• Manisha Dey Department- Amity Business School, Amity University, Kolkata


The study is to analysis the price behavior pattern of copper in different markets both national and international. The paper places the co movement of prices of copper in LME, MCX and COMEX to assess the impact of international prices on Indian market and give emphasis on price discovery and volatility spillover. The prices of copper from 1stJanuary 2007 to 31st March 2017 are considered to assess disseminate of information among the various stock exchanges. The discussion mentions the impact of global financial crisis of September 2008 and the role it played behind creating volatility in metal market as well as equity market.  The paper is a predominantly conceptual study based on the literature review. The logical consequence behind the volatility created due to global demand and supply and the simultaneous domestic production and consumption of copper has been studied. The paper finds the price discovery across the market and helps the producer and consumer to get price signal due to cross market linkage. The study also examines the impact of cross market linkage of commodity market on Indian equity market. As the investors are involved between the markets, it leads the other market to react and move unidirectionally.


Copper, Price discovery, Volatility


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How to Cite

Manisha Dey. (2017). STUDY IN COPPER PRICE LINKAGE BETWEEN INTERNATIONAL AND INDIAN COMMODITY MARKET. International Journal on Recent Trends in Business and Tourism (IJRTBT), 1(3), 49-53. Retrieved from