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Price dissemination of international and domestic commodity markets

S. Thiyagarajan et al.

International Journal of Bonds and Derivatives2021https://doi.org/10.1504/ijbd.2021.116959article
ABDC C
Weight
0.39

What the paper says

The major international commodity exchanges in which more trading of commodities takes place acts as price informative market apart from the producing countries market. The efficiency of national commodities market can be achieved when the market incorporates price information from these major commodity exchanges across the globe. Commodity futures market in general is said to inculcate all available information related to it from the spot market. Recently, the regulating authorities of the commodity exchanges in India have permitted 'eligible foreign entities' to participate in commodity derivatives markets for hedging their exposure. However, global entities speculate commodity prices through various commodity funds and have been considered as a popular financial investment rather than hedging (Mahalakshmi et al., 2012a). Thereby, commodity derivatives market imbibes international price information. Therefore, this paper deals with the objective of analysing the causal relationship that may exist among domestic spot, futures and overseas commodity prices.

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https://doi.org/https://doi.org/10.1504/ijbd.2021.116959

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@article{s.2021,
  title        = {{Price dissemination of international and domestic commodity markets}},
  author       = {S. Thiyagarajan et al.},
  journal      = {International Journal of Bonds and Derivatives},
  year         = {2021},
  doi          = {https://doi.org/https://doi.org/10.1504/ijbd.2021.116959},
}

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Price dissemination of international and domestic commodity markets

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Evidence weight

0.39

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.11 × 0.4 = 0.04
M · momentum0.80 × 0.15 = 0.12
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.