Futures Options Pricing in the Indian Commodity Market Using Univariate GARCH Models and Particle Swarm Optimization-Reference-Cited by-同舟云学术

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Futures Options Pricing in the Indian Commodity Market Using Univariate GARCH Models and Particle Swarm Optimization

Published:2025-06-23 Issue:6 Volume:6 Page:
ISSN:2661-8907
Container-title:SN Computer Science
language:en
Short-container-title:SN COMPUT. SCI.

Author:

Sapna S.^ORCID,Mohan Biju R.

Publisher

Springer Science and Business Media LLC

Link

https://link.springer.com/content/pdf/10.1007/s42979-025-04116-9.pdf

Reference55 articles.

1. AngelOne. What are the types of commodities traded in the commodity derivatives market. https://www.angelone.in/knowledge-center/commodities-trading/what-are-the-types-of-commodities-traded-in-the-commodity-derivatives-market. Accessed 10 July 2024.

2. Kakade K, Mishra AK, Ghate K, Gupta S. Forecasting commodity market returns volatility: a hybrid ensemble learning GARCH-LSTM based approach. Intell Syst Account Finance Manag. 2022;29(2):103–117.

3. Kumar D, Jauhar G, Arya A. India forward emerging perspectives. https://www.spglobal.com/content/dam/spglobal/global-assets/en/special-reports/india-forward/0924_IndiaForwardVolume1.pdf. Accessed 20 March 2025.

4. Hariharan R, Reddy BK. A study on Indian commodity market with special reference to commodity exchange. J Res Sci Manag. 2018;5(6):15–21.

5. Govindasamy DP. A descriptive study on the recent developments in Indian commodity derivatives market. Res Chronicler Rev Int J Multidiscip. 2019;7:90–97.

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