An evidence of speculation in Indian commodity markets

Vijay Varadi ()

MPRA Paper from University Library of Munich, Germany

Abstract: Recent price surge in commodity markets has stipulate intensity of various factors which lead price volatility. There are multi-factors such as traditional supply and demand factors, excess global liquidity i.e., monetary inflows in commodity markets and financialization i.e., financial investors (portfolio investment and speculation) attitude. This paper is an attempt to investigate for the evidence and its impact of speculation on volatility of commodity prices in Indian commodity markets. Overall, results show that speculation has played decisive role in the price bubble during the global crisis.

Keywords: Commodity Markets; Speculation; Price Volatility; Financialization and Investor’s behaviour (search for similar items in EconPapers)
JEL-codes: G12 G18 G28 (search for similar items in EconPapers)
Date: 2012-03
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Citations: View citations in EconPapers (3)

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