Volatility of Agricultural Products using Value at Risk with Special Reference to Multi Commodity Exchange (Mcx)

S.A. Nasrin Hussaina; Precilla C

doi:10.36948/ijfmr.2025.v07i05.54449

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Volatility of Agricultural Products using Value at Risk with Special Reference to Multi Commodity Exchange (Mcx)

Author(s)	Prof. S.A. Nasrin Hussaina, Prof. Dr. Precilla C
Country	India
Abstract	Value at risk models are relevant for commodity traders who have short and long trading positions in the commodity markets. These models are used to quantify risk and return profile of the active market participants such as traders or asset mangers. Commodity futures market (especially agricultural commodities) gives either unlimited loss or unlimited profit, and therefore investors should know the market condition in order to earn more returns.
Keywords	Agricultural Product, value at risk, Commodity Exchange of India, Volatility.
Published In	Volume 7, Issue 5, September-October 2025
Published On	2025-09-15
DOI	https://doi.org/10.36948/ijfmr.2025.v07i05.54449
Short DOI	https://doi.org/g93xbh

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Volatility of Agricultural Products using Value at Risk with Special Reference to Multi Commodity Exchange (Mcx)

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