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International Journal in Management & Social Science
Year : 2015, Volume : 3, Issue : 7
First page : ( 444) Last page : ( 453)
Online ISSN : 2321-1784.

How attractive is the Commodity Futures in India?

Goswami Bhaskar1, Mukherjee Isita2

1Assistant Professor, Department of Economics, The University of Burdwan, India

2Research Fellow, Department of Economics, The University of Burdwan

JEL Classification: G10, G11, G12, G13.

Online published on 22 June, 2018.

Abstract

The purpose of this paper is to evaluate return and its associated risk of commodity futures vis-à-vis other financial assets in India. The paper is based on the review of empirical study on risk-return of twenty three (23) actively traded commodity futures from different sectors and comparing them with other financial assets like common stocks, long-term government bonds and treasury bills. The span of study period is 2004 to 2012. The results obtained from this study can throw important insights regarding the investors’ preference of financial assets in India.

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Keywords

Bonds, Commodity futures, Common stocks, Return, Risk, T-bills.

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