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...

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...

Purpose – The purpose of the paper is to study the explainability of expected and unexpected trade volume and open interest as information flow, and the asymmetric effects of unexpected shocks to the information flow on volatility in Indian commodity markets. Design/methodology/approach –...

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,...

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...

The case is about FINO PayTech Ltd. popularly known as FINO. FINO has come up as an alternative channel to reach millions of un-banked population. Economic and social development of any economy heavily depends on the access to finance. Access to finance for the poor is not only essential for...