For numerous financial institutions, Commodity Futures (CF) has emerged as a widespread asset class since the 2000s. From 2000 to 2010, estimation of number commodity index traders quadrupled, also, hedge funds tripled. Recently, it been noticed that in India, there occurs vast inflow investment toward CF. Simultaneously, problem extremely higher prices along with volatility India. However, stu...

Prior theory suggests a positive relation between volatility and market depth, while past empirical research finds contrasting results. This paper examines the limit order book depth in commodity foreign exchange futures markets during turbulent time using generalized method of moments (GMM). Results indicate negative suggest that decreases as increases. Findings help to understand how particip...