Sehgal, Sanjay; Pandey, Asheesh - In: Vision 16 (2012) 4, pp. 273-281
In this article we employ data for 12 commodities, four commodity indices and one stock market proxy from July 2006 to February 2011 for India. We find that commodities that provide higher average returns also exhibit higher price volatility. The return distributions for commodities as well as...