Журнал Академии стратегического менеджмента

1939-6104

Абстрактный

Testing of Co Movement in Commodities Markets

R. Sugirtha, M. Babu, S. Srinivasan, J. Gayathri, G. Indhumathi

The paper proposes to analyse the price movement of metal commodities such as aluminium, copper and zinc, during the study period from January 2015 to January 2020. ADF, GARCH Model, Correlation and Granger Causality Test were used, to identify the bidirectional relationship between Aluminium and Zinc. The study found that copper reported a unidirectional relationship with Aluminium and Zinc, during the study period. In short, the price of one metal commodity is based on the other metal commodity.

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