• Souparnika V T
• Nagarajeswari M
• Ansif E K
• Raja Kamal Ch

Abstract: The perspective of this study is to analyze the empirical relationship between future price and spot price of rubber commodity in India. In India there was a rapid growth in commodity exchanges observed from the early 20th century. There has been a lot of studies and discussions undertaken on future trading in India. However, most of the studies was based on agricultural commodities, so this paper attempts to analyze the impact of future trading in cash crops or plantation crops and the main objective is to analyze the relation between future price and spot price of rubber commodities in India. Secondary data’s are collected from the website of National Multi Commodity Exchange of India (NMCE) related to daily price information in spot and future market is taken for the period of 5 year and various statistical tools like Augmated Dickey-fuller test,Johansen co-intergration test, Granger casuality test are being incorporated for analysis.This study attempts to find the cause and effect relationship between future and spot price and how they are influenced by each other.

Keywords: Future price and spot price, National Multi Commodity Exchange of India (NMCE),Augmated Dickey-fuller test, Johansen co-integration test, Granger casuality test.

"A STUDY ON RELATIONSHIP BETWEEN FUTURE PRICE AND SPOT PRICE OF RUBBER COMMODITY IN INDIA", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.9, Issue 4, page no.b717-b726, April-2022, Available :http://www.jetir.org/papers/JETIR2204189.pdf

"A STUDY ON RELATIONSHIP BETWEEN FUTURE PRICE AND SPOT PRICE OF RUBBER COMMODITY IN INDIA", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.9, Issue 4, page no. ppb717-b726, April-2022, Available at : http://www.jetir.org/papers/JETIR2204189.pdf