This paper attempts to model the dependence structures of India's and Asian natural rubber futures (derivatives) markets. Though copula-based literature in commodity markets appears to be limited, it can capture non-linearity unlike simple correlation measures, and thus, the former can estimate...

The Indian commodity futures market is of recent introduction, albeit, it was in existence in a crude form a few centuries ago. After the opening of national level exchanges post 2002, the landscape of this market has witnessed phenomenal growth in terms of products on offer, trade volume,...

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...

Coffee futures market needs to be efficient to benefit the producers. This paper explores whether this market provides the environment of hedging. In addition, we examine informational efficiency in the futures to justify the criteria for adequacy of hedging. The study is significant as India...