Speculation, Returns, Volume and Volatility in Commodities Futures Markets
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- Shalini, Velappan & Prasanna, Krishna, 2016. "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, vol. 53(C), pages 40-57.
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KeywordsEnergy; Commodities; Futures markets; Speculation; GARCH; Market depth; Volumes;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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