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Journal articles on the topic 'Commodity market'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

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.

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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

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2

G, Santhoshkumar, Jayanthy S, and Velanganni R. "Analysis of Commodity Market." Journal of Advanced Research in Dynamical and Control Systems 11, no. 0009-SPECIAL ISSUE (2019): 1417–20. http://dx.doi.org/10.5373/jardcs/v11/20192758.

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3

Gribkov, A. A. "Commodity market profiling methodology." Russian Journal of Industrial Economics 16, no. 1 (2023): 51–58. http://dx.doi.org/10.17073/2072-1633-2023-1-51-58.

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The article considers the methodology of commodity markets research, which includes the assessment of the volume and structure of supply and demand according to a wide range of indicators. The information on formation of system representations of markets on the basis of segmentation of markets, marketing profiling of markets and their clients is generalized. The market profiling approach is discussed in depth. This approach consists in the representation of the market as a multidimensional array of data on the type of goods, price ranges, the distribution of buyers and sellers by region, indus

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4

Yamori, Nobuyoshi. "Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change?" Modern Economy 02, no. 03 (2011): 335–39. http://dx.doi.org/10.4236/me.2011.23036.

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5

Offutt, Susan E., and David Blandford. "Commodity market instability." Resources Policy 12, no. 1 (1986): 62–72. http://dx.doi.org/10.1016/0301-4207(86)90049-8.

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6

Dubey, Priti, and Rishika Shankar. "Determinants of the Commodity Futures Market Performance: An Indian Perspective." South Asia Economic Journal 21, no. 2 (2020): 239–57. http://dx.doi.org/10.1177/1391561420970837.

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This article aims to find out interlinkages between equity and commodity markets through the channel of investors’ outlook in the equity market. The proxies used for gauging perception of investors are investor sentiment index and Advance–Decline ratio. The study also incorporates the introduction of Commodity Transaction Tax (CTT) and occurrence of National Spot Exchange Limited (NSEL) scam in the year 2013. Additionally, returns in commodity market are examined to be a function of equity returns. The empirical findings suggest that the liquidity of commodity futures is inversely related to i

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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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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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9

Declerck, Francis. "Do Agricultural Commodity Firm Stock Price and Agricultural Commodity Price Move Together?" International Journal on Food System Dynamics 5, no. 3 (2014): 120–29. https://doi.org/10.18461/ijfsd.v5i3.532.

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The research aims at explaining stock performance of processing companies as a function of commodity performance on commodity markets. The results show that stock prices of food companies do not significantly depend on agricultural market prices. So, risks of agricultural market price volatility cannot be hedged using food firm stocks, whose markets are more liquid.

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10

Kunkler, Michael. "Commodity Market Heterogeneity and Cross-Market Integration." Applied Finance Letters 6, no. 01 (2017): 16–27. http://dx.doi.org/10.24135/afl.v6i01.61.

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We evaluate the recent levels of heterogeneity and cross-market integration for fluctuations in commodity futures returns for a post-financial-crisis data sample. We find that a single commodity-market risk factor explains 30.6% of the total variation in commodity futures returns. The commodity-market risk factor is significantly correlated with the dominant market-wide risk factors from other asset classes: +66.7% with a market risk factor for the US equity market; -74.2% with a US dollar risk factor for the FX market; and -27.8% with an interest-rate level risk factor for the US interest rat

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11

Gutnikova, O. N. "Building a commodity market: infrastructure and market conjuncture." Proceedings of the Southwest State University. Series: Economics. Sociology. Management 15, no. 2 (2025): 139–54. https://doi.org/10.21869/2223-1552-2025-15-2-139-154.

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Relevance. In modern economic conditions, subject to significant transformations of commercial relations, the role of the commodity market as a sphere of circulation increases. The study of its structural and market-forming elements plays a significant role in ensuring the effective adaptation of production and sales systems to market demand, which determines the relevance of this article. The purpose of the study was to analyze the regulatory and scientific approaches to determining the essence of the commodity market, assessing the structure-forming elements that form its infrastructure, as

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12

Złoty, Marcin. "Financialization of Commodity Market." Studia Humana 10, no. 3 (2021): 53–60. http://dx.doi.org/10.2478/sh-2021-0018.

