Oil and Agricultural Commodity Markets of Pakistan: Looking for a Preferable Trading Avenue

Fakiha Tariq *

School of Accountancy and Finance, University of Lahore, Lahore, Pakistan.

Tayyaba Rafique

Department of Management and Administrative Sciences, University of Narowal, Narowal, Pakistan.

Tehseen Nawaz

Department of Computer Science, University of Engineering and Technology, Taxila, Pakistan.

*Author to whom correspondence should be addressed.


Abstract

The primary objective of this study is to find out the impact of oil price on futures and spot markets of agricultural products in Pakistan. Secondly, the study compares the research findings to suggest less oil price sensitive market for trading agricultural products in Pakistan. Futures (1 and 2 months futures) and spot prices of rice and sugar are taken as proxies for prices of agricultural products representing respective markets. Oil price sensitivity analysis is conducted via Vector Error Correction model. Further, Granger Causality approach is used for the causality analysis. Futures (1 and 2 months futures) and spot prices of rice and sugar are taken as proxies for prices of agricultural products representing derivatives and spot markets respectively. Time series data constituting 7 variables of 60 observations is analyzed from October 2012 to October 2017. The results are then subject to comparison and discussed.

Keywords: Agricultural futures, futures market, vector error correction model, granger causality, rice futures, Pakistan mercantile exchange.


How to Cite

Tariq, Fakiha, Tayyaba Rafique, and Tehseen Nawaz. 2020. “Oil and Agricultural Commodity Markets of Pakistan: Looking for a Preferable Trading Avenue”. Journal of Economics, Management and Trade 26 (6):19-26. https://doi.org/10.9734/jemt/2020/v26i630262.

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