Results 11 to 20 of about 1,170,212 (257)

Testing the efficiency of the U.K. financial futures markets. [PDF]

, 1986
PhDThis thesis tests the efficiency of the U.K. financial futures market, using data over the period from September 1982 to March 1985. In examining the efficiency of the U.K.
Lyons, Gerard P.
core   +4 more sources

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
doaj   +1 more source

Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain?

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
doaj   +1 more source

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.
doaj   +1 more source

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
doaj   +1 more source

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, Sungchun Kim, Eojin Yi, Kwangwon Ahn   +3 more
doaj   +1 more source

Market reactions to trade friction between China and the United States: Evidence from the soybean futures market

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
doaj   +1 more source

Margin call risk and leverage constraints: exploring investment horizons and low-risk anomalies in futures markets [PDF]

Seonmul yeongu
Purpose – In futures markets, margin trading not only relaxes leverage constraints but also entails the risk of margin calls. Therefore, existing studies provide inconsistent evidence on low-risk anomalies, raising challenges in understanding leverage ...
Yonghwan Jo, Dain Jung
doaj   +1 more source

The Role of Incompleteness in Commodity Futures Markets

Frontiers in Applied Mathematics and Statistics, 2015
This paper proposes a convenience yield-based pricing for commodity futures, which embeds incompleteness of commodity futures markets in convenience yields.
Takashi eKanamura
doaj   +1 more source

Heterogeneity of Cash Markets at Physical Delivery Points and the Hedging Effectiveness of Agricultural Commodity Futures in India – Lessons for Contract Optimization.

Applied Finance Letters, 2020
Agricultural commodity futures in India are settled by physical delivery and the seller can choose the location of delivery from a list described in the contract specifications.
Sanjay Mansabdar, Hussain C Yaganti
doaj   +1 more source