Authors : Hardik Malpani

Volume/Issue : Volume 11 - 2026, Issue 6 - June

Google Scholar : https://tinyurl.com/34jn45yb

Scribd : https://tinyurl.com/3tjt8jku

DOI : https://doi.org/10.38124/ijisrt/26jun496

Note : A published paper may take 4-5 working days from the publication date to appear in PlumX Metrics, Semantic Scholar, and ResearchGate.

Abstract : Commodity markets are important in determining global economic activity and directing investment decisions between financial markets [1]. The growing co-movements in commodity prices, equities, inflation expectations and macroeconomic indicators have made commodity analysis one of the most relevant areas of financial research [2]. In this study, we analyze the relationship of key commodity price movements with financial market aggregate performance dynamics and establish a strong link between movement in commodity prices and investor sentiments, volatility, and portfolio diversification strategies. The study adopts quantitative methods of analysis to find patterns, relationships and markets response across economic scenarios by utilizing secondary market data captured from third-party financial databases and market data available to the public domain. Results demonstrate that financial markets move considerably with commodity price changes when uncertainty is high. The paper adds to the literature on the changing role of commodities in economic and financial systems as investment assets. The work also states that commodity analysis is necessary for investors, policy makers and financial institutions to help gather information in highly intricate market environments.

Keywords : Commodity Markets, Financial Markets, Market Volatility, Investment Analysis, Portfolio Diversification, Economic Indicators.

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