Research Papers Commodity Market

Research Papers Commodity Market-88
The unbiasedness hypothesis is rejected for most of the commodities.It is also found that for all commodities, some inefficiency exists in the short run. https://doi.org/10.1108/17554191311320773 Download as .

The unbiasedness hypothesis is rejected for most of the commodities.It is also found that for all commodities, some inefficiency exists in the short run. https://doi.org/10.1108/17554191311320773 Download as . This paper also links trading activity of Indian commodity futures markets with market efficiency.

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Recent regulations designed to tackle abuse and misconduct in trading markets now require many firms to install surveillance systems to monitor their trading activity.

But for most trading firms, actually achieving this is far from straightforward. The commodities markets are at an important crossroads in their evolution.

Canola is also called Rapeseed; pigs are also called hogs).

If you don't find any books on your commodity, remember that it is part of broader groups of commodities.

Founded in 1992 and owned by private equity investment firm Hellman & Friedman, Open Link is a global leader in transaction lifecycle management solutions across the commodity, energy and financial services industries.

It serves over 580 clients and has over 1,200 employees in 16 global offices in…The cointegration relationship is not found for the next to near months futures contracts, where futures trading volume is low.The authors find support for the hypothesis that thinly traded contracts fail to forecast future spot prices and are inefficient.The process of trading, procuring and selling commodities has always been risky and intricate, and it is only becoming more complex over time.The commodities markets are increasingly dominated by large integrated trading…For example, the commodity Canola is part of the Oilseeds group, which is part of the Grains group, which is part of the Agricultural group.The commodity pigs is part of the Livestock group, which is also part of the Agricultural group.Short‐run price dynamics with constant risk premium is modeled with ECM model and short‐run price dynamics with time varying risk premium is modeled using ECM‐GARCH in‐Mean framework.As far as long‐run efficiency is concerned, the authors find that near month futures prices of most of the commodities are cointegrated with the spot prices.In this paper, the authors aim to investigate the short‐run as well as long‐run market efficiency of Indian commodity futures markets using different asset pricing models.Four agricultural (soybean, corn, castor seed and guar seed) and seven non‐agricultural (gold, silver, aluminium, copper, zinc, crude oil and natural gas) commodities have been tested for market efficiency and unbiasedness.

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