stdClass Object
(
    [id] => 16275
    [paper_index] => 202505-04-021901
    [title] => INTERLINKAGES BETWEEN AGRICULTURAL COMMODITY MARKETS AND STOCK INDICES IN INDIA: ANALYZING VOLATILITY, SPILLOVERS, AND FINANCIALIZATION TRENDS
    [description] => 
    [author] => Shivarajkumar J, Dr. K. Nirmala 
    [googlescholar] => 
    [doi] => https://doi.org/10.36713/epra21901
    [year] => 2025
    [month] => May
    [volume] => 13
    [issue] => 5
    [file] => fm/jpanel/upload/2025/May/202505-04-021901.pdf
    [abstract] => This study investigates the dynamic relationship between agricultural commodity markets and stock indices in India, focusing on price volatility, spillover effects, and financialization. Using secondary data from SEBI, MCX, NCDEX, BSE, and NSE, and applying econometric models like GARCH, VAR, and Johansen Cointegration, the study reveals significant volatility transmission from agricultural commodities such as soybean and corn to stock indices. Institutional investments have played a key role in influencing price dynamics, especially during periods of market stress. The futures market contributes to price discovery but faces challenges like low market depth and regulatory constraints. Policy recommendations include developing integrated agri-market platforms, enhancing risk management tools, and implementing regulatory measures to curb speculation. The study offers insights for policymakers and investors navigating the evolving landscape of India’s agribusiness and financial markets.
    [keywords] => Agricultural Commodities, Stock Markets, Price Volatility, Financialization, Spillover Effects, Market Efficiency, Risk Management, Futures Trading, Econometric Analysis. 
    [doj] => 2025-05-30
    [hit] => 
    [status] => 
    [award_status] => P
    [orderr] => 30
    [journal_id] => 4
    [googlesearch_link] => 
    [edit_on] => 
    [is_status] => 1
    [journalname] => EPRA International Journal of Economic and Business Review(JEBR)
    [short_code] => IJES
    [eissn] => 2347-9671 (O), 2349-0187(P)
    [pissn] => 
    [home_page_wrapper] => images/products_image/12.JEBR.png
)
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