Does Seasonality and Volatility Affect the Price Discovery of Agricultural Commodities? A Systematic Literature Review Paper on the Indian Commodity Market

This study examines the volatility and seasonality influence on the price discovery of agricultural commodities. The present study intends to review price volatility that has been extensively researched over the last decade. The Web of Science is chosen to extract the data. The PRISMA 2020 flowchart is an eligibility criterion used in the data selection and rejection procedure. Following a thorough evaluation, the final fifty-four studies have been chosen for the review. The data classification is mainly discussing price discovery of agricultural commodities, volatility spillover, and its impact on the agricultural commodity market. Findings of the study signifies agri commodities like corn and soybean’s future marketplace is more competent in price discovery of agri commodities compared to the cash market.