Financialisation of commodities – Empirical evidence from the Indian financial market

Financialisation of commodities commenced from the year 2009 with massive inflows of institutional investment. There is mixed evidence as to whether this financialisation of commodities has led to increase in price volatility of the commodities. This study attempts to examine the financialisation of...

Szczegółowa specyfikacja

Opis bibliograficzny

1. autor:	Salim Shamsher
Format:	Artigo
Język:	Inglês
Wydane:	Elsevier 2021-03-01
Seria:	IIMB Management Review
Hasła przedmiotowe:	Financialisation Commodity derivatives GARCH Commodity price volatility Cointegration and causality
Dostęp online:	http://www.sciencedirect.com/science/article/pii/S0970389621000161
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