Results 1 to 10 of about 1,294 (116)

Multiscale Complexity and Irreversibility of Non-Stationary Time Series in Commodity Futures Markets [PDF]

Entropy
Commodity futures markets exhibit pronounced non-stationarity, nonlinearity, and multifractal characteristics that challenge traditional linear models.
Xia Zhao, Kaicheng Xie
doaj   +2 more sources

Early Warning of Systemic Risk in Commodity Markets Based on Transfer Entropy Networks: Evidence from China [PDF]

Entropy
This study aims to employ a causal network model based on transfer entropy for the early warning of systemic risk in commodity markets. We analyzed the dynamic causal relationships of prices for 25 commodities related to China (including futures and spot
Yiran Zhao, Xiangyun Gao, Hongyu Wei, Xiaotian Sun, Sufang An   +4 more
doaj   +2 more sources

Brokers and brokerage in the process of trading in commodity futures markets [PDF]

Ekonomski Anali, 2003
This paper mainly deals with the analysis of a very complex process of brokerage in commodity futures markets. Unlike a classical commodity market in which brokers are not a necessity, sales and purchases in commodity futures markets cannot be carried ...
Eremić Milan B.
doaj   +1 more source

Competence and efficacy of commodity futures market: Dissection of price discovery, volatility, and hedging

IIMB Management Review, 2021
The paper is an attempt to assess the Indian agricultural commodity futures market in terms of price discovery, hedging efficiency, and volatility.
Bhabani Sankar Rout, Nupur Moni Das, K.Chandrasekhara Rao   +2 more
doaj   +1 more source

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.
doaj   +1 more source

Heterogeneity of Cash Markets at Physical Delivery Points and the Hedging Effectiveness of Agricultural Commodity Futures in India – Lessons for Contract Optimization.

Applied Finance Letters, 2020
Agricultural commodity futures in India are settled by physical delivery and the seller can choose the location of delivery from a list described in the contract specifications.
Sanjay Mansabdar, Hussain C Yaganti
doaj   +1 more source

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, Ştefan Cristian Gherghina, Mário Nuno Mata, Joaquim António Ferrão, Pedro Neves Mata   +4 more
doaj   +1 more source

The Impacts of the Infectious Disease Epidemic on the Permanent Volatility of Precious Metal and Crude Oil Futures Markets: A Long-Term Perspective

Discrete Dynamics in Nature and Society, 2021
The aim of this paper is to identify the quantitative impacts of the infectious disease pandemic on the permanent volatility of precious metal and crude oil futures from a long-term perspective by using a recently constructed Infectious Disease Equity ...
Yue Shang, Xiaodan Chen, Yifeng Zhang, Yu Wei   +3 more
doaj   +1 more source

Volatility Spillover In Stock And Commodity Futures Market: Empirical Analysis In Indonesia’s Financial Market

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
doaj   +1 more source

Spot and futures markets – Scope for integration

IIMB Management Review, 2020
Since the reintroduction of commodity futures in India in the current form in 2002–2003 a lot of developments in technology and institutional arrangements have taken place.
Sankarshan Basu
doaj   +1 more source