Relevant bibliographies by topics / Futures markets

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Futures markets'

Author: Grafiati
Published: 4 June 2021
Last updated: 4 May 2024

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Futures markets.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Futures markets"

1

Kjellberg, Hans, Kaj Storbacka, Melissa Akaka, Jennifer Chandler, John Finch, Sara Lindeman, Helge Löbler, Katy Mason, Janet McColl-Kennedy, and Suvi Nenonen. "Market futures/future markets: Research directions in the study of markets." Marketing Theory 12, no. 2 (May 17, 2012): 219–23. http://dx.doi.org/10.1177/1470593112444382.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Hirshleifer, David, Daniel R. Siegel, and Diane F. Siegel. "Futures Markets." Journal of Finance 46, no. 4 (September 1991): 1564. http://dx.doi.org/10.2307/2328874.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Kuenne, Robert E. "Futures markets." Energy Economics 8, no. 2 (April 1986): 127–28. http://dx.doi.org/10.1016/0140-9883(86)90037-x.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Cornell, Bradford. "Futures markets." Journal of Monetary Economics 16, no. 1 (July 1985): 133–35. http://dx.doi.org/10.1016/0304-3932(85)90012-1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Dhivya, R., M. Prahadeeswaran, R. Parimalaragan, C. Thangamani, and S. Kavitha. "Commodity Future Trading and Cointegration of Turmeric Markets in India." Asian Journal of Agricultural Extension, Economics & Sociology 41, no. 9 (June 27, 2023): 190–99. http://dx.doi.org/10.9734/ajaees/2023/v41i92031.

Full text
Abstract:
The government has reduced its direct market intervention in order to promote private sector engagement based on market forces, Farmers in an agriculture-dominated economy like India suffer not only yield risk but also pricing risk. As a result, agricultural products are now more vulnerable to market risks related to pricing and other factors. The futures market has to decide the prices of a commodity on the basis of demand and supply. It is important to know about the bi-directional and unidirectional relationship between different market’s the prices and future and Spot markets in India, price discovery process and price forecasting in Indian agricultural commodities. Knowing about different market’s price Integration will help us to know the prevailing prices in various markets and also the impact of one market’s price on another. It will help the farmers to know the different pricing statuses in different markets. The study analyses the efficiency of commodity futures of turmeric traded in NCDEX for 2016-2022 and the cointegration of theNizamabad, Erode, Sangli and Cuddapah Markets of India. In agriculture, commodity futures and derivatives are essential to the process of managing price risk.
APA, Harvard, Vancouver, ISO, and other styles
6

McKenzie, Andrew M., and Matthew T. Holt. "Market efficiency in agricultural futures markets." Applied Economics 34, no. 12 (August 2002): 1519–32. http://dx.doi.org/10.1080/00036840110102761.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Dey, Kushankur, and Debasish Maitra. "Can futures markets accommodate Indian farmers?" Journal of Agribusiness in Developing and Emerging Economies 6, no. 2 (November 14, 2016): 150–72. http://dx.doi.org/10.1108/jadee-08-2013-0029.

Full text
Abstract:
Purpose It has become an ongoing debate whether Indian commodity futures markets can accommodate farmers. The purpose of this paper is to examine whether Indian commodity futures markets help rationalize farmers’ price expectation. The study starts with questions on the efficiency and other roles of commodity futures markets. Design/methodology/approach From a sectoral standpoint and economic importance, the study considers pepper, coffee, and natural rubber (NR) futures and spot markets. The efficiency of futures markets, divergence/convergence and causality between futures and spot markets have been studied by employing co-integrations, error correction and causality models. The sample period of the data are taken from the inception of futures trading. These three commodities are also compared on the basis of trading at the futures markets vs spot markets. Findings Analysis shows that though pepper futures market is informationally efficient in price discovery, while coffee and NR spot markets do the process faster. Pepper and coffee futures and spot prices exhibit the convergence; NR shows a sign of divergence. Unidirectional causality from pepper futures to spot market is observed wherein the former was weakly exogenous to the latter and while, bidirectional causality is observed in coffee and rubber. Coffee spot appears weakly exogenous while this remains inconclusive in the case of NR. Research limitations/implications The authors analyzed the futures markets in rationalizing the spot market price in three plantation crops in India. In order to make the study more generalizable, further research is warranted in other commodities including those prices of which are government regulated. Originality/value The paper is unique in terms of understanding the interaction or interrelationship between futures markets and spot markets and drawing inferences about the role of futures markets in price formation in plantation commodities like pepper, coffee and NR.
APA, Harvard, Vancouver, ISO, and other styles
8

