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ISSN Print: 2394-7500, ISSN Online: 2394-5869, CODEN: IJARPF

Impact Factor: RJIF 5.2

International Journal of Applied Research

Vol. 2, Issue 1, Part A (2016)

Consequence of price discovery in commodity futures market

Author(s)
Dr. K Brindha, K Suseelamani
Abstract
This paper examines the effect of price discovery mechanism for commodity futures market thereby it estimates the relationship between futures and spot prices. GOLD and SILVER are two commodities considered for evaluation. In general, the commodity market efficiency is analyzed based on analytical and technical perspectives. Especially the commodity market is significantly affected by external factors. The result states that futures prices have found less volatility than spot expected price.
Pages: 20-23  |  723 Views  36 Downloads
How to cite this article:
Dr. K Brindha, K Suseelamani. Consequence of price discovery in commodity futures market. International Journal of Applied Research. 2016; 2(1): 20-23.
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