NCDEX Institute of Commodity Markets and Research
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NCDEX Institute of Commodity Markets and Research
National Workshop on Commodity Research - 10th October 2007

SESSION 1: COMMODITY MARKET DYNAMICS
1.1
Understanding Fluctuation: Demand and Supply Side Perspectives
Dr. Nilanjan Banik
Associate Professor, Centre for Advanced Financial Studies (CAFS),
Institute for Financial Management and Research (IFMR), Chennai
Abstract Presentation
 
1.2
Measuring the Need, Relevance and Efficiency of Commodity Trading Advisers (CTA) in India
Dr. Sheeba Kapil and Dr. K. N. Kapil
Associate Professor, Indian Institute of Foreign Trade (IIFT), Delhi and Assistant Professor, Institute of Management and Technology (IMT), Ghaziabad (respectively)
Abstract Presentation
 
1.3
Role of CSO-CBO Partnership in the Aggregation of Agricultural Commodities: Issues and Prospects for Commodity Futures Markets
Mr. Yeswanth D. and Mr. Sai Krishna N.
Doctoral student, Fellow Programme in Rural Management (FPRM), Institute of Rural Management Anand (IRMA), Anand (both)
Abstract Presentation
 
1.4
Impact of Markets on Production of Selected Agricultural Commodities : A Study of Cardamom, Potato and Jaggery
Dr. P. K. Mandanna
Professor and Head, Department of Agricultural Marketing, Cooperation and Business Management, University of Agricultural Sciences, Bangalore
Abstract Presentation
 
1.5
Market Reforms and the Dynamics of Cotton Trading in India: A Comparative Assessment of Small Cotton Producers in Gujarat and Maharashtra
Dr. P K Viswanathan and Dr. N. Lalitha
Associate Professor (both), Gujarat Institute of Development Research (GIDR), Ahmedabad
Abstract Presentation
 

SESSION 2: RISK MANAGEMENT IN AGRICULTURE THROUGH FUTURES
2.1
Was Banning Wheat Futures Economically Justifiable?
Dr. Alka Parikh
Reader, Department of Economics, University of Mumbai
Abstract Presentation
 
2.2
Food Security in India: Does the Futures Market for Wheat Meet the Bill?
Prof. K.V. Bhanu Murthy
Professor, Department of Commerce, Delhi School of Economics (DSE), University of Delhi
Abstract Presentation
 
2.3
Convenience Yields Modeling as Call Options: Indian Wheat Market
Mr. Ashutosh Roy
Doctoral student, Indian Institute of Management (IIM), Ahmedabad
Abstract Presentation
 
2.4
Factors Affecting Forward Pricing Decisions: Evidence from the Indian Poultry Sector
Mr. Dwaipayan Bardhan
Assistant Professor, Department of Veterinary and Animal Husbandry Extension, College of Veterinary and Animal Sciences, G. B. Pant University of Agriculture and Technology (G.B.P.U.A & T), Pantnagar
Abstract Presentation
 
2.5
Structure of the Rice and Soybean Futures Markets: Implications for Farm Production and Income
Prof. Vishwa Ballabh and Prof. Prantik Ray
Professor, Xavier Labour Relations Institute in India (XLRI), Jamshedpur (both)
Abstract Presentation
 

SESSION 3: PRICING BEHAVIOUR OF COMMODITY FUTURES MARKETS
3.1
Analysis of Oil Seeds & Grain Price Volatility in India: A VEC-MVGARCH Approach
Dr. Alok Pandey
Associate Professor (Finance), Institute of Management Technology (IMT), Ghaziabad
Abstract Presentation
 
3.2
Price Discovery and Convergence in the Indian Commodities Market: A Two Regime Threshold VAR approach
Mr. Vishwanathan Iyer and Mr. Hardik Mehta
Faculty Member in Finance and Econometrics, ICFAI Business School (IBS), Hyderabad; and Business Analyst, Financial Services Division, HCL Technologies, Bangalore (respectively)
Abstract Presentation
 
