Purpose It has become an ongoing debate whether Indian commodity futures markets can accommodate farmers. The purpose of this paper is to examine whether Indian commodity futures markets help rationalize farmers’ price expectation. The study starts with questions on the efficiency and other...

We have taken pepper as a commodity to explore the co-integrating vectors, nature/direction of causality, and subsequently, we try to model volatility spillover in Indian pepper futures and spot markets employing Johansen‟s co-integration, VECM, Granger causality and variance decomposition...

This paper is an attempt to examine the reliability and usefulness of ex ante measures of portfolio formulation by selecting securities from a well-defined sampling frame. Four indices are employed to achieve the objectives of the study, namely, Sharpe index, Treynor index, Jensen index and...