Whitchurch, Celia. "Futures and markets." Perspectives: Policy and Practice in Higher Education 5, no. 4 (January 2001): 91–92. http://dx.doi.org/10.1080/1360310120081635.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Gehr, Adam K. "Undated futures markets." Journal of Futures Markets 8, no. 1 (February 1988): 89–97. http://dx.doi.org/10.1002/fut.3990080108.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Chang, Matthew C., Chih-Ling Tsai, Rebecca Chung-Fern Wu, and Ning Zhu. "Market uncertainty and market orders in futures markets." Journal of Futures Markets 38, no. 8 (April 17, 2018): 865–80. http://dx.doi.org/10.1002/fut.21918.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Futures markets"

1

Löbler, Helge, Hans Kjellberg, Kaj Storbacka, Melissa Akaka, Jennifer Chandler, John Finch, Sara Lindeman, Katy Mason, Janet McColl-Kennedy, and Suvi Nenonen. "Market futures, future markets." Universitätsbibliothek Leipzig, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-218378.

Full text
Abstract:
What do marketing scholars need to know about markets? The quote above places markets at the heart of marketing theory. Yet many commentators have lamented the scant attention paid to markets in marketing and argued for the need to better understand this central facet of the subject (Araujo et al., 2008; Vargo, 2007; Venkatesh et al., 2006). We share this view and outline issues and research opportunities against the backdrop of recent contributions proposing a practice approach to markets (Araujo et al., 2010; Kjellberg and Helgesson, 2007; Storbacka and Nenonen, 2011; Vargo and Lusch, 2011). A central tenet in this tradition is the idea that working markets are always in the making; that they are the continuous results of market practices. Paraphrasing Vargo and Lusch (2004): markets are not, they become. In this process of becoming, markets take on multiple forms as a result of practical efforts by many different actors to shape economic exchanges, establish rules for their performance, and represent such exchanges as markets. The observation that economic theories (including marketing) contribute to shape markets by influencing these practical efforts (Callon, 1998) introduces a complication in our study of markets and presents a reflexive challenge for marketers studying the shaping of markets.
APA, Harvard, Vancouver, ISO, and other styles
2

Löbler, Helge, Hans Kjellberg, Kaj Storbacka, Melissa Akaka, Jennifer Chandler, John Finch, Sara Lindeman, Katy Mason, Janet McColl-Kennedy, and Suvi Nenonen. "Market futures, future markets: research directions in the study of markets." Sage, 2012. https://ul.qucosa.de/id/qucosa%3A15286.

Full text
Abstract:
What do marketing scholars need to know about markets? The quote above places markets at the heart of marketing theory. Yet many commentators have lamented the scant attention paid to markets in marketing and argued for the need to better understand this central facet of the subject (Araujo et al., 2008; Vargo, 2007; Venkatesh et al., 2006). We share this view and outline issues and research opportunities against the backdrop of recent contributions proposing a practice approach to markets (Araujo et al., 2010; Kjellberg and Helgesson, 2007; Storbacka and Nenonen, 2011; Vargo and Lusch, 2011). A central tenet in this tradition is the idea that working markets are always in the making; that they are the continuous results of market practices. Paraphrasing Vargo and Lusch (2004): markets are not, they become. In this process of becoming, markets take on multiple forms as a result of practical efforts by many different actors to shape economic exchanges, establish rules for their performance, and represent such exchanges as markets. The observation that economic theories (including marketing) contribute to shape markets by influencing these practical efforts (Callon, 1998) introduces a complication in our study of markets and presents a reflexive challenge for marketers studying the shaping of markets.
APA, Harvard, Vancouver, ISO, and other styles
3

Liu, Dongqing. "Market-making behavior in futures markets /." For electronic version search Digital dissertations database. Restricted to UC campuses. Access is free to UC campus dissertations, 2002. http://uclibs.org/PID/11984.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Aidov, Alexandre. "Three Essays on Market Depth in Futures Markets." FIU Digital Commons, 2013. http://digitalcommons.fiu.edu/etd/974.

