The macroeconomic variables impact on commodity futures volatility: A study on Indian markets

The research investigated the impact of macroeconomic variables on the volatility of the commodity futures market in India (together with oil futures, agricultural commodity futures and metal futures). The monetary policies, financial market information and economic environments are determined by the...

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Bibliographic Details
Main Authors: Nenavath Sreenu, K.S. S. Rao, Kishan D
Format: Article
Language:English
Published: Taylor & Francis Group 2021-01-01
Series:Cogent Business & Management
Subjects:
Online Access:http://dx.doi.org/10.1080/23311975.2021.1939929