Volume : VI, Issue : III, March - 2016

AGRICULTURAL COMMODITY FUTURES IN INDIA

Surobhi Mukherjee

Abstract :

 The article analyses the role of commodity futures market in India, especially in the agriculture sector. Commodity derivatives were introduced with the aim of mitigating and lowering the price risk that the farmers face. This article tries to highlight and contrast the behaviour of futures market for export and import crops. Firstly, price discovery is analysed with the help of Granger causality test and the question of why futures market do not fulfil this role for some crops is discussed. Secondly, statistical analysis of the relation between spot and future price shows differences across crops.

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Article: Download PDF   DOI : 10.36106/ijar  

Cite This Article:

Surobhi Mukherjee AGRICULTURAL COMMODITY FUTURES IN INDIA Indian Journal of Applied Research, Vol.6, Issue : 3 March 2016

Number of Downloads : 574

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