Full text
Abstract:
Liquidity is an important market characteristic for participants in every financial market. One of the three components of liquidity is market depth. Prior literature lacks a comprehensive analysis of depth in U.S. futures markets due to past limitations on the availability of data. However, recent innovations in data collection and dissemination provide new opportunities to investigate the depth dimension of liquidity. In this dissertation, the Chicago Mercantile Exchange (CME) Group proprietary database on depth is employed to study the dynamics of depth in the U.S. futures markets. This database allows for the analysis of depth along the entire limit order book rather than just at the first level. The first essay examines the characteristics of depth within the context of the five-deep limit order book. Results show that a large amount of depth is present in the book beyond the best level. Furthermore, the findings show that the characteristics of five-deep depth between day and night trading vary and that depth is unequal across levels within the limit order book. The second essay examines the link between the five-deep market depth and the bid-ask spread. The results suggest an inverse relation between the spread and the depth after adjusting for control factors. The third essay explores transitory volatility in relation to depth in the limit order book. Evidence supports the relation between an increase in volatility and a subsequent decrease in market depth. Overall, the results of this dissertation are consistent with limit order traders actively managing depth along the limit order book in electronic U.S. futures markets.
APA, Harvard, Vancouver, ISO, and other styles
5

Firch, Robert S. "Inverted Cotton Futures Markets." College of Agriculture, University of Arizona (Tucson, AZ), 1985. http://hdl.handle.net/10150/203915.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Gurrib, Muhammad Ikhlaas. "Behaviour and performance of key market players in the US futures markets." Thesis, Curtin University, 2008. http://hdl.handle.net/20.500.11937/1287.

Full text
Abstract:
This study gives an insight into the behaviour and performance of large speculators and large hedgers in 29 US futures markets. Using a trading determinant model and priced risk factors such as net positions and sentiment index, results suggest hedgers (speculators) exhibit significant positive feedback trading in 15 (7) markets. Information variables like the S&P500 index dividend yield, corporate yield spread and the three months treasury bill rate were mostly unimportant in large players’ trading decisions. Hedgers had better market timing abilities than speculators in judging the direction of the market in one month. The poor market timing abilities and poor significance of positive feedback results suggest higher trading frequency intervals for speculators. Hedging pressures, which measure the presence of risk premium in futures markets, were insignificant mostly in agricultural markets. As a robust test of hedging pressures, price pressure tests found risk premium to be still significant for silver, crude oil and live cattle. The positive feedback behaviour and negative market timing abilities suggest hedgers in heating oil and Japanese yen destabilize futures prices, and points to a need to check CFTC’s (Commodity Futures Trading Commission) position limits regulation in these markets. In fact, large hedgers in these two markets are more likely to be leading behaviour, in that they have more absolute net positions than speculators. Alternatively stated, positive feedback hedgers in these two markets are more likely to lead institutions and investors to buy (sell) overpriced (underpriced) contracts, eventually leading to divergence of prices away from fundamentals.Atlhought hedgers in crude oil had significant positive feedback behaviour and negative market timing skills, they would not have much of a destabilizing effect over remaining players because the mean net positions of hedgers and speculators were not far apart. While the results are statistically significant, it is suggested these could be economically significant, in that there have been no regulation on position limits at all for hedgers compared to speculators who are imposed with strict limits from the CFTC. Further, mean equations were regressed against decomposed variables, to see how much of the futures returns are attributed to expected components of variables such as net positions, sentiment and information variables. While the expected components of variables are derived by ensuring there are enough ARMA (autoregressive and moving average) terms to make them statistically and economically reliable, the unexpected components of variables measure the residual on differences of the series from its mean. When decomposing net positions against returns, it was found expected net positions to be negatively related to hedgers’ returns in mostly agricultural markets. Speculators’ expected (unexpected) positions were less (more) significant in explaining actual returns, suggesting hedgers are more prone in setting an expected net position at the start of the trading month to determine actual returns rather than readjusting their net positions frequently all throughout the remaining days of the month. While it important to see how futures returns are determined by expected and unexpected values, it is also essential to see how volatility is affected as well.In an attempt to cover three broad types of volatility measures, idiosyncratic volatility, GARCH based volatility (variance based), and PARCH based volatility (standard deviation) are used. Net positions of hedgers (expected and unexpected) tend to have less effect on idiosyncratic volatility than speculators that tended to add to volatility, reinforcing that hedgers trading activity hardly affect the volatility in their returns. This suggest they are better informed by having a better control over their risk (volatility) measures. The GARCH model showed more reliance of news of volatility from previous month in speculators’ volatility. Hedgers’ and speculators’ volatility had a tendency to decay over time except for hedgers’ volatility in Treasury bonds and coffee, and gold and S&P500 for speculators’ volatility. The PARCH model exhibited more negative components in explaining current volatility. Only in crude oil, heating oil and wheat (Chicago) were idiosyncratic volatility positively related to return, reinforcing the suggestion for stringent regulation in the heating oil market. Expected idiosyncratic volatility was lower (higher) for hedgers (speculators) as expected under portfolio theory. Markets where variance or standard deviation are smaller than those of speculators support the price insurance theory where hedging enables traders to insure against the risk of price fluctuations. Where variance or standard deviation of hedgers is greater than speculators, this suggest the motivation to use futures contracts not primarily to reduce risk, but by institutional characteristics of the futures exchanges like regulation ensuring liquidity.Results were also supportive that there was higher fluctuations in currency and financial markets due to the higher number of contracts traded and players present. Further, the four models (GARCH normal, GARCH t, PARCH normal and PARCH t) showed returns were leptokurtic. The PARCH model, under normal distribution, produced the best forecast of one-month return in ten markets. Standard deviation and variance for both hedgers’ and speculators’ results were mixed, explained by a desire to reduce risk or other institutional characteristics like regulation ensuring liquidity. Moreover, idiosyncratic volatility failed to accurately forecast the risk (standard deviation or variance based) that provided a good forecast of one-month return. This supports not only the superiority of ARCH based models over models that assume equally weighted average of past squared residuals, but also the presence of time varying volatility in futures prices time series. The last section of the study involved a stability and events analysis, using recursive estimation methods. The trading determinant model, mean equation model , return and risk model, trading activity model and volatility models were all found to be stable following the effect of major global economic events of the 1990s. Models with risk being proxied as standard deviation showed more structural breaks than where variance was used. Overall, major macroeconomic events didn’t have any significant effect upon the large hedgers’ and speculators’ behaviour and performance over the last decade.
APA, Harvard, Vancouver, ISO, and other styles
7

