Dataset Information

Dataset on farmers' perception of commodity futures market.

ABSTRACT: The commodity futures market plays a major role in reducing the price risk for the participants. Unfortunately, the farmers' participation in the futures market particularly from the Tamil Nadu region is very less. A survey was conducted using the interview method to identify the information sources used by farmers for taking pricing decisions, the awareness and perception of farmers towards the futures market, and its effect on preferred marketing alternatives. The data cleaning process was done using content validity, confirmatory factor analysis, and reliability test using Cronbach's alpha, and the assumptions of normality and multicollinearity were examined. The data will be of potential use to researchers who wish to explore farmers' behavior towards hedging in the commodity futures market.

SUBMITTER: Srinivasan S

PROVIDER: S-EPMC9278025 | biostudies-literature | 2022 Aug

REPOSITORIES: biostudies-literature

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Dataset on farmers' perception of commodity futures market.

Srinivasan S S Babu M M Shabi Shimny P S PS Hariharan C C Gayathri J J Indhumathi G G

Data in brief 20220630

The commodity futures market plays a major role in reducing the price risk for the participants. Unfortunately, the farmers' participation in the futures market particularly from the Tamil Nadu region is very less. A survey was conducted using the interview method to identify the information sources used by farmers for taking pricing decisions, the awareness and perception of farmers towards the futures market, and its effect on preferred marketing alternatives. The data cleaning process was don ...[more]

PMID: 35845097

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Project description:The development of China's National Carbon Market has strengthened the inherent link between the carbon market and the broader energy market, providing a potential for cross-market risk transmission resonance. Studying the risk spillover effects between China's National Carbon Market and the crude oil futures market is of significant practical importance, both in terms of carbon market development and carbon risk management. Based on the Maximal Overlap Discrete Wavelet Transform (MODWT), the price series are decomposed across multiple scales, and the risk spillover effects between the carbon market and the crude oil futures market are examined from both the time domain and the frequency domain. Methods such as wavelet energy decomposition, wavelet correlation, lead-lag analysis, and wavelet coherence are used to explore the mean spillover effects and volatility spillover effects (collectively referred to as risk spillover effects) across various scales. The study finds that China's National Carbon Market exhibits a clear compliance-driven effect, with relatively low market liquidity. The crude oil futures market experiences frequent price fluctuations, primarily driven by long-term factors. In the time domain, the risk transmission resonance between the carbon market and the crude oil futures market is high, with significant positive correlations observed at the D1 to D4 scales, and noticeable mean spillover effects. In the frequency domain, at the D3 to D4 scales, the carbon market and the crude oil futures market exhibit similar volatility frequencies, indicating strong volatility spillover effects. Based on these findings, it is recommended that the trading volume of the carbon market be gradually increased to improve market liquidity. Furthermore, the risk monitoring and early warning mechanisms of China's National Carbon Market should be improved. For carbon-emitting companies, enhancing awareness of carbon asset management and making informed investment and hedging decisions based on the correlation between the two markets is crucial.

Dataset Information

Dataset on farmers' perception of commodity futures market.

Publications

Dataset on farmers' perception of commodity futures market.

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