Commodities

Direction of causality

Asymmetric causality parameter values

Soy Oil

F+→S+

1.21

F→S

3.22

Soya bean

F+→S+

1.56

F→S

2.89

Chana (Chickpea)

F+→S+

4.1

F→S

2.45

Castor seed

F+→S+

1.67

F→S

3.11

S→F

1.54

Cotton oilcake

F+→S+

1.74

F→S

2.44

R M seed

F+→S+

1.11

F→S

2.93

S→F

0.67

Coriander

F+→S+

1.91

F→S

3.54

S→F

0.64

Turmeric

F+→S+

4.12

F→S

2.91

S→F

0.32

Jeera (Cumin seed)

F+→S+

1.54

F-→S-

2.78

Wheat

F+→S+

2.11

F→S

4.56

Pepper

F+→S+

0.65

F→S

1.76