Jia, Haiying. "Market conditions and the functioning of metal futures markets." Thesis, City University London, 2006. http://openaccess.city.ac.uk/8467/.

Full text
Abstract:
With the growth of alternative investment vehicles such as hedge funds and the resulting search for "new" asset classes, the interest in the commodity market has been growing within the financial sector. The commodity futures markets have been successfully providing a platform for investors and industrial participants as an alternative investment vehicle and a tool for risk management. The storable commodity futures markets are characterised by two distinct market conditions: backwardation and contango, which are directly linked to market fundamentals such as inventory levels and thus influence the price dynamics and functioning of the commodity futures market. While there exists a large body of research in the area of commodity derivatives, research on the linkage between market dynamics and the market conditions as determined by fundamentals is very limited. Accordingly, this thesis aims to investigate the different market dynamics of metal futures markets under these two conditions. The issues under examination include the futures price discovery function, the forecasting performance of the futures price, the long-run cost-of-carry equilibrium and short-run time-varying adjustment, and the price volatility and its relationship with inventory levels and trading volume. The empirical findings suggest, for the first time, that the price discovery function depends on the state of the storable commodity markets: futures prices are found to be upward biased predictors of the future spot prices when the market is in contango and are downward biased when the market is in backwardation. Nonparametric bootstrap simulations confirm that the forecast errors are negative in a backwardation market and are positive in a contango market, and moreover the forecast errors are larger under the former market condition than the latter. The empirical results also show that the price volatility is higher in a backwardation market than in a contango market as indicated by the negative relationship between price volatility and inventory levels. We also show that the spot volatility is generally higher than the futures price volatility and the difference is greater when the inventory level is low. Moreover, the impact of trading volume on the futures price volatility is found to be stronger when the market is in backwardation in some of the markets. In short, the empirical findings in this thesis suggest that the functioning of the metal spot and futures market is dependent on market conditions of which the inventory level is an important indictor as implied by the theory of storage. The empirical findings have strong implications for practitioners (particularly, trading houses, funds and banks) who could potentially form different trading strategies based on the distinct market behaviour under the two market conditions.
APA, Harvard, Vancouver, ISO, and other styles
8

Koettering, Andreas Hermann. "Futures trading on commodity markets." Thesis, University of Oxford, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.306271.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Kellard, Neil Michael. "The econometrics of futures markets." Thesis, University of Nottingham, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.324060.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Antoniou, A. "Futures markets : Theory and tests." Thesis, University of York, 1986. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.377303.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Futures markets"

