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- W1954703147 abstract "Commodity derivatives play a pivotal role in the price risk management process especially in any agricultural surplus country. As unique hedging instruments derivatives such as forwards, futures, swaps, options and exotic derivative products are extensively used in the global market. However, Indian market is limited to commodity futures only. The present study is an investigation into the present status, growth constraints and developmental policy alternatives for commodity futures markets in India. The study has surveyed the various publicly available websites of recognized commodity exchanges and their organizational and the regulatory set up for futures trading. Also, as the factors that drive commodity prices are observed to be different from the factors that drive equity prices, commodities are perceived to be effective diversifying agents. This study explores the advantages of adding commodities to a portfolio of equities in Indian context based on empirical data and quantifies the diversification benefit and downside risk protection the commodities offer in portfolio context. The study concluded that the less-than-perfect or negative correlation of commodities with equities makes them an excellent candidate for diversification. This diversification benefit was demonstrated in two ways. First, it was observed that by adding commodity futures to a portfolio of equities enhance the risk-adjusted return of a portfolio. Second, it was observed that adding commodity futures to equity portfolios provides a significant downside protection and enhances skewness and kurtosis of the return distribution." @default.
- W1954703147 created "2016-06-24" @default.
- W1954703147 creator A5059230101 @default.
- W1954703147 date "2008-01-01" @default.
- W1954703147 modified "2023-09-26" @default.
- W1954703147 title "Commodity Futures Markets in India: Riding the Growth Phase" @default.
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- W1954703147 doi "https://doi.org/10.2139/ssrn.1090843" @default.
- W1954703147 hasPublicationYear "2008" @default.
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