commodity market in mcx

1. Factors Influencing the Selected
Commodity Market in MCX
G. HUDSON ARUL VETHAMANIKAM
Doctoral Research Scholar,
Alagappa Institute of Management,
Alagappa University,
Karaikudi – 630 004

2. Area of the Research
Domain : Finance
Sub-Domain : Commodity Market
Concept : Gold Market in MCX
Context : Investors in Commodity Market

3. Review of Literature
Sl.
No
Authors Objectives Variable Used Research Gap
1 Soytas et. al., (2009)
Performance of Oil and
Gold
Inflation
(Future Market)
The authors covered
only One Factors
2 Hector et. al., (2010)
Selected Agricultural
Commodity in MCX
GDP
(Future Market)
The authors covered
only One Factors
3 Arouri et. al., (2012)
To study the Returns of
Bullion Markets
Inflation
(Future Market)
The authors covered
only One Factors
4 Donald Lien et. al (2013)
The behaviour of Bullion
markets
FII, Inflation
(Future Market)
The authors covered
only Two Factors

4. Research Models
Commodities
Gold Silver Agricultural Commodity
Factors
Inflations Inflations Inflations
GDP --- GDP
FII FII ---
FDI FDI FDI

5. Objectives of the Study
 To identify the factors influencing on Gold commodity market in
MCX.
 To measure the Behaviour of spot and future market on gold in
MCX.

6. Models Will Used in Research
Software Use: EViews and gretl
 Unit root Test
 ARMA (Autoregressive Moving Average)
 ARIMA (Autoregressive Integrated Moving Average)
 ARCH (Autoregressive Conditional Heteroskedasticity)
 Cointegration Test