1

G, Malliaris A., ed. Futures markets. Cheltenham, UK: Edward Elgar, 1997.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Siegel, Daniel Richard. Futures markets. Chicago: Dryden Press, 1990.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Duffie, Darrell. Futures markets. EnglewoodCliffs: Prentice-Hall, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Ontario. Ministry of Agriculture and Food. Futures markets. [Toronto]: University of Guelph/Ontario Ministry of Agriculture and Food, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Futures markets. Englewood Cliffs, N.J: Prentice Hall, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Kevin, Koy, ed. Markets and market logic. Chicago: Porcupine Press, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Understanding futures markets. 5th ed. Malden, MA: Blackwell Publishers, 1997.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Understanding futures markets. Glenview, Ill: Scott, Foresman, 1985.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Kolb, Robert W. Understanding futures markets. 6th ed. Malden, MA: Blackwell, 2005.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Understanding futures markets. 4th ed. Miami, Fla: Kolb Pub. Co., 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Futures markets"

1

Atkin, Michael. "The future of futures." In Agricultural Commodity Markets, 214–22. London: Routledge, 2023. http://dx.doi.org/10.4324/9781032689234-11.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Robinson, David T. "Futures Markets." In The Palgrave Encyclopedia of Strategic Management, 594–95. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-137-00772-8_670.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Robinson, David T. "Futures Markets." In The Palgrave Encyclopedia of Strategic Management, 1–2. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-349-94848-2_670-1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Pilbeam, Keith. "Financial Futures." In Finance and Financial Markets, 334–61. London: Macmillan Education UK, 2005. http://dx.doi.org/10.1007/978-1-349-26273-1_13.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Pilbeam, Keith. "Financial Futures." In Finance & Financial Markets, 319–45. London: Macmillan Education UK, 2010. http://dx.doi.org/10.1007/978-1-137-09043-0_13.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Pilbeam, Keith. "Financial Futures." In Finance & Financial Markets, 305–29. London: Macmillan Education UK, 2018. http://dx.doi.org/10.1057/978-1-137-51563-6_13.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Markham, Jerry W. "The Futures Markets." In From J.P. Morgan to the Institutional Investor, 93–106. New York: Routledge, 2022. http://dx.doi.org/10.4324/9781003247104-8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Geisst, Charles R. "Commodity Futures Markets." In A Guide to the Financial Markets, 90–106. London: Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-20348-2_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Atkin, Michael. "Commodity futures exchanges." In Agricultural Commodity Markets, 43–73. London: Routledge, 2023. http://dx.doi.org/10.4324/9781032689234-3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Atkin, Michael. "Futures markets and agriculture." In Agricultural Commodity Markets, 1–27. London: Routledge, 2023. http://dx.doi.org/10.4324/9781032689234-1.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Futures markets"

1

Stasytyt�, Viktorija, and Raimonda Martinkut�-Kaulien�. "Trading Futures Contracts In Global Markets." In The 8th International Scientific Conference "Business and Management 2014". Vilnius, Lithuania: Vilnius Gediminas Technical University Publishing House Technika, 2014. http://dx.doi.org/10.3846/bm.2014.041.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Parikh, Satu S., and Gerald L. Lohse. "Electronic futures markets versus floor trading." In the SIGCHI conference. New York, New York, USA: ACM Press, 1995. http://dx.doi.org/10.1145/223904.223942.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Lu, Xinsheng, Jing Qin, Changfa Qian, and Xuemei Yuan. "Multifractal analysis of China's metals futures markets." In International Conference of Information Science and Management Engineering. Southampton, UK: WIT Press, 2014. http://dx.doi.org/10.2495/isme20142362.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Darden, Thaddeus A., Margaret E. Ferrenz, Christopher C. Klann, Michael J. Ledwith, Mark E. Paddrik, and Ginger M. Davis. "Modified momentum strategies in commodity futures markets." In 2009 Systems and Information Engineering Design Symposium (SIEDS). IEEE, 2009. http://dx.doi.org/10.1109/sieds.2009.5166181.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Duke, J., and C. D. Clack. "Evolutionary simulation of hedging pressure in futures markets." In 2007 IEEE Congress on Evolutionary Computation. IEEE, 2007. http://dx.doi.org/10.1109/cec.2007.4424550.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Grossmann, Vasco, and Manfred Schimmler. "Portfolio-based contract selection in commodity futures markets." In 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE, 2016. http://dx.doi.org/10.1109/ssci.2016.7850018.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Watts, D., and F. L. Alvarado. "The influence of futures markets on real time price stabilization in electricity markets." In 37th Annual Hawaii International Conference on System Sciences, 2004. Proceedings of the. IEEE, 2004. http://dx.doi.org/10.1109/hicss.2004.1265167.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Bartolozzi, M., C. Mellen, F. Chan, D. Oliver, T. Di Matteo, and T. Aste. "Applications of physical methods in high-frequency futures markets." In Microelectronics, MEMS, and Nanotechnology, edited by Derek Abbott, Tomaso Aste, Murray Batchelor, Robert Dewar, Tiziana Di Matteo, and Tony Guttmann. SPIE, 2007. http://dx.doi.org/10.1117/12.758431.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Shen, Li, Kun Shen, Chao Yi, and Yixin Chen. "An Evaluation of Pairs Trading in Commodity Futures Markets." In 2020 IEEE International Conference on Big Data (Big Data). IEEE, 2020. http://dx.doi.org/10.1109/bigdata50022.2020.9377766.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Jie Wei and Liyan Han. "Volatility transmission between Hangseng index futures and option markets." In 2010 2nd International Conference on Information Science and Engineering (ICISE). IEEE, 2010. http://dx.doi.org/10.1109/icise.2010.5691598.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Futures markets"