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Abstract The aim of the article is to present possible consequences caused by the development of commodity market financialization understood by the influence of financial investor’s speculation. Also the task of elaboration is to outline the existence of financial factors in the price creation process of commodities. The existing impact of financialization on the volatility of commodity prices significantly modifies the market. The results of the research and analyzes carried out indicate a similarity in the behavior of the markets of commodities. The situation results from the redistribution

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13

Kumar, Brajesh, and Ajay Pandey. "Market efficiency in Indian commodity futures markets." Journal of Indian Business Research 5, no. 2 (2013): 101–21. http://dx.doi.org/10.1108/17554191311320773.

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14

Liu, Qingfu, Qian Luo, Yiuman Tse, and Yuchi Xie. "The market quality of commodity futures markets." Journal of Futures Markets 40, no. 11 (2020): 1751–66. http://dx.doi.org/10.1002/fut.22115.

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15

Christoffersen, Peter, Asger Lunde, and Kasper V. Olesen. "Factor Structure in Commodity Futures Return and Volatility." Journal of Financial and Quantitative Analysis 54, no. 3 (2018): 1083–115. http://dx.doi.org/10.1017/s0022109018000765.

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We uncover stylized facts of commodity futures’ price and volatility dynamics in the post-financialization period and find a factor structure in daily commodity volatility that is much stronger than the factor structure in returns. The common factor in commodity volatility relates to stock market volatility as well as to the business cycle. Model-free realized commodity betas with the stock market were high during 2008–2010 but have since returned to the pre-crisis level, close to 0. While commodity markets appear segmented from the equity market when considering only returns, commodity volati

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16

Marwat, Jahanzeb, Mujeeb-u.-Rehman Bhayo, and Ghulam Abbas. "Comovement between the Stock Markets and Commodity Market." International Journal of Experiential Learning & Case Studies 9, no. 2 (2024): 408–40. https://doi.org/10.22555/ijelcs.v9i2.1164.

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The study extends the literature by investigating the comovement between the stock markets and commodity market of developed and emerging countries. Developed countries are represented by G7 countries while the emerging countries are represented by BRICS countries. Further, for the commodity market, the Global S&P GSCI commodity index is used that comprised of all major global commodities. The daily log returns of all the markets are used for analysis. Further, the wavelet coherence model is used to investigate the comovement between the stock markets and commodity market. The results show

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17

Agnihotri, Shalini, and Kanishk Chauhan. "Modeling tail risk in Indian commodity markets using conditional EVT-VaR and their relation to the stock market." Investment Management and Financial Innovations 19, no. 3 (2022): 1–12. http://dx.doi.org/10.21511/imfi.19(3).2022.01.

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Investment in commodity markets in India accelerated after 2007; this was accompanied by large price variability, hence, it becomes imperative to measure commodity price risk precisely. It becomes equally important to study the relationship between commodity price variability and the stock market. Hence, this study aims to calculate the tail risk of highly traded Indian commodity futures returns using the conditional EVT-VaR method for risk measurement. Secondly, the linkage between commodity markets and the stock market is also studied using the Delta CoVaR method. Results highlight the follo

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18

Magner, Nicolas S., Nicolás Hardy, Jaime Lavin, and Tiago Ferreira. "Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach." Entropy 25, no. 4 (2023): 562. http://dx.doi.org/10.3390/e25040562.

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This paper shows that some commodity currencies (from Chile, Iceland, Norway, South Africa, Australia, Canada, and New Zealand) predict the synchronization of metals and energy commodities. This relationship links the present-value theory for exchange rates and its connection with commodity export economies’ fundamentals, where prospective commodity price fluctuations affect exchange rates. Predicting commodity market return synchronization is critical for dealing with systemic risk, market efficiency, and financial stability since synchronization reduces the benefits of diversification and in

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19

Tomaszewski, Jacek. "Financialization of Commodity Markets and Regulation of European Union Commodity Derivatives Market." Zeszyty Naukowe Uniwersytetu Szczecińskiego Finanse Rynki Finansowe Ubezpieczenia 79 (2016): 137–47. http://dx.doi.org/10.18276/frfu.2016.79-10.

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20

Rao, Dr Batani Raghavendra. "International Currency and Commodity Market." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 09 (2024): 1–6. http://dx.doi.org/10.55041/ijsrem37612.

