Results 11 to 20 of about 1,308,588 (262)
The Role of Incompleteness in Commodity Futures Markets
Frontiers in Applied Mathematics and Statistics, 2015 This paper proposes a convenience yield-based pricing for commodity futures, which embeds incompleteness of commodity futures markets in convenience yields.
Takashi eKanamura
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EXTREMAL DEPENDENCIES ON COMMODITY FUTURES MARKETS [PDF]
Annals of the Polish Association of Agricultural and Agribusiness Economists, 2019 The aim of this study was to assess dependencies between extreme rates of return from commodity futures contracts on selected markets in the years 2000-2018.
Małgorzata Just
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Fed and ECB: which is informative in determining the DCC between bitcoin and energy commodities? [PDF]
Journal of Capital Markets Studies, 2020 Purpose – This paper provides an important perspective to the predictive capacity of Fed and European Central Bank (ECB) meeting dates and production announcements for the dynamic conditional correlation (DCC) between Bitcoin and energy commodities ...
Abdelkader Derbali +4 more
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Agricultural Economics (AGRICECON), 2022 The volatility of food prices still raises concerns among agricultural market players, increasing interest in the futures markets, thus calling for a better understanding of the connection between the futures and the Italian spot prices.
Carlotta Penone, Samuele Trestini
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Economic imperatives of financialization of agricultural commodity markets
Agricultural and Resource Economics, 2022 Purpose. The purpose of the article is to substantiate the theoretical and methodological foundations and economic feasibility of intensifying the processes of financialization of the business model of Ukrainian grain producers, in particular through the
Iryna Hrabynska +2 more
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Bio-based and Applied Economics, 2013 The instability of commodity prices and the hypothesis that speculative behaviour was one of its causes has brought renewed interest in futures markets.
Cesar Revoredo-Giha, Marco Zuppiroli
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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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Commodity Market Inefficiencies and Inflationary Pressures - India’s Economic Policy Dilemma [PDF]
Risk in Contemporary Economy, 2012 With the current pace of growth, India would emerge as a major player in the international market in terms of commodity consumption, production and trade.
Pankaj Kumar GUPTA, Sunita RAVI
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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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Agricultural Economics (AGRICECON), 2023 Emerging economies often establish commodity futures markets to discover price signals, manage price risks and improve market integration, but establishing a futures market may not be feasible for agricultural perishables. In this study, we evaluated the
Qianqian Mao +3 more
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