This research studies determinants of silver futures price volatility in Thailand Futures Exchange using generalized autoregressive conditional heteroskedasticity model. The sample data consist of daily closing price, volume, and open interest of silver futures from the period June 21, 2011 to...

The agricultural commodity futures market in India is constantly evolving due to favorable government policies and continuous reforms since 2002. An important function of the futures market is to aid in efficient price discovery. However, heightened volatility, induced by speculation has...