Results 21 to 30 of about 7,745 (263)

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, zeinab savari, Khaled Ahmadzadeh   +2 more
doaj   +1 more source

The impact of the Chinese cornstarch futures on spot market and corn futures market

Cogent Economics & Finance, 2017
This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market and relevant markets through Johansen cointegration test, VEC model and GARCH model.
Crentsil Kofi Agyekum, Haifeng Huang, Jianshu Chen   +2 more
doaj   +1 more source

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
doaj   +1 more source

Creating a market for price swaps: Case study of an innovative risk management instrument in the Belgian-Dutch pear market

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, Kobe Tielens, Erik Mathijs   +2 more
doaj   +1 more source

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  

Competence and efficacy of commodity futures market: Dissection of price discovery, volatility, and hedging

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, Nupur Moni Das, K.Chandrasekhara Rao   +2 more
doaj   +1 more source

Intraday Price Discovery between Spot and Futures Markets of NIFTY 50: An Empirical Study during the Times of COVID-19

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, Md. Mobashshir Hussain, Asif Pervez, Mohd Atif, Rohit Bansal, Hamad A. Alhumoudi   +5 more
doaj   +1 more source

Volatility Spillover Effects Between Carbon Futures and Stock Markets: A DGC-t-MSV-BN Model

Mathematics
This 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
doaj   +1 more source

Rethinking plastic waste: innovations in enzymatic breakdown of oil‐based polyesters and bioplastics

FEBS Open Bio, EarlyView.
Plastic pollution remains a critical environmental challenge, and current mechanical and chemical recycling methods are insufficient to achieve a fully circular economy. This review highlights recent breakthroughs in the enzymatic depolymerization of both oil‐derived polyesters and bioplastics, including high‐throughput protein engineering, de novo ...
Elena Rosini, Nicolò Antonelli, Gianluca Molla   +2 more
wiley   +1 more source

Effects and Policy Implications of the Introduction of Currency Futures in Korea

East Asian Economic Review, 1999
The market of currency futures of South Korea was opened on April 23rd in 1999. This thesis analyzed the influence of the currency futures market over the foreign exchange market, aiming at observing the possible future of the currency futures market and
Yunjong Wang , Young-Ho Park
doaj   +1 more source