing Overreaction and Under-reaction in the Commodity Futures Market." Thesis, Singapore Management University (Singapore), 2013. http://pqdtopen.proquest.com/#viewpdf?dispub=1548068.

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<p> Results from previous studies testing for under-reaction and overreaction in the commodity futures market are mixed and inconclusive. Using a data of more than 20 categories of future contacts ranging from agricultural, metal and energy, we have found significant evidence of under-reaction in food and agricultural commodities but not in the energy and metal sector. It is also found that those relatively inactive commodity future contracts tend to have a stronger tendency to under-react than commodity future contracts are very actively traded. The result also agrees with the behavioral hypo

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Kim, Sang Hyo. "Analysis of Agricultural Commodity Storage Using Futures and Options Market." The Ohio State University, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=osu1436958589.

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Zhou, Feng. "Nonparametric Analysis of Commodity Futures Price Dynamics and Market Risk Measurements." The Ohio State University, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=osu1376578061.

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Ryu, Yul. "Primary commodity and its derivatives: Volatility relationships and market efficiency." Case Western Reserve University School of Graduate Studies / OhioLINK, 1993. http://rave.ohiolink.edu/etdc/view?acc_num=case1056738980.

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Howell, James Andreas. "An analysis of speculator behavior and the dynamics of price in a futures market." Diss., Georgia Institute of Technology, 1992. http://hdl.handle.net/1853/24847.

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10

Mao, Yixiao. "On aspects of inflation in the context of commodity and futures market." Thesis, University of Glasgow, 2018. http://theses.gla.ac.uk/30878/.

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This thesis has developed alternative approaches for inflation forecasting and analysed the inflation risk premium in the context of commodity futures and options markets. Chapter 1 proposes an approach to tackle the non-availability of exchange-traded inflation futures price data. The composition of the consumer price index enables us to recognise the commodities which correspond to the consumption goods in the CPI. By averaging the commodity futures prices in the same way as the CPI is composed, we construct a synthetic futures contract written on the consumer price index, i.e. a futures on

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Books on the topic "Commodity Derivatives and Futures Market"

1

Courtney, David. Derivatives trading in Europe: A market outlook. Butterworths, 1992.

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2

University), National Level Workshop cum Seminar on "Indian Commodity Market Derivatives &. Risk Management: the Road Ahead" (2009 Pondicherry. Indian commodity market: Derivatives and risk management. Serials Publications, 2010.

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National Level Workshop cum Seminar on "Indian Commodity Market Derivatives & Risk Management: the Road Ahead" (2009 Pondicherry University). Indian commodity market: Derivatives and risk management. Serials Publications, 2010.

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National Level Workshop cum Seminar on "Indian Commodity Market Derivatives & Risk Management: the Road Ahead" (2009 Pondicherry University). Indian commodity market: Derivatives and risk management. Serials Publications, 2010.

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National Level Workshop cum Seminar on "Indian Commodity Market Derivatives & Risk Management: the Road Ahead" (2009 Pondicherry University). Indian commodity market: Derivatives and risk management. Serials Publications, 2010.

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6

Schofield, Neil C. Commodity derivatives: Markets and applications. John Wiley & Sons, 2007.

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7

S, Velmurugan P., Palanichamy P. 1948-, Shunmugam V, and Pondicherry University, eds. Indian commodity market: Derivatives and risk management. Pondicherry University, 2009.

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8

United States. Congress. House. Committee on Agriculture. Subcommittee on Risk Management, Research, and Specialty Crops. The President's Working Group on Financial Markets report on over-the-counter derivatives markets and the Commodity Exchange Act: Hearing before the Subcommittee on Risk Management, Research, and Specialty Crops of the Committee on Agriculture, House of Representatives, One Hundred Sixth Congress, second session, February 15, 2000. U.S. G.P.O., 2000.

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United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry. CFTC regulation and oversight of derivatives: Hearing before the Committee on Agriculture, Nutrition, and Forestry, United States Senate, One Hundred Seventh Congress, second session, July 10, 2002. U.S. G.P.O., 2003.

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United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry. The role of financial derivatives in the current financial crisis: Hearing before the Committee on Agriculture, Nutrition, and Forestry, United States Senate, One Hundred Tenth Congress, second session, October 14, 2008. U.S. G.P.O., 2009.

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Book chapters on the topic "Commodity Derivatives and Futures Market"

1

Daloz, Jean Pierre. "The producer and futures markets." In International Commodity Market Models. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_13.