3.3
Forecasting Gold Futures Prices: Application of ARIMA and GARCH Models
Dr. Nupur Hetamsaria and Mr. Mithun Maity
Assistant Professor, ICFAI Business School (IBS), Hyderabad and Research Analyst, Karvy Comtrade Limited, Hyderabad (respectively)
Abstract Presentation
 
3.4
Lead Lag Relationship between Gold Futures and Spot Prices
Dr. Daniel Lazar, Dr. K. C. S. Rao and Dr. Joseph Jeyapaul
Reader in Finance, Department of Commerce, Pondicherry University, Pondicherry; Professor and Head, Department of Banking Technology, School of Management, Pondicherry; and Professor and Head, Department of Economics, Loyola College, Chennai (respectively)
Abstract Presentation
 
3.5
High Frequency Data Prediction for Indian Metals Futures: A Multiple Regression Approach
Mr. Somnath Dey
Head Metals and Energy Research, Religare Commodities Limited
Abstract Presentation
 
3.6
Emergence of Commodities as an Investment Class: Its Relevance to Retail Investors and Risk Management for Industry
Prof. Deepak Ukidave
Associate Dean, ICFAI Business School, Mumbai

Abstract Presentation
 
3.7
Agri-Commodities Future Price Discovery Parable: Imperfections Galore
Prof. Jacob George
Chair & Professor, Faculty of Economics and Development Planning (FEDP), Haryana Institute of Public Administration, Gurgaon
Abstract Presentation
 

SESSION 4: PRICING BEHAVIOUR OF AGRICULTURAL FUTURES MARKETS
4.1
Price Convergence in Agricultural Commodity Markets
Dr. Surabhi Mittal
Fellow, Indian Council for Research on International Economic Relations (ICRIER), New Delhi
Abstract Presentation
 
4.2
An Examination of the Maturity Effect in the Indian Commodities Futures Market
Dr. Ashutosh Verma and Dr. C.V.R.S. Vijay Kumar
Assistant Professor (both), Indian Institute of Forest Management (IIFM), Bhopal
Abstract Presentation
 
4.3
Impact of Futures Trading on Commodity Prices: A Study of Pulses Contracts
Dr. Golaka C Nath and Dr. T. Lingareddy
Vice-President and Deputy Manager (respectively), Research & Surveillance Department, The Clearing Corporation of India Limited (CCIL), Mumbai
Abstract Presentation
 
4.4
Hedging Effectiveness with Physical Delivery and Cash Settlement in the Indian Commodity Derivatives Market: An Empirical Comparison
Dr. Prasanna Kumar Barik and Dr. M V Supriya
Associate Fellow, Centre for Multi-Disciplinary Development Research, Dharwad and Assistant Professor, Department of Management Studies, Anna University, Chennai
Abstract Presentation
 
4.5
Price Discovery in Futures and Spot Commodity Markets in India
Dr. Pratap Chandra Biswal and Mr. Raghavendra Badaskar
ICICI Bank BFSI Chair Professor and PGP II Student (respectively), T. A. Pai Management Institute, Manipal
Abstract Presentation
 
4.6
Interrelation of Futures and Spot Market: A Study of Wheat and Urd Market
Dr. Praveen K. Jain and Dr. B. S. Hansra
Lecturer (Agri-business Management) and Lecturer and Director (respectively), School of Agriculture, Indira Gandhi National Open University, Delhi
Abstract Presentation
 
4.7
Future Trading Activity and Commodity Cash Price Volatility: Evidence from India
Dr. Namita Rajput and Prof. Sanjay Sehgal
Professor of Finance, Department of Financial Studies, South Campus, University of Delhi, Delhi and Reader in Commerce, Sri Aurobindo College, University of Delhi, Delhi (respectively)
Abstract Presentation
 

SESSION 5: PERFORMANCE & REGULATION OF COMMODITY FUTURES MARKETS
5.1
Performance of Agricultural Futures Markets in India
Dr. Jatinder Bir Singh
Senior Consultant, NCDEX Institute of Commodity Markets and Research (NICR)
Abstract Presentation
 
