A Study On Estimation Of Commodities Price Future Contract At Angle One

Abstract

The estimation of commodity prices in future contracts plays a crucial role in financial markets, risk management, and investment strategies. This study examines various methodologies used to forecast commodity futures prices, including time series analysis, machine learning models, and econometric approaches. The research explores key influencing factors such as supply and demand dynamics, macroeconomic indicators, geopolitical events, and market sentiment. By analyzing historical price data and utilizing predictive models, the study aims to enhance the accuracy of price forecasts and assist traders, investors, and policymakers in decision-making. The findings contribute to improving risk management strategies and optimizing portfolio performance in commodity markets.