Time Series Analysis of Spot and Future Commodity Market in India During Covid – 19

نویسندگان

چکیده

Derivatives are innovative financial instruments in the 21st century to help market participants mitigating risk. Commodity derivatives not new world, but reentered with face into fray. In India, introduced at first on index and followed by securities commodities phase wise for betterment of markets price discovery. The present study explores association trend between Spot Futures Market India before during Covid – 19 pandemic. uses descriptive, analysis correlation analysis. done using MCX four major agriculture non-agriculture such as Cotton, Mentha oil, Crude oil Natural gas spot well future price. Indian commodity futures can be used hedging tool diversifying risk crisis period.

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ژورنال

عنوان ژورنال: Asian Journal of Agricultural Extension, Economics and Sociology

سال: 2023

ISSN: ['2320-7027']

DOI: https://doi.org/10.9734/ajaees/2023/v41i92132