1

Cheng, Ing-Haw, Andrei Kirilenko, and Wei Xiong. Convective Risk Flows in Commodity Futures Markets. Cambridge, MA: National Bureau of Economic Research, March 2012. http://dx.doi.org/10.3386/w17921.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Rhode, Paul, and Koleman Strumpf. Historical Political Futures Markets: An International Perspective. Cambridge, MA: National Bureau of Economic Research, October 2008. http://dx.doi.org/10.3386/w14377.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Aragon, George, Rajnish Mehra, and Sunil Wahal. Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets. Cambridge, MA: National Bureau of Economic Research, May 2018. http://dx.doi.org/10.3386/w24575.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Gale, Ian, and Joseph Stiglitz. A Simple Proof That Futures Markets are Almost Always Informationally Inefficient. Cambridge, MA: National Bureau of Economic Research, December 1989. http://dx.doi.org/10.3386/w3209.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Levich, Richard. FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets. Cambridge, MA: National Bureau of Economic Research, July 2012. http://dx.doi.org/10.3386/w18256.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Campbell, Robert, and Stephen Turnovsky. An Analysis of the Stabilizing and Welfare Effects of Intervention in Spot and Futures Markets. Cambridge, MA: National Bureau of Economic Research, September 1985. http://dx.doi.org/10.3386/w1698.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Rouwenhorst, K. Geert. A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets. American Finance Association, September 2021. http://dx.doi.org/10.37214/jofdata.3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Shiller, Robert. Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures. Cambridge, MA: National Bureau of Economic Research, December 1993. http://dx.doi.org/10.3386/t0131.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Considine, Jennifer, Philip Galkin, and Abdullah Aldayel. Global Crude Oil Storage Index: A New Benchmark for Energy Policy. King Abdullah Petroleum Studies and Research Center, September 2022. http://dx.doi.org/10.30573/ks--2022-mp01.

Full text
Abstract:
The global oil market dwarfs other commodity markets. Its size and role in the energy and industrial value chains underscore its significant economic and geopolitical impacts. Thus, the consequences of oil price fluctuations extend far beyond the oil industry and can be viewed as a barometer of trends in the global economy. Several oil price benchmarks currently compete in the global market. The most popular ones, such as Brent or West Texas Intermediate (WTI), are backed by a sufficient supply of the underlying crude. They also meet the criteria for efficient trading, hedging and speculating — including having sufficient liquidity, developed futures markets, low transaction costs and strong institutional support.
APA, Harvard, Vancouver, ISO, and other styles
10

Spilimbergo, Antonio. Testing the Hypothesis of Collusive Behavior Among Organization of the Petroleum Exporting Countries (OPEC) Members. Inter-American Development Bank, September 1995. http://dx.doi.org/10.18235/0011610.

Full text
Abstract:
This paper presents a test to discriminate among behaviors of producers of exhaustible resources. The behavior of a competitive producer of an exhaustible resource should follow an Euler equation. The existence of futures markets allows us to sidestep the difficult issues related to estimating future prices and demand. This theoretical framework is used to test the hypothesis of collusive Organization of the Petroleum Exporting Countries (OPEC) behavior between 1983 and 1991.
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Futures markets' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography