An evidence of speculation in Indian commodity markets

Vijay Varadi ()

EconStor Preprints from ZBW - Leibniz Information Centre for Economics

Abstract: Recent price surge in commodity markets has stipulated the intensity of various factors which lead the price volatility. There are multiple-factors namely, traditional supply and demand, 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 impact of speculation on volatility of commodity prices in Indian commodity markets. And, results exhibit that speculation has played decisive role in the commodity price bubble during the global crisis in India.

Keywords: Commodity Markets; Speculation; Price Volatility; Financialization; Investor’s behaviour (search for similar items in EconPapers)
JEL-codes: G12 G18 G28 (search for similar items in EconPapers)
Date: 2012-04-23
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Citations: View citations in EconPapers (3)

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Related works:
Working Paper: An evidence of speculation in Indian commodity markets (2012)
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