commodities and assets. Is success of a commodity more of a magic than a science is the main debate which has been discussed …

interventions in some commodities that appear to be sensitive in common man's consumption basket. These interventions often generate … assessing potential success of a commodity in agri-futures in India. We find that commodities that are relatively less sensitive … commodities. Thus, the lessons learnt are that futures market can be deepened in India by (1) focusing first on "non …

Chinese futures markets for agricultural commodities are among the fastest growing futures markets in the world and … speculative activity in Chinese futures markets for agricultural commodities destabilizes futures returns. To capture speculative …-lag relationship between speculative activity and returns volatility. For most of the commodities, we find a positive influence of the …

agricultural commodities. We first provide a broad picture of how these markets function and how they have evolved, showing that …

The aim of this paper is to investigate the market efficiency of Indian agricultural commodities - pepper and soybean … on National Commodities & Derivatives Exchange (NCDEX) using Johansen's co-integration test, VECM and granger causality … test. The analysis used daily data on spot prices and near month futures prices of two agricultural commodities over the …

new price discovery metric, the present study analyzes this relationship for various agricultural commodities. On the …