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The International Currencies and Commodities are an important part of international trade. The support trade, capital and economic stability. These transactions lead to the exchange of money and goods, affecting international trade policies and business strategies. The financial market or foreign exchange market is the largest and most popular financial market where currency is traded 24/7 according to the exchange rate determined by the quality of supply and demand, geographical conditions and market indicators. Stock market involve the buying and selling of physical commodities such as oil,

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21

Yansong, Song, Parmenas K. Njoroge, Valeria Dmitrievna Chernikova, Stepan Vikentievich Trukhanov, Dinara Marklenovna Kasumova, and Yuliya Aleksandrovna Laamarti. "The effect of interaction between international commodity markets and the Chinese stock market." E3S Web of Conferences 403 (2023): 08013. http://dx.doi.org/10.1051/e3sconf/202340308013.

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In light of COVID-19 and the extent of global economic interdependence, it is essential to understand risk spillover effects between China's stock market and international commodity market in order to optimize risk control and management and provide early warning. The aim of this research is to examine the spillover mechanisms between the Chinese stock market and the global commodity market using data from eleven specific industries. The results show that the Risk Spillover index of industrial and optional consumer industries in China's stock market is relatively high. This industry is more vu

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22

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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23

Mednikov, Boris V., Vladimir I. Mednikov, and Stepan V. Mednikov. "COMMODITY MARKET MATH MODELS." Statistics and Economics, no. 2 (January 1, 2015): 194–98. http://dx.doi.org/10.21686/2500-3925-2015-2-194-198.

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24

Manelli, Alberto, and Arif Khurshed. "The Sustainable Commodity Market." RIVISTA DI STUDI SULLA SOSTENIBILITA', no. 2 (December 2015): 71–82. http://dx.doi.org/10.3280/riss2015-002007.

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25

Lisyuk, Volodimir, and Viktor Diordiiev. "TRANSFORMATION OF MARKET LOGISTICS IN THEORETICAL REPRESENTATION AND PRACTICAL APPLICATION." Economics: time realities 3, no. 49 (2020): 87–93. http://dx.doi.org/10.15276/etr.03.2020.11.

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The article presents an analysis of the essence of logistics as an object of scientific research and as an organizational mechanism aimed at streamlining the functioning of commodity markets. It has been determined that such an organizational essence of logistics affects the efficiency of commodity movement along the logistics chain of the market, and, on the other hand, the efficiency of the activities of the logistics entities themselves. It is shown that the process of commodity circulation in the market is based on a commodity exchange operation. Tying the theory of logistics to the theory

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26

Volodimir, M. Lisyuk, and O. Diordiiev Viktor. "Transformation of market logistics in theoretical representation and practical application." Economics: time realities 3, no. 49 (2020): 87–93. https://doi.org/10.5281/zenodo.4579908.

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The article presents an analysis of the essence of logistics as an object of scientific research and as an organizational mechanism aimed at streamlining the functioning of commodity markets. It has been determined that such an organizational essence of logistics affects the efficiency of commodity movement along the logistics chain of the market, and, on the other hand, the efficiency of the activities of the logistics entities themselves. It is shown that the process of commodity circulation in the market is based on a commodity exchange operation. Tying the theory of logistics to the theory

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27

Szturo, Marek, and Bogdan Włodarczyk. "New financial markets and their impact on raw material prices." Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia 53, no. 3 (2019): 85. http://dx.doi.org/10.17951/h.2019.53.3.85-92.

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<p>The purpose of the study was to determine the impact of the Chinese financial market, which is a new market, on the exchange rates of commodity currencies and, thus, the prices of raw materials. For this purpose, an autoregressive distributed lag model (ARDL) was used. The results indicate that the Chinese stock market and futures market for the yuan (the Chinese Yuan Non-Deliverable Forward Transactions; CNY NDF market) had a significant impact on commodity currencies before the global financial crisis in 2008/09, then the effect widened to include more commodity currencies in the po

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28

Ding, Shusheng, Zhipan Yuan, Fan Chen, Xihan Xiong, Zheng Lu, and Tianxiang Cui. "Impact persistence of stock market risks in commodity markets: Evidence from China." PLOS ONE 16, no. 11 (2021): e0259308. http://dx.doi.org/10.1371/journal.pone.0259308.

