Price Volatility, Trading Volume and Open Interest: Evidence from Indian Commodity Futures Markets

B. Rajesh Kumar

doi:10.2139/ssrn.1328327

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JOURNAL ARTICLE

Price Volatility, Trading Volume and Open Interest: Evidence from Indian Commodity Futures Markets

B. Rajesh Kumar

Year: 2009 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)

DOI: 10.2139/ssrn.1328327

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Keywords:

Volatility (finance) Economics Financial economics Volatility swap Futures contract Volatility smile Autoregressive conditional heteroskedasticity Speculation Econometrics Forward volatility Algorithmic trading Implied volatility Monetary economics Finance

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Market Dynamics and Volatility

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Monetary Policy and Economic Impact

Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance

Price Volatility, Trading Volume and Open Interest: Evidence from Indian Commodity Futures Markets

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