Measuring volatility in the Indian commodity futures
S. Kirithiga, G. Naresh, S. Thiyagarajan
Abstract
S. Kirithiga, G. Naresh, S. Thiyagarajan
Abstract
Like the financial futures, the use of commodity futures is also considered to be more generic as it benefits larger stakeholders and the economy as well. The increasing participation in the commodities market by the investors is alarming for their risk bearing capacity where the benefit of leverage in the futures trading is attracting more number of participants. Thereby, the increase in commodity futures trading has put forth the discussion of uncertainties about their future price movements. Thus, for better mitigation of its price risk, knowing about the fluctuation of asset prices in the commodity futures market is necessary.
OpenAlex reports 2 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
Like the financial futures, the use of commodity futures is also considered to be more generic as it benefits larger stakeholders and the economy as well. The increasing participation in the commodities market by the investors is alarming for their risk bearing capacity where the benefit of leverage in the futures trading is attracting more number of participants. Thereby, the increase in commodity futures trading has put forth the discussion of uncertainties about their future price movements. Thus, for better mitigation of its price risk, knowing about the fluctuation of asset prices in the commodity futures market is necessary.
Key concepts: Futures contract, Contango, Leverage (statistics), Volatility (finance), Financial economics, Forward market, Commodity pool, Economics