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The risk spillover among financial markets has been noticeably investigated in a burgeoning number of literature. Given those doctrines, we scrutinize the impact persistence of volatility spillover and illiquidity spillover of Chinese commodity markets in this paper. Based on the sample from 2010 to 2020, we reveal that there is a cross-market spillover of volatility and illiquidity in China and also, interactions between volatility and illiquidity in different financial markets are pronounced. More importantly, we demonstrate that different commodity markets have different responsiveness to s

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29

Harikumar, Yedhu, and Muthumeenakshi M. "Pandemic's Ripple Effect: Exploring Dynamic Connectedness of Indian Equity and Commodity Markets." International Research Journal of Multidisciplinary Scope 05, no. 02 (2024): 399–412. http://dx.doi.org/10.47857/irjms.2024.v05i02.0512.

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This research investigates volatility spillovers between the Indian equity markets and commodity futures markets. The Nifty 50 index is chosen as a representative of the equity market, based on market capitalization, while Crude Oil, Copper, Zinc, Gold, and Silver are selected to represent the commodity market in India. The selection of each commodity is grounded in considerations of liquidity and physical market size. This research investigates how the volatility in the Indian stock market interacted with the volatility of five major commodity markets throughout the COVID-19 pandemic. In orde

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30

Giot, Pierre, and Sébastien Laurent. "Market risk in commodity markets: a VaR approach." Energy Economics 25, no. 5 (2003): 435–57. http://dx.doi.org/10.1016/s0140-9883(03)00052-5.

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31

Adhikari, Ramesh, and Kyle J. Putnam. "Financial Market Stress and Commodity Returns: A Dynamic Approach." Commodities 3, no. 1 (2024): 39–61. http://dx.doi.org/10.3390/commodities3010004.

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This paper examines the relationship between commodity index returns and the Office of Financial Research Financial Stress Index (OFR FSI). Utilizing the S&P GSCI and its five sub-indices (agriculture, livestock, energy, industrial metals, and precious metals), we find that the causal relationship between financial market stress and commodity index returns is conditional on the sample period examined and the methodology employed. We also note that stress in financial markets has a negative relationship with commodity index returns during low commodity return states; however, during high co

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32

LISYUK, V. M., I. A. TOPALOVA, and ANICA HUNJET. "AN IDEOLOGICAL PRINCIPLE FORMING THE MARKET LOGISTICS THEORY." Economic innovations 20, no. 2(67) (2018): 119–29. http://dx.doi.org/10.31520/ei.2018.20.2(67).119-129.

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Topicality. In the conditions of a developed market economy and the deepening of the specialization of business entities, the theory of logistics is more oriented towards enterprises, and not to markets, and needs some market reorientation. Under the pressure of market processes, scientists are trying to generalize the market logistics processes of goods through the introduction of such concepts as: "logistics system", transport, marketing logistics. Further analysis of the theory of logistics requires attention to the main element of the market - the product, given that all economic actors in

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33

Khan, Khushnoor, and Daniyal Ejaz. "Demystifying Financial Speculation in Commodity Future Markets of Emerging Economies." Bulletin of Business and Economics (BBE) 13, no. 3 (2024): 156–64. http://dx.doi.org/10.61506/01.00460.

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Present study focuses on comparing financial speculation on commodity future markets of China and India. Two agricultural products and two metal products were chosen from both countries for the present study. Utilizing a comprehensive dataset spanning over twenty years, we employ quantitative methods to measure the hedging and speculative ratios within Chinese and Indian commodity future markets. Relevant results and visual representations were extracted using EVIEWS. Outcome of the study demonstrated that Indian commodity future markets are more speculative than Chinese commodity future marke

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LISYUK, V. M. "THEORY OF MARKET LOGISTICS DEVELOPMENT IN SPATIAL AND TIMELINE DIMENSION." Economic innovations 21, no. 4(73) (2019): 113–24. http://dx.doi.org/10.31520/ei.2019.21.4(73).113-124.

