Futures Contracts
Determinants of Successful Agri - Futures Contracts in India
... the futures contract. Not only launching new contracts is an expensive exercise but it also damages the market institutional infrastructure and investors’ ...the contracts puts the agri commodity ...
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Term Structure of Natural Gas Futures Contracts
... In this paper, we explore the possibility of the existence of quasi rents in the natural gas industry stemming from hold-up costs. Over recent decades, the US natural gas industry has undergone a degree of integration, ...
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Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis
... leverage effect is present in most cases and tends to be higher after the futures onset for all markets, evidence of the presence of well informed investors since the introduction of the futures markets. ...
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Estimating the risk of day specific positive return under the influence of futures contracts
... of futures contract. In order to capture the exclusive effect of futures contracts introduction, the data on daily price of CNX-Nifty Index has been taken from June 1999 to June ...index ...
6
The analysis of return on speculative trading with futures contracts of agriculture commodities in the context of the currency risk
... příslušného futures kon- traktu za stejné období (r F ...noty futures kontraktu při otevření pozice, celková výnosnost operace s tímto futures kontraktem by byla kvantifikována stejně jako ...
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Hedging diversified equity portfolios using futures contracts
... Table 6.5 Constant hedge ratios for the foreign equity portfolio based on Templeton Fund investments, where hedge ratios are calculated using a bivariate GARCHl,l model; for the period 0[r] ...
226
Do financial investors affect the price of wheat?
... agricultural futures markets are less liquid than energy futures markets, so they are less able to absorb capital inflows; (3) commodity index traders follow a strategy of buying futures ...
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Recent experiences of copper on the Shanghai futures exchange: Some lessons for warehouse monitoring
... the Futures contracts traded on the Shanghai Futures Exchange, as well as the growth of so-called ‘Commodity Collateral Financial Deals (CCFDs) where Chinese investors would borrow at better rates, ...
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Retrospective Analysis Of Basic Risk As A Part Futures Trading In Ukraine
... the futures markets should be considered spot prices as they affect the final result of the implementation of price insurance ...the futures market in order to pre-install for cash at the time of ...
5
On the lease rate, convenience yield and speculative effects in the gold futures market
... By examining the gold bullion leasing market over the period 1996-2009, we have argued that the derived lease rate can serve as an observable form of the convenience yield of gold. In such a framework, we exhibit a ...
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Volatility forecasting in the Chinese commodity futures market with intraday data
... of futures contracts at 5-min interval, which is the highest sampling frequency in our ...nearby contracts averages at ...delivery contracts, we notice a marked ...the futures contract ...
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U S beef cattle recipes: preparing time dependent fundamentals of cattle futures
... nearby futures contracts and spot ...the futures price is greater than the spot price by an amount reflecting the cost of carry net of the convenience yield (Hull, ...long futures contract on ...
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The role of media content in explaining the index futures market behaviour: a thesis presented in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, Palmerston North, New Zealand
... index futures contracts of Hong Kong Exchanges and Clearing Limited, Bursa Malaysia and Singapore ...trading futures contracts, the trading strategy based on this finding becomes more ...
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ECUSTAT 3 1996
... Open interest and volumes traded of Matif ECU bond futures contracts on a monthly basis for the current and the previous year.. The number of business days per month are given.[r] ...
140
ECUSTAT 1 1996
... Open interest and volumes traded of Matif ECU bond futures contracts on a monthly basis for the current and the previous year.. The number of business days per month are given.[r] ...
136
Challenges Facing Financial Engineering with Islamic Rules
... of futures was still a controversial issue in ...the futures contract on crude palm oil is admissible as it is in accordance with Shariah principles in ...index futures contract, the SAC passed a ...
7
The importance of developing future contracts: a case study of Iran Agricultural Commodity Exchanges
... without futures markets to use established contracts on existing world ...Cash contracts are dominant in Iran Agricultural Commodity Exchange (IACE), established recently in 2004 but cannot play ...
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Information and Price Response in Storable Commodity Futures Markets: An Application to Lumber Contracts
... lumber futures contracts are January, March, May, July, September, and ...seven contracts are listed at any point in ...between futures prices, equals ...other contracts. According to ...
189
Valuation Simulation for a Net Smelter Return Royalty on a Mining Project
... This paper provides a rough calculation of the economic value of a hypothetical mining operation for a profitable of mineral deposit. I present simplifying assumptions for the deposit geometry and mine production ...
6
ANALYTIC AND CONCEPTUAL STUDY ON THE ROLE PLAYED BY THE BROKERS IN HEDGING THE RISKS USING GOLD FUTURES
... commodity futures contracts, options or similar derivatives on behalf of ...commodity contracts to manage financial risk or investors, traders or speculators who assume price risk from others in ...
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