Results 11 to 20 of about 235,874 (309)
Interaction between equity futures and spot markets during COVID-19 pandemic: a multi-market analysis [PDF]
Seonmul yeonguUsing ABA research design and daily indices from South Africa, Eurozone, Japan and the United States of America, this study evaluates the interaction between equity index futures and spot markets before; during and after the COVID-19 pandemic.
Kalu O. Emenike
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Is there co-movement between the China and US agricultural futures markets?
Agricultural Economics (AGRICECON), 2015 The paper examines the co-movements between the agricultural markets of China and the US. First, the empirical findings indicate that long-term equilibrium exists between the China and US soybean futures markets but not in the wheat futures markets ...
Bing Zhang
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Bio-based and Applied Economics, 2013 The instability of commodity prices and the hypothesis that speculative behaviour was one of its causes has brought renewed interest in futures markets.
Cesar Revoredo-Giha, Marco Zuppiroli
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A model of financialization of commodities [PDF]
, 2016 We analyze how institutional investors entering commodity futures markets, referred to as the financialization of commodities, affect commodity prices. Institutional investors care about their performance relative to a commodity index.
Basak, S, Pavlova, A
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Brokers and brokerage in the process of trading in commodity futures markets [PDF]
Ekonomski Anali, 2003 This paper mainly deals with the analysis of a very complex process of brokerage in commodity futures markets. Unlike a classical commodity market in which brokers are not a necessity, sales and purchases in commodity futures markets cannot be carried ...
Eremić Milan B.
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Market efficiency in agricultural futures markets [PDF]
Applied Economics, 2002 Market efficiency and unbiasedness are tested in four agricultural commodity futures markets - live cattle, hogs, corn, and soybean meal - using cointegration and error correction models with GQARCH-in-mean processes. Results indicate each market is unbiased in the long run, although cattle, hogs and corn futures markets exhibit short-run ...
McKenzie, Andrew M., Holt, Matthew T.
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Indian and Chinese Metal Futures Markets: A Linkage Analysis
Acta Universitatis Sapientiae: Economics and Business, 2022 This paper aims to test the long-run and short-run relationships between the Indian and Chinese metal futures markets using the weekly closing prices of three nonferrous metals, that is, copper, aluminium, and zinc, for the period of 2009–2020.
Kumar Ravi, Dhiman Babli
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Market efficiency and information flow between the crude palm oil and crude oil futures markets
Energy Strategy Reviews, 2023 This study analyzes the efficiency of the crude palm oil (CPO) futures market by conducting a variance ratio test and comparing it to the West Texas Intermediate (WTI) futures market.
Minhyuk Jeong +3 more
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Causality in futures markets [PDF]
Journal of Futures Markets, 2006 This study tests causal hypotheses emanating from theories of futures markets by utilizing methods appropriate for disproving causal relationships with observational data. The hedging pressure theory of futures markets risk premiums, the generalized version of the normal backwardation theory of Keynes, is rejected. Theories predicting that the activity
Bryant, Henry L. +2 more
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Journal of Management Science and Engineering, 2023 In March 2018, the US used an immense trade deficit as an excuse to provoke trade friction with China. This study uses the EGARCH model and event study methods to study the impact of the major risk event of Sino-US trade friction on soybean futures ...
Tian Wen, Ping Li, Lei Chen, Yunbi An
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