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Optimal hedge ratios and hedging effectiveness: An analysis of the Turkish futures market
Borsa Istanbul Review, 2022 The main purpose of this comprehensive study is to determine the optimal hedge ratios and hedging effectiveness of different futures contracts traded on the Borsa Istanbul (BIST), namely the BIST 30 equity index, US dollar–Turkish lira currency futures ...
Goknur Buyukkara +2 more
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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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Hedging with futures contracts in the Brazilian soybean complex: BM&F vs. CBOT
Revista de Economia e Sociologia Rural, 2003 This article analyzes the effectiveness of hedging Brazilian soy oil, soy meal, and soybeans in the Chicago Board of Trade (CBOT) and in the Brazilian Commodities and Futures Exchange (BM&F) to reduce the risk of financial loss due to commodity price ...
Silva Andréia Regina O. da +2 more
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Relationships between Copper Futures Markets from the Perspective of Jump Diffusion
Mathematics, 2021 This paper analyzes the price correlation effect between domestic and foreign copper futures contracts. The VAR-BEKK-GARCH (1,1) spillover effect model and the BN-S class non-parametric model based on the jumping perspective are used.
Xue Jin +3 more
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An analytical study of equity derivatives traded on the NSE of India
Cogent Business & Management, 2022 To analyze day trading dynamics for Nifty Index futures and options contracts, a detailed study is steered to understand the quantum of volume traded and how volume traded affects the underlying volatility.
Parizad Phiroze Dungore +2 more
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Foundations and Formation of Electronic Oil Futures Contracts [PDF]
حقوق فناوریهای نوین, 2021 Iran is in a special place in terms of oil exports, and it is natural that in this valley traders are also looking for a better market and more profits.
Golnaz Jalali +2 more
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Oil futures contracts, obligation to selling or to daily settlement? [PDF]
Journal of Asset Management and Financing, 2018 Oil futures contracts make it possible for all market participants to remain safe against the crude oil price fluctuations. Islamic Republic of Iran needs to import oil futures contracts to energy exchange for two reasons: First, its national income is ...
Mahdi Sadeghi Shahdani +1 more
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Google trends as predictor of grain prices [PDF]
Ekonomika Poljoprivrede (1979), 2021 This paper examines the predictive power of Google trends on the grain's futures price movement. The aim was to validate if an algorithmic trading system designed was profitable and able of beating the market.
Gómez Martínez Raúl +2 more
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Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2007 The paper is focused on analysis of return on speculative operations with futures contracts from the view of participators not undertaking and undertaking the currency risk.
Oldřich Šoba
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The Informational Content of Distant-Delivery Futures Contracts
Journal of Agricultural and Resource Economics, 2012 Futures markets have two main goals: price discovery and risk management. Because management decisions often have to be made on a time horizon longer than the time until expiration of the nearby futures contract, it is important to determine how well ...
Kristin N. Schnake +2 more
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