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Mean-variance tradeoff of bitcoin inverse futures [PDF]
BlockchainBitcoin inverse futures are dominant derivative contracts traded in the cryptocurrency market. We aim to understand the mean-variance tradeoff of such contracts through quantitative studies.
Jun Deng +3 more
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Risk Management of Selected Products Imported by Iranian Agriculture Using quasi-futures contracts [PDF]
مدلسازی اقتصادسنجی, 2019 The present study aims to provide a model for covering price risks in Iranian importers of agricultural commodities. In order to assess the efficiency of the model, daily spot and futures prices of soybeans and corn were collected from the Chicago ...
Omid Khodaverdi +3 more
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Gold futures prices: An investigation into the theories of storage and forecast power and premium
South African Journal of Business Management, 1990 There are two principal theories of commodity futures prices. The theory of storage, which explains the difference between contemporaneous futures and spot prices (the basis) in terms of interest rates, warehousing costs, and convenience yields, and the ...
M. J. Page
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Day-of-the-week effect: Petroleum and petroleum products
Cogent Economics & Finance, 2023 This study tests for calendar anomalies in returns for petroleum and petroleum products via the futures market, specifically, the day-of-the-week (DOW) effect.
Andrew C. Meek, Seth A. Hoelscher
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Discrete Dynamics in Nature and Society, 2020 In April 2017, China Financial Futures Exchange adjusted the maximum order volume of single trading in stock index futures, and this paper conducts research on this event.
Liang Wang +3 more
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Price Clustering After the Introduction of Bitcoin Futures
Applied Finance Letters, 2020 Economic theory suggests that introduction of derivative contracts can improve the informational efficiency of the underlying asset prices (Danthine, 1978).
Ahmed S Baig, Omair Haroon, Nasim Sabah
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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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Futures contracts as a means of hedging market risks
AiBi Revista de Investigación, Administración e Ingeniería, 2023 This academic article examines derivative instruments, their role in financial markets, and the associated risks. Derivatives, such as options, forward contracts, and futures, have gained increasing popularity due to their potential for hedging, market ...
Andrés Jerónimo Arenas-Falótico +1 more
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A STUDY ON FINANCIAL DERIVATIVE WORLDWIDE TRANSACTIONS – FUTURES CONTRACTS [PDF]
Annals of the University of Oradea: Economic Science, 2012 Financial products and financial derivatives transactions are on front page in the profile publications, because they have generated huge gains for a small part of market participants, and losses as well, sometimes followed by collapse even on the ...
SECHEL Ioana-Cristina, CIOBANU Gheorghe
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Carbon dioxide removal and the futures market
Environmental Research Letters, 2017 Futures contracts are exchange-traded financial instruments that enable parties to fix a price in advance, for later performance on a contract. Forward contracts also entail future settlement, but they are traded directly between two parties. Futures and
D’Maris Coffman, Andrew Lockley
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