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Topicality. The relevance of this study is to determine the factors that accelerate the process of development of the national economy based on the development of real sector markets. Current theory draws attention to the need to significantly reduce logistics costs in these markets. The latter include the full range of costs incurred in moving a product or service from the place of production to the end consumer. Today, in the world due to high production levels, the economic focus is on meeting the needs of consumer markets, and the expansion of geographic boundaries of markets due to the de

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35

Jaiswal, Gulab Chand, and Dharen Kumar Pandey. "Problems Embedded in the Indian Commodity Market." Parmita Oct-Dec (October 1, 2011): 119–22. https://doi.org/10.5281/zenodo.4698507.

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36

Shen, Jiancheng, Mohammad Najand, Feng Dong, and Wu He. "News and social media emotions in the commodity market." Review of Behavioral Finance 9, no. 2 (2017): 148–68. http://dx.doi.org/10.1108/rbf-09-2016-0060.

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Purpose Emotion plays a significant role in both institutional and individual investors’ decision-making process. Emotions affect the perception of risk and the assessment of monetary value. However, there is a lack of empirical evidence available that addresses how investors’ emotions affect commodity market returns. The purpose of this paper is to investigate whether media-based emotions can be used to predict future commodity returns. Design/methodology/approach The authors examine the short-term predictive power of media-based emotion indices on the following five days’ commodity returns.

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37

Sehgal, Sanjay, Namita Rajput, and Rajeev Kumar Dua. "Price Discovery in Indian Agricultural Commodity Markets." International Journal of Accounting and Financial Reporting 2, no. 2 (2012): 34. http://dx.doi.org/10.5296/ijafr.v2i2.2224.

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In this paper, the price discovery relationship for ten agricultural commodities has been examined. Price discovery is confirmed for all commodities except Turmeric. Price discovery results are encouraging given the nascent character of commodity market in India. However the market does not seem to be competitive. The findings have implications for policy makers, hedgers and investors and will help in deeply understanding the role of futures market in information dissemination. The commodity exchanges must strengthen their surveillance system for early detection on continuous basis of anomalou

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NIKISHYNA, O. V., D. O. BOCHKAROV, and O. O. ZERKINA. "THEORETICAL BASICS OF THE RESILIENCE OF SYSTEMS COMMODITY MARKETS IN THE COORDINATES OF NATIONAL SECURITY." Economic innovations 24, no. 3(84) (2022): 92–102. http://dx.doi.org/10.31520/ei.2022.24.3(84).92-102.

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Topicality. The instability of the external environment is becoming a permanent condition for the functioning of commodity market systems, to which it is necessary to quickly adapt. Ensuring the reproduction development of systems of vertically adjacent commodity markets requires the acquisition of a certain stability (resilience) by the market system, which makes it necessary to study the essence of this category in the market dimension. In the war and post-war period, studies of the stability of commodity markets in the context of national security become especially relevant.Aim and tasks. T

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Kumar Mahalik, Mantu, Debashis Acharya, and M. Suresh Babu. "Price discovery and volatility spillovers in futures and spot commodity markets." Journal of Advances in Management Research 11, no. 2 (2014): 211–26. http://dx.doi.org/10.1108/jamr-09-2012-0039.

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Purpose – The purpose of this paper is to investigate empirically the price discovery and volatility spillovers in Indian spot-futures commodity markets. Design/methodology/approach – The study has used four futures and spot indices of Multi-Commodity Exchange, Mumbai. The study also employs vector error correction model (VECM) and bivariate exponential Garch model (EGARCH) to analyze the price discovery and volatility spillovers in Indian spot-futures commodity market. Findings – The VECM shows that agriculture future price index (LAGRIFP), energy future price index (LENERGYFP) and aggregate

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40

S, Sreejith, and Sruthy Madhavan. "COVID 19 AND HERDING BEHAVIOUR: EVIDENCE FROM INDIAN METAL COMMODITY DERIVATIVE MARKET." Journal of Management and Entrepreneurship 16, no. 04 (2022): 13–20. https://doi.org/10.70906/20221604013020.

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The commodity market is gaining the attention of the investor community due to its diversification and hedging properties, and commodity derivatives constitute a major portion of the total products traded in the Asian market. The present study looks into the herding in the metal commodity sector during COVID-19 using the daily closing prices of seven metal commodity derivative markets from January 2020 to December 2020. Quantile regression is used to test the standard herding equation at different quantiles, representing normal and extreme market movement. It was found that there is a presence

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41

Trabelsi, Jamel, Mohamed Mehdi Jelassi, and Gaye Del Lo. "A Volatility Analysis of Agricultural Commodity and Crude Oil Global Markets." Applied Economics and Finance 4, no. 2 (2017): 129. http://dx.doi.org/10.11114/aef.v4i2.2086.

