Futures and spot prices
The Inter Temporal Causal Nexus between Indian Commodity Futures and Spot Prices: A Wavelet Analysis
... cates futures market performs price discovery function and it is usually considered as one of the most important parameters for evaluating the efficiency of futures ...which futures market performs ...
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Price Risks and the Lead-Lag Relationship between the Futures and Spot Prices of Soybean, Wheat and Corn
... whether futures prices can lead spot prices to arrive at their equilibrium or futures will make prices fluctuate much more drastically, as long as futures prices ...
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Is the Causal Nexus between Agricultural Commodity Futures and Spot Prices Asymmetric? Evidence from India
... commodities futures markets are not yet mature and ...whether futures markets play a dominant role in the price discovery ...the futures market in five out of six ...that futures markets have ...
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A STUDY ON THE STOCK MARKET EFFICIENCY AND INTERRELATIONSHIP BETWEEN SPOT AND FUTURES COMMODITY PRICES IN INDIA
... in futures markets had a significant causal impact on ...both futures and spot prices contribute to price discovery and the futures market can provide information for current ...
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PRICE DYNAMISM OF PEPPER IN SPOT AND FUTURES MARKET
... ICE futures. They found that in normal periods, energy futures prices, both crude oil related and otherwise are strongly correlated, but that during volatile periods corresponding to financial and ...
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Financial Time Series Modelling of Trends and Patterns in the Energy Markets
... daily futures prices of crude oil and other distillate ...energy futures and spot prices and investigates the trends that underlie the price dynamics in order to gain further insights ...
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The effect of crude oil futures price on risk premium volatilities in the futures market
... show futures prices are unbiased for efficient forecasting of spot ...how spot prices, commodity future contracts, production and inventory levels are interrelated, and are determined ...
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Nexus between Spot & Futures Price of Cardamom
... for spot and futures prices of ...that futures price does not Granger-cause spot price, the lower row reports the f-statistic for the null hypothesis that spot price does not ...
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The Empirical Analysis on Prices of the Malaysian Crude Palm oil Futures Market
... appropriate futures contract to be ...on spot prices, which make it more concern in identifying the appropriate tools to analyse ...oil futures market in order to reduce their ...the ...
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Futures based forecasts: How useful are they for oil price volatility forecasting?
... the spot prices of the Brent Crude Oil (ICE Futures Europe), as well as, for the 1-month, 2-months and 3-months futures contracts ...the spot, as well as, the futures oil ...the ...
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A STUDY OF LEAD LAGS RELATIONSHIP BETWEEN NSE EQUITY MARKET AND SINGLE STOCK FUTURES
... the spot and futures market. Stock prices for sampled set of 10 stock futures along their corresponding spot prices for the period of four years ranging from 2012 to 2015 ...
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Econometric Analysis of Spot and Futures Indices of MCX
... spot prices of commodity and the futures trading in commodity ...that futures market has two important economic functions ...that futures prices act as an accurate indicator of ...
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Assessing the influence of spot price predictability on electricity futures hedging
... The autumn of 2002 was a dry season that pushed the hydro reservoirs into a sharp reduction (54% of average inflow for the preceding 20 years). In the late autumn and winter of the period 2002-2003 spot ...
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Determinants of Successful Agri - Futures Contracts in India
... commodity futures markets development. Still, the commodity futures market remains highly unpredictable, owing to frequent bans on futures trading of essential ...suspended futures trading in ...
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On modelling the electricity futures curve
... electricity prices on daily and hourly ...and spot prices alter ...influences spot prices, especially in countries with a large hydro-electric production ...base spot price ...
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Commodity Price Correlation And Time Varying Hedge Ratios
... hedge spot prices of six commodity prices with futures contracts; they conclude that the dynamic hedge ratios outperform the static ...between spot and futures prices on ...
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Emissions trading, carbon pricing, and the impact on carbon producing firms : a study of phase III of the European Union Emissions Trading Scheme : a thesis presented in partial fulfilment of the requirements for the degree of Master of Business (Finance) at Massey University, Palmerston North, New Zealand
... In part 2, Koch and Bassen (2013) calculate earnings and expenses for the sampled firms to find the equity value at risk. This part of the study is not repeated due to the requirement of significant estimation. ...
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Determinants of Oil Futures Prices
... oil futures market and the market for put and call options on oil ...oil futures in the oil futures market or sell call options or buy puts in the options on oil futures ...oil futures ...
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Impact of futures contract on agricultural commodity prices: an Indian perspective
... offer futures in 113 commodities, including agriculture, metals, energy and ...offered futures in all of ...commenced futures trading in 24 commodities on November 26, 2002 on a national ...
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Relationship Between Spot & Future Closing Prices With Reference To Stock & Index Futures Of Nifty 50 On NSE In India
... on spot market volatility, particularly the effect of equity derivatives introduction on spot market volatility in Indian stock market by using daily returns of seventy three companies from April 01, 1998 ...
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