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Risk correlation identification of futures market based on wavelet transform and quantile Granger causality test. [PDF]
PLoS ONE, 2023 Futures market is an important part of the financial market, with a high degree of liquidity and leverage effect. However, the futures market is also faced with various risk factors, such as price fluctuations, market shocks, supply and demand changes ...
Zi Qian Wu
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International Journal of Financial Studies, 2021 This study investigated the impact of the introduction of the VN30-Index futures contract on the daily returns anomaly for the Ho Chi Minh Stock Exchange (HOSE).
Loc Dong Truong, H. Swint Friday
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Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk
American Business Review, 2023 In this study, we empirically analyze the contributions of three crude oil-based exchange traded funds (ETFs) and the futures contract in hedging crude oil price risk.
Keshab Shrestha +2 more
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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
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The Effect of Gold Coin Futures on the Spot Market Volatility in Iran [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2018 After the unprecedented volatility of gold coin prices over the past years in Iran, there has been a growing concern among academic and policy makers about the potential role of gold coin futures contract in this regard.
Ahmad Mohammadi, Zeinab Savari
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Risks, 2022 This analysis is the first to investigate the influence of index futures trading volume on spot market volatility for the Ho Chi Minh Stock Exchange (HOSE). The data utilized in this study are the daily VN30-Index futures contract trading volume starting
Loc Dong Truong +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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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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Perpetual Contract NFT as Collateral for DeFi Composability
IEEE Access, 2022 Decentralized Finance (DeFi) is an emerging financial service model based on blockchain technology. DeFi composability denotes the ability for different DeFi services to interact with one another resulting in new forms of financial services.
Hyoungsung Kim +2 more
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PENGARUH KONTRAK FUTURES INDEKS TERHADAP VOLATILITAS UNDERLYING SPOT MARKET DI INDONESIA
Jurnal Manajemen, 2017 There were some contradictory between the impacts of futures contract to the volatility of underlying asset. In the one side, some researches concluded that futures transaction affect to underlying asset volatility, but in the other side said the future ...
Sukmawati Sukamulja, Sony Fidanti
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