* Assistant Professor, Department of Economics, The University of Burdwan, Burdwan, India.
** Research Scholar, Department of Economics, The University of Burdwan, Burdwan, India
Online published on 7 February, 2013.
The paper is a humble attempt to address the issues related to agricultural commodity futures market in India. An empirical analysis is carried out in terms of 10(ten) agricultural commodity futures (Chana, Jute, Kapas, Pepper, Wheat, Rice, Potato, Yellow peas, Sugar and Urad) for the period 2004–2012. The study reveals that in an environment of persistent inflation in the economy coupled with global recession, agricultural commodity futures market is not a favourite destination for the investors to put in their savings.
Financial derivatives, futures, nominal return, real return, excess return, inflation
