the US futures markets
Is there co movement between the China and US agricultural futures markets?
... the US are both important countries in the international ...two markets deeply affects the international market; therefore, the need for understanding the co- movement between the China and US ...
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The Return–Volatility Relation in Commodity Futures Markets
... gold futures market. Thus the gold futures volatility for all maturities has a similar response to return shocks as the spot gold volatility, see Baur ...commodity futures markets such as ...
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Dynamic Spillover Effects in Futures Markets
... of futures trading significantly contribute to the forecast error variance of open ...and futures volatilities in the UK and the US, which is affected by major economic events, such as the global ...
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Liquidity Induced Dynamics in Futures Markets
... income markets (Huang, Cai, and Song, 2001; Brandt and Kavajecz, ...in futures markets, however, this paper extends the methodology of these studies in three important ...trending markets ...
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Analyzing frequent acquires in emerging markets and futures markets linkage
... among futures markets by examining the information transmission across commodity ...commodity futures (copper, soybeans and wheat) traded in both ...China markets. They find that the U.S. ...
131
Futures Markets and the Two Dimensions of Instability in Commodity Markets: The Oil Experience
... It is argued in this paper that one must distinguish short-term price instability, associated with the functioning of commodity futures markets, and medium- term instability, associated [r] ...
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Atomic Order Execution Tactics in Futures Markets
... the futures markets than using instant market ...liquid futures, over 1 trillion ticks of real market data and 20000 simulated orders per futures are ...some futures, even better ...
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Is idiosyncratic volatility priced in commodity futures markets?
... commodity futures markets using pricing models that explicitly account for backwardation and contango (Basu and Miffre, 2013; Bakshi et ...commodity futures markets the methodology deployed in ...
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Futures Markets and Farmers Welfare: Are They in Sync?
... options markets compared to futures markets due to low trading volumes causing high bid-ask spreads in the options ...in futures market than in options market and in such cases, an early ...
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International Linkages of the Indian Commodity Futures Markets
... tional Futures Exchange (MIFE), and found no co-inte- gration between these two ...two markets where IPE morning prices seem to be considerably affected by the closing price of the pre- vious day on ...
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Linkage among the U S Energy Futures Markets
... source markets in the ...oil futures markets but only weak linkage holds among these four oil-related markets, coal, natural gas, uranium, and ethanol futures ...oil-related ...
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New insights into India’s single stock futures markets
... Nevertheless, the information flows are difficult to measure, and the extent to which the price variability is driven by noise or information is hard to determine. Until Andersen (1996) proposed the Generalized Method of ...
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Investor sentiment and return predictability in agricultural futures markets
... Commodity Futures Trading Commission (CFTC) since the early 1980s detail positions taken by the three types of traders—large speculators, large hedgers, and small traders in ...in futures trading, and pro- ...
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Psychological barriers in oil futures markets
... Brent futures over the time period 1990 – ...oil futures, given the aforementioned overlap between clustering and psychologi- cal ...other markets primarily traded by professional traders provides a ...
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Base Metals Inventories and their Influence on Futures Markets
... the futures contracts they establish as noted by Khan, Khokher and Simin ...commodity futures is expected to increase when the risk associated with the future spot price ...mean futures excess ...
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Increasing returns in futures markets
... In any case, for the Bank Bills (near future) and US dollar contracts there is clear support for the view that the ask-bid spread varies negatively with volume, and hence for the hypo[r] ...
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Market Conditions and the Functioning of Metal Futures Markets
... 1.5 Contributions The underlying theme of this thesis is the linkage between market conditions as proxied by backwardation and contango and the functioning of the futures market, functio[r] ...
218
Increasing returns to liquidity in futures markets
... The hypothesis addressed in this paper is that the ask-bid spread varies negatively with volume.. The results support the hypothesis for the majority of contracts [r] ...
18
Information transmission in energy futures markets
... Chapter 3 reviews methodologies on lead-lag relationships in the existing literature and their relevance to our empirical analysis in later chapters; Chapter 4 examines the information t[r] ...
152
PLACEMENT AND SIZING OF DISTRIBUTED GENERATORS IN DISTRIBUTED NETWORK BASED ON LRIC AND LOAD GROWTH CONTROL
... commodity futures markets, the index investors’ entering and demanding for commodity spot are important factors to decide the price of the commodity futures ...commodity futures markets ...
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