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Lukken, Walter L. "The Regulation of U.S. Commodity Futures and Options." In Financial Derivatives. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch21.

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Rausser, Gordon C., and Nicholas Walraven. "Dynamic welfare analysis and commodity futures markets overshooting." In International Commodity Market Models. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_11.

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Lowry, Mark Newton. "Futures prices and hidden stocks of refined oil products." In International Commodity Market Models. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_14.

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5

Artus, Patrick. "When does the creation of a futures market destabilize spot prices?" In International Commodity Market Models. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_12.

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Hallett, Andrew Hughes, and Prathap Ramanujam. "Market Solutions to the Problem of Stabilizing Commodity Earnings." In Commodity, Futures and Financial Markets. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3354-8_1.

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7

Joseph, Kevin, and Cristina N. Turcanu. "Predicting Commodity Prices in Futures Market Using Machine Learning." In Lecture Notes in Networks and Systems. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-96-1758-6_13.

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Assa, Hirbod, Philippe Grégoire, Gabriel J. Power, and Djerry Charli Tandja-M. "How Do Economic Variables Affect the Pricing of Commodity Derivatives and Insurance?" In Springer Actuarial. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-80574-5_5.

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Abstract This paper focuses on designing and pricing commodity derivatives and insurance within a novel financial engineering framework that can be subsequently tested empirically using commodity price data. Optimal contract solutions are obtained and interpreted. We quantify explicitly how derivative prices and insurance premiums are affected by economic variables linked to commodity supply and demand. Our results generalize some existing commodity derivative pricing models and further show under which conditions there will be no trading of derivative instruments and insurance. We report GMM

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Shibin, T. P., and M. Suhail. "Market Efficacy in the Futures Commodity Market for Basic Metals in India." In Studies in Big Data. Springer Nature Switzerland, 2024. https://doi.org/10.1007/978-3-031-73632-2_47.

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Floros, Christas, and Dimitrios V. Vougas. "Index Futures Trading, Information and Stock Market Volatility: The Case of Greece." In Derivatives and Hedge Funds. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178_6.

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Conference papers on the topic "Commodity Derivatives and Futures Market"

1

Tan, Li, Qi Zhong-ying, Sui Xue-shen, and Lei Ying. "Heterogeneous Agent Beliefs and Clustered Volatility in Commodity Futures Market." In The 2007 International Conference on Intelligent Pervasive Computing (IPC 2007). IEEE, 2007. http://dx.doi.org/10.1109/ipc.2007.18.

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Sapna, S., and Biju Mohan. "Univariate GARCH Model for Futures Option Pricing: Application to Silver Mini Futures in Indian Commodity Market." In 9th International Conference on Complexity, Future Information Systems and Risk. SCITEPRESS - Science and Technology Publications, 2024. http://dx.doi.org/10.5220/0012587900003708.

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Huang, Ke, Jifeng Sun, Zuominyang Zhang, Ying Ye, and Wenjian Hou. "Dynamic network of commodity futures market and systemic risk contribution of key commodities." In 2022 IEEE International Conference on Big Data (Big Data). IEEE, 2022. http://dx.doi.org/10.1109/bigdata55660.2022.10020485.

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Fu, Zeng-yu, and Hu-wei Wen. "Measure and Manage the Dynamic risk of Commodity Futures Market Based on CAViaR." In 2016 International Conference on Engineering Management (Iconf-EM 2016). Atlantis Press, 2016. http://dx.doi.org/10.2991/iconfem-16.2016.7.

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SWITZER, LORNE N., and HUI JIANG. "MARKET EFFICIENCY AND THE RISKS AND RETURNS OF DYNAMIC TRADING STRATEGIES WITH COMMODITY FUTURES." In First Interdisciplinary Chess Interactions Conference. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789814295895_0008.

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Chambino, Mariana, Rui Dias, Paulo Alexandre, and Rosa Galvão. "Eco-Metals Unveiled: A Deep Dive into Commodity Resilience." In Ninth International Scientific-Business Conference LIMEN Leadership, Innovation, Management and Economics: Integrated Politics of Research. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2023. http://dx.doi.org/10.31410/limen.s.p.2023.141.