5.2
Efficiency Analysis of Futures Markets in Agricultural Commodities India: Cointegration and Causality Tests Analysis
Dr. Jabir Ali and Dr. Kriti Bardhan Gupta
Assistant Professor (both), Agriculture Management Centre, Indian Institute of Management (IIM), Lucknow
Abstract Presentation
 
5.3
Impact of Risk Management Options for Agricultural Feedstocks for Biofuel Production on Commodity Trade
Mr. Anandajit Goswami
Associate Fellow, Centre for Global Agreements, Legislation and Trade, Resources and Global Security Division, The Energy and Resources Institute (TERI), Delhi
Abstract Presentation
 
5.4
Effect of Reforms on the Indian Commodity Futures Markets and Their Integration into the World Economy
Mr. Anshuman Jaswal
Doctoral student, Indian Institute of Management (IIM), Ahmedabad
Abstract Presentation
 
5.5
Reforms in Indian Commodity Exchanges: Regulatory Interface between the State and the Market (No Power Point Presentation)
Mr. CKG Nair
Indian Economics Service, Government of India
Abstract                  
 
5.6
A Study of Factors Contributing to Higher Volumes in Certain Commodities: The Case of Guar Seed, Chana and Pepper
Mr. Amit Sahita
Independent Scholar, HCT, Mumbai
Abstract Presentation
 
5.7
An Enquiry into Efficiency of Futures Trading in Agricultural Commodities in India
Mr. Ashwini Kumar
Assistant Director, Food Economics Division, Directorate of Economics and Statistics, Ministry of Agriculture, Government of India
Abstract Presentation
 
5.8
Testing the Efficiency of Agriculture Commodities Market in India
Prof. Sanjay Sehgal and Mr. Abhishek Singh
Professor of Finance and Doctoral student (respectively), Department of Financial Studies, South Campus, University of Delhi, Delhi
Abstract Presentation
 

SESSION 6: ISSUES FOR FURTHER RESEARCH
6.1
Volatility and Forecasts of Commodity Markets in India
Dr. Sanjeev Gupta and Dr. R. S. Bawa
Senior Lecturer, Apeejay Institute of Management, Jalandhar and Registrar & Professor of Economics, Guru Nanak Dev University, Amritsar (respectively)
Abstract Presentation
 
6.2
Globalization & Commodity Markets: A Study of the Indian Scenario
Ms. Sumalatha B.S
M.Phil Scholar, Centre for Development Studies (CDS), Trivandrum
Abstract Presentation
 
6.3
Agricultural Marketing Reforms: A case study of Karnataka
Dr. Veerashekharappa and Dr. Ramesh G. Tagat
Associate Professor and Professor Emeritus, Postgraduate Department of Management and Research, Siddaganga Institute of Technology, Tumkur
Abstract Presentation
 
6.4
Futures Commodity Market and Price Gains in Agriculture: A Case Study of Wheat
Mr. Pankaj Kumar
MBA (Agri-Business) student, Faculty of Management Studies, Banaras Hindu University, Varanasi
Abstract Presentation
 
6.5
Dynamics of Rural Tribal Markets: Exploring Tribal People's Needs and Experiences
Dr. Suneetha Kandi
Associate Fellow, Council for Social Development, Hyderabad
Abstract Presentation
 
6.6
Evaluation of Alternate Aggregation Models: Rice Cultivators of West Bengal
Dr. Debabrata Lahiri
Associate Professor, Rural Development Centre, Indian Institute of Technology (IIT), Kharagpur
Abstract Presentation
 
6.7
Commodity Market: A Necessity for the Indian Economy
Mr. Girish Chandwani
Senior Branch Manager, Alpha Commodities Exchange Private Limited, Mumbai
Abstract Presentation
 
6.8
A Study of the Natural Rubber Market
Dr. P.M. Mathew Director, Institute of Small Enterprises and Development (ISED), Cochin
Abstract Presentation
 
NCDEX Institute of Commodity Markets and Research