Log in

Relevant bibliographies by topics / Commodity Derivatives and Futures Market / Journal articles

To see the other types of publications on this topic, follow the link: Commodity Derivatives and Futures Market.

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

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Commodity Derivatives and Futures Market.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

2

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

4

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

5

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

6

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

7

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

8

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

9

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

10

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

11

Hariharan.R*, &. Dr.B.A.Karunakara Reddy. "A STUDY ON INDIAN COMMODITY MARKET WITH SPECIAL REFERENCE TO COMMODITY EXCHANGE." INTERNATIONAL JOURNAL OF RESEARCH SCIENCE & MANAGEMENT 5, no. 6 (2018): 15–21. https://doi.org/10.5281/zenodo.1285539.

Full text

Abstract:

This study focuses on understanding the progressive growth in commodity market which has witnessed a remarkable change in the past decade. After liberalization there was a tremendous change in the commodity market. Indian futures commodity market has played a major role in financial market of India. Commodity market acts as leverage for hedging and speculation. Commodity market is also an alternative option for an investor who is not happy with equity market. Awareness level of commodity market has to be improved. Derivatives trading in India are currently permitted in 6 national and 16 region

APA, Harvard, Vancouver, ISO, and other styles

12

M. T, Shihabudheen, Santhosh Kumar.P.K, and N. Karunakaran. "India’s Commodity Derivatives Market: A Retrospective and Forward Outlook." Journal of Management World 2024, no. 4 (2024): 541–48. https://doi.org/10.53935/jomw.v2024i4.459.

Full text

Abstract:

This paper discusses the development of commodity derivatives trading in India over decades. It examines important changes in the law and regulation that have impacted the development of the commodity derivative market. The aim is to provide an in-depth understanding of the historical development, the current state of the Indian commodity derivatives market, and its prospects for the future. Though helpful information has been provided by extant literature, limited study has been performed concerning the recent developments that have taken place in commodity trading in India. A more in-depth a

APA, Harvard, Vancouver, ISO, and other styles

13

Tiahnyriadno, Oleh. "CURRENT TRENDS IN RISK MANAGEMENT OF AGRICULTURAL PRODUCTS." Ukrainian Journal of Applied Economics 5, no. 3 (2020): 162–67. http://dx.doi.org/10.36887/2415-8453-2020-3-17.

Full text

Abstract:

Introduction. Agricultural producers regularly face price and production risks. Moreover, the strengthening of global free trade and changes in domestic agricultural policy increase the likelihood of adverse events. As price volatility increases revenue volatility, manufacturers are realizing the importance of risk management as a component of their management strategies. One way to reduce these risks is to use commodity futures and other derivatives. Similar to car insurance, hedging potential costs as a result of a car accident, farmers can use commodity futures markets to hedge the potentia

APA, Harvard, Vancouver, ISO, and other styles

14

TIAHNYRIADNO, Oleh. "RISK MANAGEMENT OF DOMESTIC COMMODITY PRODUCERS USING STOCK MARKET INSTRUMENTS." Ukrainian Journal of Applied Economics 4, no. 4 (2019): 94–101. http://dx.doi.org/10.36887/2415-8453-2019-4-11.

Full text

Abstract:

Introduction. One of the peculiarities of Ukrainian agrarian market functioning is the growth of uncertainties, whose impact has increased significantly as a result of globalization processes. The constant change of external and internal factors causes risks, which become the main problem of management, as they determine the directions and production efficiency and agricultural products sale. Therefore, there is a need to apply progressive risk management methods and tools that are effective and efficient under current conditions. Companies use derivatives (trusted derivatives) to turn their c

APA, Harvard, Vancouver, ISO, and other styles

15

Keren Khambhata and Sayantan Das. "Analysis of the clearing mechanism of capital markets of USA, the regulations in the derivative segment, major hiccups in the last 10 years and a comparison of sectoral performance and expected performance in the near future." International Journal of Science and Research Archive 10, no. 2 (2023): 735–44. http://dx.doi.org/10.30574/ijsra.2023.10.2.0993.

