An evidence of speculation in Indian commodity markets
AbstractRecent price surge in commodity markets has stipulated the intensity of various factors which lead the price volatility. There are multiple-factors namely, traditional supply and demand, excess global liquidity (i.e., monetary inflows in commodity markets), and financialization i.e., financial investors (portfolio investment and speculation) attitude. This paper is an attempt to investigate for the evidence and impact of speculation on volatility of commodity prices in Indian commodity markets. And, results exhibit that speculation has played decisive role in the commodity price bubble during the global crisis in India. --
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Date of creation: 23 Apr 2012
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Commodity Markets; Speculation; Price Volatility; Financialization; Investor’s behaviour;
Other versions of this item:
- Varadi, Vijay Kumar, 2012. "An evidence of speculation in Indian commodity markets," MPRA Paper 38337, University Library of Munich, Germany.
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-02 (All new papers)
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