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The drive for sustainability and carbon emissions reduction is fueling the demand for clean energy solutions, with energy metals playing a crucial role in this transition. The environmental and ethical implications of mining and supplying these materials impact market dynamics, influenced by environmental regulations and consumer preferences for sustainable sources. This article aims to analyze the persistence of commodities, including gold (XAU), silver (XAG), platinum (XPT), aluminum (MAL3), nickel futures (NICKELc1), and copper futures (HGU3), from July 13, 2018, to July 11, 2023. The st

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Yang, Zijian. "Stability of Spot price and Futures market for Agricultural commodity: based on the sugar products." In 2016 International Forum on Management, Education and Information Technology Application. Atlantis Press, 2016. http://dx.doi.org/10.2991/ifmeita-16.2016.96.

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Wibawa, Adhi Dharma, M. Sadewa Wicaksana, and Yuri Pamungkas. "Statistical Analysis to Reveal Factors Affecting Cryptocurrency Prices in Commodity Futures Trading and Stock Market." In 2023 8th International Conference on Electrical, Electronics and Information Engineering (ICEEIE). IEEE, 2023. http://dx.doi.org/10.1109/iceeie59078.2023.10334893.

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Jain, Neeti, and Niti Nandini Chatnani. "Financialization – Evidence from Dynamic Connectedness among Agricultural Index Futures." In 8th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/eraz.s.p.2022.35.

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The introduction of index futures was a landmark event for global commodity markets. It has been blamed by regulators and academicians for its role in food price surges from time to time. This paper examines the price discovery and volatility spillover relationship among agricultural index futures globally. Results from the study reveal that index futures play a dominant role in contributing to price discovery. The price leadership of the futures market, although found to be strong, is diminished in the presence of stringent regulatory trading curbs that were put in place as a response to th

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Staugaitis, Algirdas Justinas. "Financial speculation impact on agricultural commodity price volatility: TGARCH approach." In 21st International Scientific Conference "Economic Science for Rural Development 2020". Latvia University of Life Sciences and Technologies. Faculty of Economics and Social Development, 2020. http://dx.doi.org/10.22616/esrd.2020.53.014.

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Motivated by agricultural commodity price fluctuations and spikes in the last decade, we investigate whether financial speculation destabilizes the price of agricultural commodities. The aim of this research is to assess the impact of financial speculation on agricultural commodity price volatility. In our study we use weekly returns on wheat, soybean and corn futures from Chicago Mercantile of Exchange. To measure this impact, we apply autoregressive conditional heteroskedasticity (ARCH) technique. We also propose a model with seasonal dummy variables to measure if financial speculation impac

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Reports on the topic "Commodity Derivatives and Futures Market"

1

Bouchouev, Ilia, and Wu-Yen (Jonathan) Sun. Myths and Mysteries About Speculation in the Oil Market”. King Abdullah Petroleum Studies and Research Center, 2025. https://doi.org/10.30573/ks--2025-dp13.

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The article provides unique quantitative insights about highly secretive and poorly understood speculation in the oil market. To demystify the behavior of speculators, we look at the problem from five different angles. First, we explain how the presence of large over-the-counter (OTC) oil derivatives market leads to mischaracterization of traditional hedgers and speculators. We then explain what makes oil speculation special and different from speculation across many other commodities. Consequently, we identify the winners and the losers in the oil futures market. To model the behavior of the

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Breman, Carlotta, and Servaas Storm. Betting on black gold: Oil speculation and U.S. inflation (2020-2022). Institute for New Economic Thinking Working Paper Series, 2023. http://dx.doi.org/10.36687/inetwp208.

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Sharp increases in systemically important crude oil prices have been a major cause of the recent surge in the inflation rate in the U.S. This paper investigates the extent to which the increase in oil prices can be attributed to excessive speculation in the oil futures market. Our analysis suggests that excessive speculation in the crude oil market has been responsible for 24%-48% of the increase in the WTI crude oil price during October 2020-June 2022. These estimates translate into an oil price increase of around $18-$36 per barrel and an increase in the U.S. PCE inflation rate by circa 0.75

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Considine, Jennifer, Philip Galkin, and Abdullah Aldayel. Global Crude Oil Storage Index: A New Benchmark for Energy Policy. King Abdullah Petroleum Studies and Research Center, 2022. http://dx.doi.org/10.30573/ks--2022-mp01.

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The global oil market dwarfs other commodity markets. Its size and role in the energy and industrial value chains underscore its significant economic and geopolitical impacts. Thus, the consequences of oil price fluctuations extend far beyond the oil industry and can be viewed as a barometer of trends in the global economy. Several oil price benchmarks currently compete in the global market. The most popular ones, such as Brent or West Texas Intermediate (WTI), are backed by a sufficient supply of the underlying crude. They also meet the criteria for efficient trading, hedging and speculating

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