Market efficiency of commodity futures in india

commodity market in india Moreover, commodity futures facilitate efficient price discovery, benefitting all stakeholders and market participants, particularly 

Market Efficiency of Commodity Futures in India Takeshi INOUE*and Shigeyuki HAMORI** October 2012 Abstract This paper aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally for the last few years. We estimate the long-run equilibriumrelationship between the multi-commodity futures and In context of Indian commodity futures markets, probably this is the first study which explores the short‐run market efficiency of futures markets in time varying risk premium framework. This paper also links trading activity of Indian commodity futures markets with market efficiency. This article aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally over the last few years. This paper aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally for the last few years. We estimate the long-run equilibrium relationship between the multi-commodity futures and spot prices and then test for market efficiency in a weak form sense by applying both the DOLS and the FMOLS methods. Downloadable (with restrictions)! This article aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally over the last few years. We estimate the long-run equilibrium relationship between multi-commodity futures and spot prices and then test for weak-form market efficiency by applying both the dynamic ordinary least squares and fully This paper aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally for the last few years. We estimate the long-run equilibrium relationship between the multi-commodity futures and spot prices and then test for market efficiency in a weak form sense by applying both the DOLS and the FMOLS methods.

The entire sample period is from 2 January 2006 to 31 March 2011. The results indicate that a cointegrating relationship is found between these indices and that the commodity futures market seems to be efficient only during the more recent sub-sample period since July 2009. Keywords: Commodity futures, efficiency, India

This article aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally over the last few years. We estimate the long-run equilibrium relationship between multi-commodity futures and spot prices and then test for weak-form market efficiency by applying both the dynamic ordinary least squares and fully modified ordinary least squares methods. Market Efficiency of Commodity Futures in India Takeshi INOUE*and Shigeyuki HAMORI** October 2012 Abstract This paper aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally for the last few years. We estimate the long-run equilibriumrelationship between the multi-commodity futures and In context of Indian commodity futures markets, probably this is the first study which explores the short‐run market efficiency of futures markets in time varying risk premium framework. This paper also links trading activity of Indian commodity futures markets with market efficiency. This article aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally over the last few years. This paper aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally for the last few years. We estimate the long-run equilibrium relationship between the multi-commodity futures and spot prices and then test for market efficiency in a weak form sense by applying both the DOLS and the FMOLS methods. Downloadable (with restrictions)! This article aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally over the last few years. We estimate the long-run equilibrium relationship between multi-commodity futures and spot prices and then test for weak-form market efficiency by applying both the dynamic ordinary least squares and fully

Agricultural commodity futures are market-based instruments for managing risks price discovery functions of future markets promote more efficient production, Although India has a long history of trade in commodity derivatives, this sector 

Agricultural commodity futures are market-based instruments for managing risks price discovery functions of future markets promote more efficient production, Although India has a long history of trade in commodity derivatives, this sector  6 Jan 2019 The commodity market in India, especially agri-commodities, is on the cusp of In 1952, futures' trading in most commodities was banned due to To bring transparency and efficiency into this fractured market, in April 2016,  structure of the Indian commodity market and share of agriculture in the exchange-based agriculture sector which can be leveraged by an efficient commodity market. for and role of future trading in price risk management and in marketing. Abstract: The study of market efficiency in commodity futures markets is important to both the government and the producers/marketers in India. In this paper, we 

31 May 2013 Purpose ‐ In this paper, the authors aim to investigate the short-run as well as long-run market efficiency of Indian commodity futures markets 

1 Sep 2018 Efficiency in agricultural commodity futures markets in India: Evidence from cointegration and causality test. Agricultural Finance Review, 71 (2),  Indian commodity futures markets are criticized for their destabilizing effect on spot market through their manipulative and speculative activities. In the present. The study of market efficiency in commodity futures markets is important to both the government and the producers/marketers in India. In this paper, we review 

Abstract: The study of market efficiency in commodity futures markets is important to both the government and the producers/marketers in India. In this paper, we 

Price discovery in Indian commodity futures market: An empirical exercise. International Journal of Trade and Global Markets, 5(1), 68-87. Easwaran, S.R., &   20 Aug 2012 framework. This paper also links trading activity of Indian commodity futures markets with market efficiency. Keywords Long run efficiency, Short  30 Jan 2017 Therefore, it could be inferred that futures market is more efficient in price discovery of agricultural commodities. Policymakers could use these  A commodity market is a market that trades in the primary economic sector rather than Futures contracts are the oldest way of investing in commodities. Russia , India, and China), beginning in the 1990s, "propelled commodity markets into 

This article aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally over the last few years.