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An Evidence of Speculation in Indian Commodity Markets

Vijay Kumar Varadi


February 20, 2012

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.

Number of Pages in PDF File: 23

Keywords: Commodity Markets, Speculation, Price Volatility, Financialization and Investor’s behaviour

JEL Classification: G12, G18, G28

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Date posted: April 20, 2012  

Suggested Citation

Varadi, Vijay Kumar, An Evidence of Speculation in Indian Commodity Markets (February 20, 2012). Available at SSRN: https://ssrn.com/abstract=2043023 or http://dx.doi.org/10.2139/ssrn.2043023

Contact Information

Vijay Kumar Varadi (Contact Author)
ICRIER ( email )
Lodi Road
India Habitat Centre
New Delhi, Delhi, New Delhi 100003
HOME PAGE: http://www.icrier.org/page.asp?MenuID=3&SubCatId=9&SubSubCatId=873
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