Results 11 to 20 of about 375,970 (264)
The volatility of returns from commodity futures: evidence from India
Financial Innovation, 2017 Background This paper examines the pattern of the volatility of the daily return of select commodity futures in India and explores the extent to which the select commodity futures satisfy the Samuelson hypothesis.
Isita Mukherjee, Bhaskar Goswami
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Jurnal Manajemen & Agribisnis, 2018 The investigation of the efficient market validity hypothesis is a favorite topic in financial literature. However, there are still limited research on futures market commodity, especially the futures market in Indonesia.
Ria Maulida +2 more
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Pricing of Commodity Futures Contract by Using of Spot Price Jump-Diffusion Process [PDF]
International Journal of Business and Development Studies, 2016 Futures contract is one of the most important derivatives that is used in financial markets in all over the world to buy or sell an asset or commodity in the future.
Hossein Esmaeili Razi +3 more
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State Responsibility to Protecting Crypto Assets Customers
Unnes Law Journal, 2023 Cryptocurrency regulation presents a unique and monumental challenge for policymakers. Many countries have threatened to impose complete bans on the use and trading of cryptocurrencies.
Yazid Bustomi
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Robust Optimization-Based Commodity Portfolio Performance
International Journal of Financial Studies, 2020 This paper examines the performance of a naïve equally weighted buy-and-hold portfolio and optimization-based commodity futures portfolios for various lookback and holding periods using data from January 1986 to December 2018.
Ramesh Adhikari +2 more
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The system of margins and the clearing house in the system of commodity futures markets [PDF]
Ekonomski Anali, 2004 In a commodity futures trading system, the clearing house is of great importance. This paper describes and analyses in detail its essence functions and numerous activities.
Eremić Milan B.
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Jurnal Manajemen, 2018 Volatility spillover between stock markets causes insignificancy of diversification. Therefore, other investment alternatives is required to build an optimal portfolio, one of them being commodity futures.
Siti Saadah
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SHS Web of Conferences, 2015 The futures transaction of bulk commodity has played an important role since China became the global manufacturing center. Taking the commodity futures market in Shanghai as the research objective, this article selects the price of silver futures, uses ...
Du Yating
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Examining the Feasibility of Tea Futures in India
Space and Culture, India, 2020 The commodity derivative market in India has gained an important place in the last few decades. However, the entry of ‘tea futures’ in the derivative market is yet to come. Tea is a substitute for coffee and has a good market worldwide.
Rajat Bhattacharjee +1 more
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Does Indian Commodity Futures Markets Exhibit Price Discovery? An Empirical Analysis
Discrete Dynamics in Nature and Society, 2022 Price discovery function analyses the dynamics of futures and spot price behavior in an asset’s intertemporal dimensions. The present study examines the price discovery function of the bullion, metal, and energy commodity futures and spot prices through ...
Upananda Pani +4 more
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