Full text

Abstract:

A crucial component of any financial market is the clearing system. It is the method used to match and settle deals, assuring the protection of all parties engaged in a transaction. The Securities and Exchange Commission (SEC) in the United States regulates the clearing system for the stock market, while the Commodity Futures Trading Commission (CFTC) regulates the clearing system for the commodity market. In response to changes in the market and hazards, the laws governing the derivatives sector have changed throughout time. Derivative markets have been subject to much more regulation since t

APA, Harvard, Vancouver, ISO, and other styles

16

Dhivya, R., M. Prahadeeswaran, R. Parimalaragan, C. Thangamani, and S. Kavitha. "Commodity Future Trading and Cointegration of Turmeric Markets in India." Asian Journal of Agricultural Extension, Economics & Sociology 41, no. 9 (2023): 190–99. http://dx.doi.org/10.9734/ajaees/2023/v41i92031.

Full text

Abstract:

The government has reduced its direct market intervention in order to promote private sector engagement based on market forces, Farmers in an agriculture-dominated economy like India suffer not only yield risk but also pricing risk. As a result, agricultural products are now more vulnerable to market risks related to pricing and other factors. The futures market has to decide the prices of a commodity on the basis of demand and supply. It is important to know about the bi-directional and unidirectional relationship between different market’s the prices and future and Spot markets in India, pri

APA, Harvard, Vancouver, ISO, and other styles

17

Ahmad, Wasim, and Sanjay Sehgal. "The investigation of destabilization effect in India’s agriculture commodity futures market." Journal of Financial Economic Policy 7, no. 2 (2015): 122–39. http://dx.doi.org/10.1108/jfep-02-2014-0008.

Full text

Abstract:

Purpose – This paper aims to examine the destabilization effect in the case of India’s agricultural commodity market for the sample period of 01 January 2009 to 31 May 2013. Design/methodology/approach – The daily data of eight agricultural commodities traded on the National Commodity & Derivatives Exchange, viz., barley, castor seed, chana (chickpea), chilli, potato, pepper, refined soya and soybean, have been used in this study. At the first stage of the empirical analysis, the study estimates the time-varying spot market volatility by using the exponential generalized autoregressive con

APA, Harvard, Vancouver, ISO, and other styles

18

Irwin, Scott H., Dwight R. Sanders, and Robert P. Merrin. "Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)." Journal of Agricultural and Applied Economics 41, no. 2 (2009): 377–91. http://dx.doi.org/10.1017/s1074070800002856.

Full text

Abstract:

It is commonly asserted that speculative buying by index funds in commodity futures and over-the–counter derivatives markets created a “bubble“ in commodity prices, with the result that prices, and crude oil prices, in particular, far exceeded fundamental values at the peak. The purpose of this paper is to show that the bubble argument simply does not withstand close scrutiny. Four main points are explored. First, the arguments of bubble proponents are conceptually flawed and reflect fundamental and basic misunderstandings of how commodity futures markets actually work. Second, a number of fac

APA, Harvard, Vancouver, ISO, and other styles

19

Hrabynska, Iryna, Mariya Kosarchyn, and Anna Dąbrowska. "Economic imperatives of financialization of agricultural commodity markets." Agricultural and Resource Economics: International Scientific E-Journal 8, no. 3 (2022): 5–25. http://dx.doi.org/10.51599/are.2022.08.03.01.

Full text

Abstract:

Purpose. The purpose of the article is to substantiate the theoretical and methodological foundations and economic feasibility of intensifying the processes of financialization of the business model of Ukrainian grain producers, in particular through the formation of the grain futures market and the creation of commodity exchange in Ukraine.  Methodology / approach. In the article, it is clarified the concept of financialization as one of the global trends of economic development that provides deep integration of financial and real economy on macro- and micro levels. Hedge effectiveness

APA, Harvard, Vancouver, ISO, and other styles

20

Fernandez, Cledwyn Primus Savio. "Futures Trading in Agricultural Commodities: Effects of the Ban on Selected Commodities in India." Artha - Journal of Social Sciences 12, no. 4 (2013): 61. http://dx.doi.org/10.12724/ajss.27.5.

Full text

Abstract:

The commodity market is one of the emerging markets in today‟s economy. Given that inflation is increasing alarmingly and the emergence of risk in all activities, the commodity market has a phenomenal contribution to the overall economy of India. The following paper – Futures Trading in Agricultural Commodities: Effects of the ban on selected commodities in India shall focus on the impact of hedging (risk management) and price discovery, which are two major aspects under the agricultural commodity market. Secondary data from two main sources namely the Multi Commodity Exchange Market and Natio

APA, Harvard, Vancouver, ISO, and other styles

21

Sandra, S. "A Study of Indian Derivatives Market and its Current Position in Global Financial Derivatives Market." International Journal of Research in Engineering, Science and Management 4, no. 1 (2021): 1–6. http://dx.doi.org/10.47607/ijresm.2021.437.

Full text

Abstract:

Derivatives emerged as hedging instruments out of the need to control price risk. Earlier commodity prices were the sole concern of business community, and therefore, the derivatives on commodities were the first ones to emerge. The introduction of derivatives in India can be traced out in 1875, when the Bombay Cotton Trading Association Ltd was set up for futures trading in cotton. At present the markets for derivatives have been growing at a phenomenal pace. This paper traces the growth and current position of Indian derivatives market. Since its inception in June 2000, derivatives market ha

APA, Harvard, Vancouver, ISO, and other styles

22

Just, Małgorzata, and Aleksandra Łuczak. "Assessment of Conditional Dependence Structures in Commodity Futures Markets Using Copula-GARCH Models and Fuzzy Clustering Methods." Sustainability 12, no. 6 (2020): 2571. http://dx.doi.org/10.3390/su12062571.

Full text

Abstract:

The dynamic development of commodity derivatives markets has been observed since the mid-2000s. It is related to the development of e-commerce, the inflow of financial investors’ capital, and the emergence of exchange-traded funds and passively managed index funds focused on commodities. These advances are accompanied by changes in dependence structure in the markets. The main purpose of this study is to assess the conditional dependence structure in various commodity futures markets (energy, metals, grains and oilseeds, soft commodities, agricultural commodities) in the period from the beginn

APA, Harvard, Vancouver, ISO, and other styles

23

Agrawal, Tarunika Jain, Sanjay Sehgal, and Rahul Agrawal. "Determinants of Successful Agri - Futures Contracts in India." Asian Journal of Finance & Accounting 11, no. 2 (2019): 120. http://dx.doi.org/10.5296/ajfa.v11i2.15469.

Full text

Abstract:

The study empirically examines the factors which impact the success of the Agri commodity futures contracts. Daily data from July 2012 to July 2017 is used for 22 commodities traded on the three national commodity derivatives exchanges and analyzed in a panel data analysis framework. The results of the study suggest that higher volatility in the spot and futures market, competition in terms of multiple exchange listing, the age of the futures contract, lot size and tick size increase the success potential of the agri futures contract. The international listing, the imposition of Commodity tran

APA, Harvard, Vancouver, ISO, and other styles

24

Garg, Sonia, and Karam Pal Narwal. "Price Discovery and Volatility Spillover: An Empirical Analysis of Indian Futures-Spot Cardamom Markets." Journal of Commerce and Accounting Research 13, no. 2 (2024): 77–86. http://dx.doi.org/10.21863/jcar/2024.13.2.007.

Full text

Abstract:

Price discovery and its related volatility spillover effect are significant indicators in commodity derivatives market to hedge the risk against sharp price fluctuations. This study empirically analyses the price discovery and volatility spillover using vector error correction model, Granger causality and bivariate exponential GARCH model (EGARCH) in Indian cardamom spot-futures markets. Daily time series data of spot market and near month futures contracts spanning the period from January 2009 to December 2020 have been used for the study. These price series data are based on the authenticate

APA, Harvard, Vancouver, ISO, and other styles

25

Krisnawangsa, Hans Christoper, Christian Tarapul Anjur Hasiholan, Made Dharma Aditya Adhyaksa, and Lourenthya Fleurette Maspaitella. "URGENSI PENGATURAN UNDANG-UNDANG PASAR FISIK ASET KRIPTO (CRYPTO ASSET)." Dialogia Iuridica: Jurnal Hukum Bisnis dan Investasi 13, no. 1 (2021): 1–15. http://dx.doi.org/10.28932/di.v13i1.3718.

Full text

Abstract:

Crypto Assets is a new alternative investment concept in Indonesia. The legal basis for regulating crypto assets currently in force in Indonesia cannot accommodate the development of the Crypto assets concept which continues to undergo significant changes. The physical market for crypto assets is incompatible when regulated by the provisions of Law Number 32 of 1997 on commodity futures trading and its amendments, namely Law Number 10 of 2011 because the physical market has conceptual differences with the provisions of the futures market in general. The object traded in the physical market is

APA, Harvard, Vancouver, ISO, and other styles

26

REZNIK, Nadiia, and Аnatolii YARMOLIUK. "ANALYSIS OF PROVIDING FUTURES TRADE OF AGRICULTURAL PRODUCTS IN UKRAINE." Ukrainian Journal of Applied Economics 5, no. 4 (2020): 139–47. http://dx.doi.org/10.36887/2415-8453-2020-4-15.

Full text

Abstract:

Introduction. The basis for the advancement of the rank is legislative and normative, legislative acts, regulations, instructive materials, informational staff, and special literature. The gross scientific method for the analysis and synthesis, induction and deduction, convergence from the abstract to the concrete were used, as well as specific methods of analysis: grouping, ruling, systematic, etc. The purpose of the article is to justify the development of futures trading and its introduction into the sale of agricultural products in Ukraine in modern conditions. Results. This article proves

APA, Harvard, Vancouver, ISO, and other styles

27

Manelli, Alberto, Roberta Pace, and Maria Leone. "Spillovers and Correlation Among Energy Futures Markets." International Journal of Financial Research 15, no. 4 (2024): 35. http://dx.doi.org/10.5430/ijfr.v15n4p35.

Full text

Abstract:

In recent years the economic risk has increased for all entities. One form of risk that has been consistently felt is exposure to fluctuations in raw material prices. The volatility of both financial and commodities markets is the subject of considerable attention. In particular, volatility in the energy commodities markets has become very important in recent years on tension on the commodity markets. In general, we refer to commodity price fluctuation recorded in 2009 and 2012-2013. Instead, analyzing energy commodities markets in more detail, we refer to price increases recorded in 2008, 201

APA, Harvard, Vancouver, ISO, and other styles

28

Reddy, Nirmala K., B. M. Chandra Shekar, and R. Munilakshmi. "Future Trading in India and Commodity Price Risk Management: A Pragmatic Study." SDMIMD Journal of Management 5, no. 1 (2014): 75. http://dx.doi.org/10.18311/sdmimd/2014/2672.

Full text

Abstract:

Commodity future markets in India are experiencing unparalleled growth and have attained critical economic significance in the last one decade. On the other hand, instability in commodity prices is becoming an issue of great concern not only for India, but all over the world impacting income, economic growth and a poor adversely. Ever-increasing demand and supply side constraints are adding to the upsurge in prices of metal and agricultural commodities, affecting manufacturers and consumers at the same time. Moreover, farmer participation in the market has been very poor. So the price risk man

APA, Harvard, Vancouver, ISO, and other styles

29

Garg, Mohit, Shelly Singhal, Kiran Sood, Ramona Rupeika-Apoga, and Simon Grima. "Price Discovery Mechanism and Volatility Spillover between National Agriculture Market and National Commodity and Derivatives Exchange: The Study of the Indian Agricultural Commodity Market." Journal of Risk and Financial Management 16, no. 2 (2023): 62. http://dx.doi.org/10.3390/jrfm16020062.

Full text

Abstract:

Agricultural commodity markets are critical to the global economy. This study investigates the price discovery mechanism, lead-lag relationship, and volatility spillover between spot prices on the National Agriculture Market (E-NAM) and futures and spot prices on the National Commodity and Derivative Exchange (NCDEX) in the Indian agricultural commodity market. The Johansen Cointegration, Vector Error Correction (VEC), Granger causality tests, and bivariate GARCH models were applied to daily data from April 2016 to December 2020 for twelve agricultural commodities traded on the E-NAM and NCDEX

APA, Harvard, Vancouver, ISO, and other styles

30

Fathima, Shifa, and Safeer Pasha M. "UNDERSTANDING AGRICULTURAL COMMODITY MARKET TRENDS IN NCDEX – AN OVERVIEW." mLAC Journal for Arts, Commerce and Sciences (m-JACS) ISSN: 2584-1920 3, no. 2 (2025): 31–39. https://doi.org/10.59415/mjacs.v3i2.256.

Full text

Abstract:

The agricultural commodity market supports India’s economic growth and rural advancement by providing stakeholders including farmers and traders with a system to control price risks when they determine their product values. NCDEX has become one of the largest commodity exchanges that enables trading in agricultural futures since its establishment. The paper examines NCDEX agricultural commodity futures trading patterns during twenty years from 2005 to 2024. The research outlines major patterns and changes in order to establish fundamental knowledge about the factors that impact agri-futures ma

APA, Harvard, Vancouver, ISO, and other styles

31

Sameer, Gupta, and Bhardwaj Sunil. "Price Discovery in Indian Spot and Future markets of Gold and Silver." RESEARCH REVIEW International Journal of Multidisciplinary 03, no. 08 (2018): 41–49. https://doi.org/10.5281/zenodo.1341288.

Full text

Abstract:

Last twenty years have exposed the corporate world to many financial risks due to policy of liberalization and globalization policy across the world. In today"s dynamic business environment risk management has become very critical for the survival of MNCs. Therefore the emergence of derivative markets in India is attributed to the need of effective and less costly risk management tools for predicting the price of underlying assets. To reduce the extent of financial risks by providing commitment of price of an asset at future date is the basic feature of these financial instruments which had ma

APA, Harvard, Vancouver, ISO, and other styles

32

NASTASI, EMANUELE, ANDREA PALLAVICINI, and GIULIO SARTORELLI. "SMILE MODELING IN COMMODITY MARKETS." International Journal of Theoretical and Applied Finance 23, no. 03 (2020): 2050019. http://dx.doi.org/10.1142/s0219024920500193.

Full text

Abstract:

We present a stochastic local volatility model for derivative contracts on commodity futures able to describe forward curve and smile dynamics with a fast calibration to liquid market quotes. A parsimonious parametrization is introduced to deal with the limited number of options quoted in the market. Cleared commodity markets for futures and options are analyzed to include in the pricing framework-specific trading clauses and margining procedures. Numerical examples for calibration and pricing are provided for different commodity products.

APA, Harvard, Vancouver, ISO, and other styles

33

Maslennikov, A. "World Leading Commercial Banks in Crude Oil Derivatives Market." World Economy and International Relations, no. 9 (2015): 69–79. http://dx.doi.org/10.20542/0131-2227-2015-9-69-79.

Full text

Abstract:

The article examines recent developments in the global market for crude oil futures contracts. Amid persistently high trading volume of futures contracts for Brent and WTI global oil benchmarks structure of the market has recently changed profoundly. Share of non-commercial investors who are not directly linked to physical oil operations and are often considered speculators in the trade turnover of futures contracts for WTI at the NYMEX exchange has exceeded 50%. Financial investors play a prominent role in price discovery process for crude oil. However, world leading commercial banks that use

APA, Harvard, Vancouver, ISO, and other styles

34

Soni, Hari Prasad, Chitta Shyamsuder, and KDV Prasad. "Risk return profile of commodity derivatives: an investors perception." Revista de Gestão e Secretariado (Management and Administrative Professional Review) 14, no. 7 (2023): 12004–16. http://dx.doi.org/10.7769/gesec.v14i7.2389.

Full text

Abstract:

This article provides an overview of the literature on the commodity market, with a particular focus on the risk of commodity investment. The sources of return in the commodity market are examined, as well as the impact of various macroeconomic factors such as interest rates and inflation on the return. The commodity market is an increasingly popular investment opportunity for investors looking to diversify their portfolio. However, investing in commodities is not without risk. The volatility of commodity prices can lead to significant losses for investors, especially those who are not familia

APA, Harvard, Vancouver, ISO, and other styles

35

Saputra, Wisnowan Hendy. "Monte Carlo-Expected Tail Loss for Analyzing Risk of Commodity Futures Based on Holt-Winters Model." Pattimura International Journal of Mathematics (PIJMath) 4, no. 1 (2025): 7–16. https://doi.org/10.30598/pijmathvol4iss1pp7-16.

Full text

Abstract:

Future, an agreement to buy or sell an asset at a certain price and a certain time in the future, is one of the market derivatives because the underlying assets influence the price of futures. In general, futures divide into financial futures and commodity futures. Each of the futures has different risks, so risk measures are needed to improve the effectiveness and efficiency of investment management. For example, we have the London Metal Exchange (LME) in the metal scope of commodity futures. Therefore, we propose the Holt-Winters Model for estimating commodity prices in this study. Hereafter

APA, Harvard, Vancouver, ISO, and other styles

36

Rout, Bhabani Sankar, Nupur Moni Das, and K. Chandrasekhara Rao. "Volatility Spillover Effect in Commodity Derivatives Market: Empirical Evidence Through Generalized Impulse Response Function." Vision: The Journal of Business Perspective 23, no. 4 (2019): 374–96. http://dx.doi.org/10.1177/0972262919850916.

Full text

Abstract:

The present work is specifically directed to examine the volatility spillover mechanism in Indian commodity derivatives market. It has especially focused on comparing the agricultural and metal commodity segment by considering five agri-commodities and five metal commodities. The study period taken is 2010–2015 for understanding the mechanism between the spot and the futures commodity markets. Generalized impulse response function is mainly used to check the magnitude of volatility spill, pattern of volatility and lead–lag relationship. The result shows metal commodities are more prominent and

APA, Harvard, Vancouver, ISO, and other styles

37

Sharma, Dinesh Kumar, and Meenakshi Malhotra. "Impact of futures trading on volatility of spot market-a case of guar seed." Agricultural Finance Review 75, no. 3 (2015): 416–31. http://dx.doi.org/10.1108/afr-03-2014-0005.

Full text

Abstract:

Purpose – Guar Seed crop is ruling the Indian International business mainly due to its application as a drilling fluid in shale energy industry concentrated in the USA. One of the allegations against futures market is its possible role in increasing the volatility of underlying physical market prices. Suspension of guar seed futures contract in 2012 at National Commodity Derivatives Exchange of India (NCDEX)-India, has reignited the controversy and raised an alarm bell to peek into obscure world of Indian commodity derivatives market. Against the backdrop of fiasco in guar futures trading, the

APA, Harvard, Vancouver, ISO, and other styles

38

S., Kirithiga, Naresh G., and Thiyagarajan S. "Spillover between commodity and equity benchmarking indices." Benchmarking: An International Journal 25, no. 7 (2018): 2512–30. http://dx.doi.org/10.1108/bij-06-2017-0143.

Full text

Abstract:

PurposeThe commodity and equity derivatives have a close resemblance between them in trade practices and mechanisms, which makes it easy for the investors to combine these two assets classes for building up their portfolio. The diversification of investment among asset classes builds some relation between them. The integration of market within a country is necessary to bring in a smooth and balanced economic growth. Thus, the purpose of this paper is to examine the spillover between the equity and commodity futures markets which will be helpful not only for the investors but also for the polic

APA, Harvard, Vancouver, ISO, and other styles

39

Khurshid, Ali Ganai, Ashraf Chisti Khalid, Ahmad Malik Irshad, and Showkat Numaira. "A Systematic Review of Empirical Literature with Reference to Financial Derivatives." Education Quarterly Reviews 6, no. 1 (2023): 88–101. https://doi.org/10.31014/aior.1993.06.01.689.

Full text

Abstract:

The introduction of financial derivatives in capital markets took off so as to control the volatility, thereby, providing a more controlled environment to the investors which can result more investment in capital markets. Thus, financial derivatives, most notably forwards, futures and options came into spot-light in the post-1970s period by reason of growing instability in the financial markets which was the reflection of high volatility in exchange rates and interest rates. Through the use of derivatives, it has been possible to partially or fully transfer the risk by locking-in the asset pri

APA, Harvard, Vancouver, ISO, and other styles

40

Mustafa, Ghulam, and Snober Javid. "Volatility Transmission of Oil and Gas Sector Stocks Returns with Stock Futures and Commodity Futures." Audit and Accounting Review 5, no. 1 (2025): 103–28. https://doi.org/10.32350/aar.51.05.

Full text

Abstract:

Pakistan is a very volatile market in the eyes of both international and national investors. Market participants mostly use derivative instruments to protect their investments from price fluctuations. However, the use of a particular type of derivative in a trading strategy depends on the type of investors. Speculators and short-term profit seekers use stock futures, while portfolio managers use commodity futures to minimize their portfolio risk. Both types of traders need to develop strategies at the company level; therefore, this study aims to analyze volatility transmission between the stoc

APA, Harvard, Vancouver, ISO, and other styles

41

Garg, Sonia, and Karam Pal Narwal. "Price Discovery and Volatility Spillover in Commodity Futures and Spot Market in India: An Empirical Analysis." NMIMS Management Review 30, no. 01 (2022): 08–33. http://dx.doi.org/10.53908/nmmr.300101.

Full text

Abstract:

Purpose: This paper aims to investigate the price discovery process, persistence of volatility and spillover of volatility in commodity futures and spot market in India. Methodology: In this paper, commodities namely, mentha oil, cotton, gold and aluminium have been selected to explore the process of price discovery, volatility persistence and spillover of volatility using cointegration test, vector error correction (VECM), granger causality and GARCH model. Findings: The results of VECM suggest that price discovery takes place in futures market in case of all commodities except for mentha oil

APA, Harvard, Vancouver, ISO, and other styles

42

Singh, Narinder Pal, and Archana Singh. "Empirical Investigation on Food Inflation and Efficiency Issues in Indian Agri-futures Market." Emerging Economy Studies 3, no. 2 (2017): 156–65. http://dx.doi.org/10.1177/2394901517730729.

Full text

Abstract:

In early 2007, the Government of India (GoI) banned futures trading on some essential agro-commodities such as wheat, rice, and two varieties of lentils due to rising food inflation. However, futures trading in agri-commodities such as chana (chickpea), soy oil, rubber, and potato were temporarily suspended. Professor Abhijit Sen’s committee, constituted to study the relationship between futures trading and agricultural commodities inflation, did not find sufficient evidence of inflationary impact of futures trading in India due to too short period of commodity futures trading. Also, an effici

APA, Harvard, Vancouver, ISO, and other styles

43

Arunkumar. "THE ROLE OF DERIVATIVES IN HEDGING FINANCIAL RISKS." ShodhKosh: Journal of Visual and Performing Arts 3, no. 1 (2022): 800–810. https://doi.org/10.29121/shodhkosh.v3.i1.2022.4081.

Full text

Abstract:

Financial instruments known as derivatives, which get their value from an underlying asset, index, or rate, are essential for controlling financial risk. Derivatives like futures, options, and swaps are used by businesses, investors, and financial institutions in the contemporary financial environment to protect themselves against possible losses brought on by shifts in the market, interest rates, currency volatility, and commodity prices. Derivatives offer an efficient way to stabilize portfolios and guard against unfavorable price fluctuations by facilitating the transfer of risk between par

APA, Harvard, Vancouver, ISO, and other styles

44

Tian, Mengtong. "Research on the Role of Risk Hedging and Arbitrage Strategies in Financial Derivatives Investment." Advances in Economics, Management and Political Sciences 125, no. 1 (2024): 132–37. https://doi.org/10.54254/2754-1169/2024.17798.

Full text

Abstract:

In financial derivatives investment, risk hedging and arbitrage strategies play a key role. Risk hedging aims to reduce the uncertainty caused by asset price fluctuations and provide investors with stable returns through derivatives such as futures, options, and credit default swaps (CDS). This strategy is widely used by enterprises and financial institutions to manage commodity prices, exchange rates, and credit risks. Arbitrage strategies use market price differences, especially pricing differences in different markets or at various time points, to seek risk-free or low-risk returns. This pa

APA, Harvard, Vancouver, ISO, and other styles

45

Singh, Sushant. "STUDY ON COMMODITY TRADING ANALYSIS AND INVESTOR’S PERCEPTION." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 04 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem32917.

Full text

Abstract:

Commodity trading is as old as human civilization and one of the earliest economic pursuits of mankind. Over the centuries, commodity trading has evolved from the barter system to spot markets to derivatives markets. In barter system, goods were exchanged between two parties with matching and opposite needs (for example, bags of wheat were exchanged for cattle). Over a period of time, commodities brought from distant places were exchanged for gold and silver. With the introduction of Money as a medium of exchange, there was a paradigm shift in commodity trading with the value of commodity bein

APA, Harvard, Vancouver, ISO, and other styles

46

Kumar Soni, Tarun. "Cointegration, linear and nonlinear causality." Journal of Agribusiness in Developing and Emerging Economies 4, no. 2 (2014): 157–71. http://dx.doi.org/10.1108/jadee-07-2012-0019.

Full text

Abstract:

Purpose – The purpose of this paper is to study the market efficiency, unbiasedness and the direction of causality among four agricultural commodity futures contracts for a forecasting horizon of 28 days, 56 days and 84 days which are traded at National Commodity and Derivatives Exchange Ltd. Design/methodology/approach – To analyse the efficiency of futures market in Indian scenario, we focus on maize, chickpea, soybean and wheat which are among the most important agricultural commodities traded in India. In the first step, Augmented Dickey-Fuller test and nonparametric Phillips-Perron approa

APA, Harvard, Vancouver, ISO, and other styles

47

BIAGINI, FRANCESCA, JULIA BREGMAN, and THILO MEYER-BRANDIS. "ELECTRICITY FUTURES PRICE MODELING WITH LÉVY TERM STRUCTURE MODELS." International Journal of Theoretical and Applied Finance 18, no. 01 (2015): 1550003. http://dx.doi.org/10.1142/s021902491550003x.

Full text

Abstract:

In this paper, we generalize the approach of Hinz & Wilhelm (2006), Pricing flow commodity derivatives using fixed income market techniques. International Journal of Theoretical and Applied Finance 9, 1299–1321, replacing in the dynamics of the asset prices the Brownian motion by a more general Lévy process, also taking into account the occurrence of spikes. In particular, we reduce the modeling of an electricity futures market to the modeling of a Lévy bond market with an additional risky asset. This allows to employ well established techniques from interest rate term structure modeling.

APA, Harvard, Vancouver, ISO, and other styles

48

Norfield, Tony. "Derivatives and Capitalist Markets: The Speculative Heart of Capital." Historical Materialism 20, no. 1 (2012): 103–32. http://dx.doi.org/10.1163/156920612x634735.

Full text

Abstract:

AbstractFinancial derivatives have been singled out as the major villain in the latest crisis, particularly through speculative trading by banks. Yet little attention has been paid to the fundamental rôle that derivatives play in modern capitalism. Even less has there been a focus on how the boom in derivatives-trading was prompted by the crisis of profitability and capital-accumulation. This article shows that while derivatives were one means by which speculation took off, the momentum behind this was driven by low profitability. That was why banks turned their mortgage-loans into derivative-

APA, Harvard, Vancouver, ISO, and other styles

49

Benth, Fred Espen. "Pricing of Commodity and Energy Derivatives for Polynomial Processes." Mathematics 9, no. 2 (2021): 124. http://dx.doi.org/10.3390/math9020124.

Full text

Abstract:

Operating in energy and commodity markets require a management of risk using derivative products such as forward and futures, as well as options on these. Many of the popular stochastic models for spot dynamics and weather variables developed from empirical studies in commodity and energy markets belong to the class of polynomial jump diffusion processes. We derive a tailor-made framework for efficient polynomial approximation of the main derivatives encountered in commodity and energy markets, encompassing a wide range of arithmetic and geometric models. Our analysis accounts for seasonality

APA, Harvard, Vancouver, ISO, and other styles

50

Benth, Fred Espen. "Pricing of Commodity and Energy Derivatives for Polynomial Processes." Mathematics 9, no. 2 (2021): 124. http://dx.doi.org/10.3390/math9020124.

Full text

Abstract:

Operating in energy and commodity markets require a management of risk using derivative products such as forward and futures, as well as options on these. Many of the popular stochastic models for spot dynamics and weather variables developed from empirical studies in commodity and energy markets belong to the class of polynomial jump diffusion processes. We derive a tailor-made framework for efficient polynomial approximation of the main derivatives encountered in commodity and energy markets, encompassing a wide range of arithmetic and geometric models. Our analysis accounts for seasonality

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!