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A sharp increase in the popularity of commodity investing in the past decade has triggered an unprecedented inflow of institutional funds into commodity futures markets, referred to as the financialization of commodities. In this paper, we explore the effects of financialization in a model that...
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substantial part in assessing the price volatility of the commodity futures market in India. …The research investigated the impact of macroeconomic variables on the volatility of the commodity futures market in … India (together with oil futures, agricultural commodity futures and metal futures). The monetary policies, financial market …
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the price volatility of crude oil and natural gas listed on multi commodity exchange of India (MCX). We measured the … leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural … COVID-19 on the price volatility of crude oil. However, this leverage effect is not present on the price volatility of …
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