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The purpose of this study is to provide insights on volatility features of major agricultural commodity global markets. In order to achieve this, we estimate the volatility in the global markets of crude oil and four main agricultural commodities, namely rice, wheat, cotton and coffee over the period 1980:2014. We also investigate the nexus between the volatilities in these global markets. More precisely, we first model the volatility of agricultural commodity and crude oil markets based on the GARCH methodology. Second, we assess the risk in these global markets by the Value-at-Risk technique

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Robiyanto, Robiyanto. "Month of the Year Effect Pada Beberapa Pasar Modal di Asia Tenggara dan Pasar Komoditas." Jurnal Ekonomi dan Bisnis 18, no. 2 (2016): 53. http://dx.doi.org/10.24914/jeb.v18i2.260.

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<em>One of prominent phenomenon in capital market is month of the year effect which is the occurence of certain monthly pattern in capital market return during trading years. There were enormous researches, which had been done to explain this phenomenon in capital market but the results always varied. Unfortunately there was a few research to explain this phenomenon in commodities market. Based on these facts, research about this seasonality still need to be done both in capital market and commodities market. Data used in this study were several South East Asia monthly closing stock mark

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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.

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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

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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.

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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

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Ding, Shusheng, Tianxiang Cui, Dandan Zheng, and Min Du. "The effects of commodity financialization on commodity market volatility." Resources Policy 73 (October 2021): 102220. http://dx.doi.org/10.1016/j.resourpol.2021.102220.

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Kapil, Sheeba, and Kanwal Nayan Kapil. "Commodity trading advisors (CTAs) for the Indian commodity market." International Journal of Emerging Markets 5, no. 2 (2010): 124–37. http://dx.doi.org/10.1108/17468801011031784.

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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.

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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.

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Ergun, Huseyin. "YELLOW SUKUK UNVEILED: HARNESSING AGRICULTURAL COMMODITY TRADE FOR ISLAMIC FINANCE AND PARADIGM SHIFT IN COMMODITY EXCHANGES." Al Qasimia University Journal of Islamic Economics 3, no. 1 (2023): 81–114. http://dx.doi.org/10.52747/aqujie.3.1.229.

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Traditional methods dominate agricultural commodity trade, leading to occasional supply surpluses due to inherent periodicity. The lack of adequate storage systems further compounds the challenge, resulting in price volatility and market instability. To address these issues, introducing licensed Warehousing and a Specialized Commodity Exchange system offers an opportunity to integrate agricultural commodity trade with global markets and establish a robust market structure. This integration involves transforming standardized agricultural products held in licensed warehouses into Electronic Ware

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Fortenbery, T. Randall. "Discussion: Commodity Price Discovery: Problems That Have Solutions or Solutions That Are Problems." Journal of Agricultural and Applied Economics 41, no. 2 (2009): 393–402. http://dx.doi.org/10.1017/s1074070800002868.

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This paper examines three invited papers focused on commodity prices. Public responses to high nominal commodity prices and perceived increases in price risk have ranged from attempts to assign blame, attempts to change contracting arrangements, and development of public policy that “protects“ the market from future occurrences of unacceptable behavior. Interestingly, a result of increased commodity price volatility has suggested that futures markets no longer “work.“ This is ironic given that futures markets initially came into existence as tools for managing the negative impacts of commodity

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Xie, Shouhong, and Hanbing Li. "Research on the Spatial Agglomeration of Commodity Trading Markets and Its Influencing Factors in China." Sustainability 14, no. 15 (2022): 9534. http://dx.doi.org/10.3390/su14159534.

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Spatial agglomeration, as a phenomenon of commodity trading markets, reflects regional economic development in China. This study explores the spatial agglomeration of commodity trading markets and analyzes its influencing factors. Based on the panel data of 30 provinces in China from 2010 to 2019, this article first calculated the location quotient of the transaction volume of commodity trading markets and analyzed their temporal and spatial trends. Finally, a spatial econometric model was used to conduct an empirical examination of the influencing factors determining the spatial agglomeration

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