Results 21 to 30 of about 356,245 (359)
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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Agricultural Economics (AGRICECON), 2021 While the benefits of using futures to manage price risk are widely recognised, only certain groups of farmers have suitable futures at their disposal.
Eewoud Lievens +2 more
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Analyzing Price Discovery Function of Gold Coin Futures Contracts in Iran [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2016 This paper deals with the question of whether gold coin futures contract in Iran performs expected function of price discovery or not. We investigate this question by using three distinct approaches: linear and nonlinear causality tests between gold coin
Ahmad Mohammadi +2 more
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Global Financial Crisis and Price Risk Management in Gold Futures Market at MCX, India [PDF]
Romanian Economic Journal, 2018 Over the globe, gold is one of the most traded commodity. In India, gold is traded in both spot and futures market. Price risk management is a fundamental but vital function of futures market. To effectively discharge this function, futures market has to
Archana Singh
doaj
Journal of Mathematics, 2022 The current study investigates the intraday dynamics of futures and spot markets in India. By analyzing one-minute data of Nifty 50 and the associated futures index, the study finds that both the markets are cointegrated.
Mohammed Arshad Khan +5 more
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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 +2 more
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Investor preferences for oil spot and futures based on mean-variance and stochastic dominance [PDF]
This paper examines investor preferences for oil spot and futures based on mean-variance (MV) and stochastic dominance (SD). The mean-variance criterion cannot distinct the preferences of spot and market whereas SD tests leads to the conclusion that spot
Lean, H.H., McAleer, M.J., Wong, W-K.
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Volatility Spillover Effects Between Carbon Futures and Stock Markets: A DGC-t-MSV-BN Model
MathematicsThis paper applies the Multivariate Stochastic Volatility (MSV) model, alongside its extended DGC-t-MSV model, and integrates Bayesian methods with MCMC techniques to develop the DGC-t-MSV-BN model.
Jining Wang, Tian Man, Lei Wang
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Price discovery in spot and futures markets: a reconsideration [PDF]
, 2009 We reconsider the issue of price discovery in spot and futures markets. We use a threshold error correction model to allow for arbitrage operations to have an impact on the return dynamics.
Theissen, Erik
core
Hematopoietic (stem) cells—The elixir of life?
FEBS Letters, EarlyView.The aging of HSCs (hematopoietic stem cells) and the blood system leads to the decline of other organs. Rejuvenating aged HSCs improves the function of the blood system, slowing the aging of the heart, kidney, brain, and liver, and the occurrence of age‐related diseases.
Emilie L. Cerezo +4 more
wiley +1 more source