[PDF] Top 20 How attractive is the Commodity Futures in India?

... selected commodity futures, common stocks, long-term government bonds, and treasury ...these commodity futures over the study period are ...that commodity futures market ... See full document

... Indian commodity futures ...in India, while the volatil- ity issues related to dominant financial assets, such as company shares, have been well researched and documented, only a few studies on ... See full document

... Agricultural commodity futures exchange provides a centralized marketplace where the farmers and other mar- ket participants can discover the prices of agricultural commodities for futures delivery ... See full document

... Indian futures prices adjust to any discrepancy from long run equilibrium whereas the world prices are exogenous to the ...agricultural futures market is unidirectional and approximately 30% - 40% ... See full document

... of commodity derivative market in India dates back to the ancient times, but the first organized market was established in ...The commodity derivative market remained virtually absent in next four ... See full document

... in India have assumed a symmetric and linear relationship between ...from commodity futures and stock market do not show a continuous trend but exhibit time varying behaviour ...between ... See full document

... the commodity futures trading in India, has opened discussions on concept, development and issues associated with ...spot commodity exchanges, etc. Futures contracts perform two ... See full document

... Indian commodity futures market and has more than 2000 registered members operating through over 100,000 trader work stations across ...6growing commodity futures exchange in the world, in ... See full document

... of commodity futures contracts is informed by the theory of storage of Kaldor (1939), Working (1949) and Brennan (1958) and the hedging pressure hypothesis of Keynes (1930), Cootner (1960) and Hirshleifer ... See full document

... of futures trading compare spot price volatility before and after the introduction of futures ...of futures trading activity on spot volatility is investigated through augmented GARCH model in which ... See full document

... among commodity markets and commodity derivative markets encountered with speculative movements like other investment instruments over ...of commodity markets as precious metals (Baur & Glover, ... See full document

... of commodity futures market in India could not last for ...through futures trading may fuel inflation in Indian economy, then, the Central Government banned the futures trading in most ... See full document

... Indian commodity markets show contrasting ...Indian commodity markets are efficient in terms of price formation, price discovery and inter market ...in futures markets had a significant causal impact ... See full document

... A few studies have sought to combine the momentum and trend-following strategies. Faber (2010) examines momentum and a form of trend following in equity sector investing in the United States. Antonacci (2012) analyses ... See full document

... the futures contract, and purchases the foreign currency at an affordable ...1-year futures contracts, paid from a high-return portfolio of oil, gold and silver, which have higher returns than the ... See full document

... the futures of a particular commodity for hedging, as defined in the CFTC regulation; a non-commercial trader, on the other hand, does not have a hedging ...use futures for hedging, whereas ... See full document

... contextualised in an environment where a more positive attitude towards short selling (‘more positive’ with reference to the post-Depression years) has come to dominate market practice. This environment was described at ... See full document

... gold futures return-volatility relation is positive as it can be explained by the safe haven property of ...gold futures market is present indicating that gold futures respond similarly to financial ... See full document

... of futures has a “tipping peak and thick tail” feature and always disagrees with the normal ...of futures is a kind of heteroscedasticity sequence in conditional distribution with the “tipping peak and ... See full document

... the commodity and financial futures market in ...surrounding futures trading, by examining the dispute resolution procedures developed by the Supreme People’s Court, securities professional ... See full document