Thematic Analysis of Volatility Spillover in Commodity Market with Special Reference to China- A Growing Economy
European Journal of Molecular & Clinical Medicine,
2020, Volume 7, Issue 4, Pages 787-792
AbstractVolatility in any asset class in an important topic to study since it is directly related to risk and return of a security. Risk and return of an asset are the things, investors have always been interested in. Market returns are studied with some important key factors and volatility in the market is one of the most important among them. In the last two decades, China has emerged as one of the largest growing economies in the commodity futures market. In this paper, there is an attempt to present a review of papers related to commodity futures market volatility with special reference to Chinese commodity futures market. We understand the term with its importance and growth of the Chinese futures market. We try to gain an insight into the type of linkage that Chinese commodity futures market has developed across the world. This study will help in understanding conceptually that how china has successfully implemented the economic reforms in the commodity futures market by the evidence of literature available on the volatility spillover in the commodity futures market in the growing economy and its linkages across the world.
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