Results 11 to 20 of about 20,879 (258)
IIMB Management Review, 2021 The paper is an attempt to assess the Indian agricultural commodity futures market in terms of price discovery, hedging efficiency, and volatility.
Bhabani Sankar Rout +2 more
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Model Uncertainty in Commodity Markets [PDF]
SSRN Electronic Journal, 2015 Summary: Agents who acknowledge that their models are incorrectly specified are said to be ambiguity averse, and this affects the prices they are willing to trade at. Models for prices of commodities attempt to capture three stylized features: seasonal trend, moderate deviations (a diffusive factor), and large deviations (a jump factor) both of which ...
Álvaro Cartea +2 more
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URGENSI PENGATURAN UNDANG-UNDANG PASAR FISIK ASET KRIPTO (CRYPTO ASSET)
Dialogia Iuridica, 2021 Crypto Assets is a new alternative investment concept in Indonesia. The legal basis for regulating crypto assets currently in force in Indonesia cannot accommodate the development of the Crypto assets concept which continues to undergo significant ...
Hans Christoper Krisnawangsa +3 more
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Financialization in Commodity Markets [PDF]
, 2017 The financialization view is that increased trading in commodity futures markets is associated with increases in the growth rate and volatility of commodity spot prices. This view gained credence because in the 2000s trading volume increased sharply and many commodity prices rose and became more volatile.
Chari, Varadarajan V. +1 more
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Anomalies in Commodity Futures Markets [PDF]
The Quarterly Journal of Finance, 2021 In recent years, commodity markets have become increasingly popular among financial investors. While previous studies document a factor structure, not much is known about how prominent anomalies are priced in commodity futures markets. We examine a large set of such anomaly variables.
Fabian Hollstein +2 more
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Commodity Market Heterogeneity and Cross-Market Integration
Applied Finance Letters, 2017 We evaluate the recent levels of heterogeneity and cross-market integration for fluctuations in commodity futures returns for a post-financial-crisis data sample. We find that a single commodity-market risk factor explains 30.6% of the total variation in
Michael Kunkler
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Jurnal Manajemen & Agribisnis, 2018 The investigation of the efficient market validity hypothesis is a favorite topic in financial literature. However, there are still limited research on futures market commodity, especially the futures market in Indonesia.
Ria Maulida +2 more
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COMMODITY MARKET: INTEGRAL ASSESSMENT TECHNIQUE [PDF]
Экономика региона, 2010 An integral assessment technique with regard to regional commodity market condition is discussed in the present paper. The given technique allows us to take the most substantial aspects of commodity market functioning into thorough consideration, namely,
S. A. Neganov +2 more
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The macroeconomic variables impact on commodity futures volatility: A study on Indian markets
Cogent Business & Management, 2021 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).
Nenavath Sreenu, K.S. S. Rao, Kishan D
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Research Papers in Economics and Finance, 2020 The primary objective of this study is to find the disparities in the commodity product offerings in various financial markets across the world along with their market concentration levels.
Subhakara Valluri
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