Price gouging of futures on commodity indices in India (Record no. 42982)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01901nam a22001937a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171009181010.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160409b xxu||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Naresh, G |
| 9 (RLIN) | 21462 |
| 245 ## - TITLE STATEMENT | |
| Title | Price gouging of futures on commodity indices in India |
| Remainder of title | G Naresh, S Thiyagarajan and S Mahalakshmi |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Hydrabad |
| Name of publisher, distributor, etc | IUP Publication |
| Date of publication, distribution, etc | June 2015 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 7-18 p. |
| Other physical details | Paper |
| 500 ## - GENERAL NOTE | |
| General note | Market participants in derivatives market will continue to make wild speculation because their only goal is to make profit, and the more artificial demand they create, the more commodity prices will rise artificially away from the levels justified by the market fundamentals. Hence, the price in the futures market is not based on actual supply and demand figures. The government suspends futures trading in commodities as soon as it suspects that such trading may affect adversely the prices of those commodities to the detriment of one or the other class of society. However, the government regularly fails to find a solution to the price gouging in commodities. But one must look at what actions can be taken in the short run in order to stabilize the economy in the long run. The chequered futures trading in commodities only leads to suspicion among the practitioners, market participants, policy makers, economists and academicians too. Thus, it is necessary to revisit whether the algorithmic trading in futures contracts is seriously affecting the underlying spot contracts whereby the futures prices cause the underlying spot prices in Indian commodities market, by using Panel Cointegration and Error Correction Models. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk Management |
| General subdivision | Risk-Return |
| 9 (RLIN) | 21517 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Thiyagarajan, S |
| 9 (RLIN) | 21549 |
| Relator code | S Mahalakshmi |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 30419 |
| Host Itemnumber | 53627 |
| Main entry heading | MURTHY, E N |
| Place, publisher, and date of publication | IUP PUBLICATION HYDEARABAD |
| Other item identifier | 5554016 |
| Title | FINANCIAL RISK MANAGEMENT |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 13/04/2016 | The IUP Journal of Financial Risk Management / Vol XII No. 2 / March 2015 | Vol. XII, No. 2/ 5554335JA1 | 5554335JA1 | 13/04/2016 | 13/04/2016 |