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Title: :  Essay on “Information asymmetry, market efficiency and likelihood of arbitrage” in bullion and energy sectors commodity market in India
PaperId: :  12426
Published in:   International Journal Of Advance Research And Innovative Ideas In Education
Publisher:   IJARIIE
e-ISSN:   2395-4396
Volume/Issue:    Volume 6 Issue 4 2020
DUI:    16.0415/IJARIIE-12426
Licence: :   IJARIIE is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

Author NameAuthor Institute
JAGRUTI MAHANTAPONDICHERRY UNIVERSITY
MOHAMMED RIZWIN KPPONDICHERRY UNIVERSITY
SUHAIL MPONDICHERRY UNIVERSITY

Abstract

FINANCE
market efficiency, spot price, future price, bullion, energy, stationary, co-integration, causality
The evolution and growth of bullion and energy precinct commodities market in India has shown an impressive record of performance in the past decade. Hedging under these categories is becoming a thriving phenomenon itself compared to the other sector commodities traded in India because of its volatility spillovers. Exploration of the fact underlying such a structural breakdown can bring sometime a presence of information asymmetry in the markets under study and that may cause a severe arbitrage. The purpose of this paper is to identify the efficiency of bullion and energy sector commodity markets by assessing the relationships between futures prices and spot market prices. Consisting with the hypothesis that Indian commodity future market of bullion and energy sectors is efficient and symmetry of information is being maintained among all the stake holders who are having the active participation in both the markets. The entire work has been categorized into two sections comprising chapter one, detailing bullion market and chapter two elucidates energy sector commodity derivatives. The sample has been encompassed 7 bullions and 3 energy sector commodities from 2016 to 2019

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IJARIIE JAGRUTI MAHANTA, MOHAMMED RIZWIN KP, and SUHAIL M. "Essay on “Information asymmetry, market efficiency and likelihood of arbitrage” in bullion and energy sectors commodity market in India" International Journal Of Advance Research And Innovative Ideas In Education Volume 6 Issue 4 2020 Page 1105-1114
MLA JAGRUTI MAHANTA, MOHAMMED RIZWIN KP, and SUHAIL M. "Essay on “Information asymmetry, market efficiency and likelihood of arbitrage” in bullion and energy sectors commodity market in India." International Journal Of Advance Research And Innovative Ideas In Education 6.4(2020) : 1105-1114.
APA JAGRUTI MAHANTA, MOHAMMED RIZWIN KP, & SUHAIL M. (2020). Essay on “Information asymmetry, market efficiency and likelihood of arbitrage” in bullion and energy sectors commodity market in India. International Journal Of Advance Research And Innovative Ideas In Education, 6(4), 1105-1114.
Chicago JAGRUTI MAHANTA, MOHAMMED RIZWIN KP, and SUHAIL M. "Essay on “Information asymmetry, market efficiency and likelihood of arbitrage” in bullion and energy sectors commodity market in India." International Journal Of Advance Research And Innovative Ideas In Education 6, no. 4 (2020) : 1105-1114.
Oxford JAGRUTI MAHANTA, MOHAMMED RIZWIN KP, and SUHAIL M. 'Essay on “Information asymmetry, market efficiency and likelihood of arbitrage” in bullion and energy sectors commodity market in India', International Journal Of Advance Research And Innovative Ideas In Education, vol. 6, no. 4, 2020, p. 1105-1114. Available from IJARIIE, http://ijariie.com/AdminUploadPdf/Essay_on_“Information_asymmetry__market_efficiency_and_likelihood_of_arbitrage”_in_bullion_and_energy_sectors_commodity_market_in_India_ijariie12426.pdf (Accessed : 29 July 2020).
Harvard JAGRUTI MAHANTA, MOHAMMED RIZWIN KP, and SUHAIL M. (2020) 'Essay on “Information asymmetry, market efficiency and likelihood of arbitrage” in bullion and energy sectors commodity market in India', International Journal Of Advance Research And Innovative Ideas In Education, 6(4), pp. 1105-1114IJARIIE [Online]. Available at: http://ijariie.com/AdminUploadPdf/Essay_on_“Information_asymmetry__market_efficiency_and_likelihood_of_arbitrage”_in_bullion_and_energy_sectors_commodity_market_in_India_ijariie12426.pdf (Accessed : 29 July 2020)
IEEE JAGRUTI MAHANTA, MOHAMMED RIZWIN KP, and SUHAIL M, "Essay on “Information asymmetry, market efficiency and likelihood of arbitrage” in bullion and energy sectors commodity market in India," International Journal Of Advance Research And Innovative Ideas In Education, vol. 6, no. 4, pp. 1105-1114, Jul-Aug 2020. [Online]. Available: http://ijariie.com/AdminUploadPdf/Essay_on_“Information_asymmetry__market_efficiency_and_likelihood_of_arbitrage”_in_bullion_and_energy_sectors_commodity_market_in_India_ijariie12426.pdf [Accessed : 29 July 2020].
Turabian JAGRUTI MAHANTA, MOHAMMED RIZWIN KP, and SUHAIL M. "Essay on “Information asymmetry, market efficiency and likelihood of arbitrage” in bullion and energy sectors commodity market in India." International Journal Of Advance Research And Innovative Ideas In Education [Online]. volume 6 number 4 (29 July 2020).
Vancouver JAGRUTI MAHANTA, MOHAMMED RIZWIN KP, and SUHAIL M. Essay on “Information asymmetry, market efficiency and likelihood of arbitrage” in bullion and energy sectors commodity market in India. International Journal Of Advance Research And Innovative Ideas In Education [Internet]. 2020 [Cited : 29 July 2020]; 6(4) : 1105-1114. Available from: http://ijariie.com/AdminUploadPdf/Essay_on_“Information_asymmetry__market_efficiency_and_likelihood_of_arbitrage”_in_bullion_and_energy_sectors_commodity_market_in_India_ijariie12426.pdf
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