Work

How do macroeconomic determinants and weather conditions jointly influence the commodity derivative market?

Year: 2026

Type: article

Abstract: The study aims to identify the long-run influence of macroeconomic determinants along with weather conditions on the commodity derivative market.

Source: Journal of Derivatives and Quantitative Studies 선물연구

DOI: 10.1108/jdqs-04-2025-0016

Authors: Ruchita Verma, Dhanraj Sharma, Deepak Kumar

Institution: Central University of Punjab

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: diamond

OpenAlex ID: W7205005437

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Cites: 56

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Related to: 10