Search Results - subject:"futures price"

Network analysis of price comovements among corn futures and cash prices

Xu, Xiaojie; Zhang, Yun - In: Journal of agricultural & food industrial organization 22 (2024) 1, pp. 53-81

Persistent link: https://www.econbiz.de/10014580878

Analysis of linkage fluctuation in time series data of nickel futures price index

Chen, Xiaoci; Huo, Guanyu; Cao, Gaojie - In: Journal of business economics and management 24 (2023) 4, pp. 712-731

This paper explores the variation pattern of nickel futures prices using the daily closing levels of the nickel futures … price index of the London Futures Exchange and the Shanghai Futures Exchange. The data coarse-graining method is employed to …

Persistent link: https://www.econbiz.de/10014460312

Price impact on term structure

Brigo, Damiano; Graceffa, Federico; Neuman, Eyal - In: Quantitative finance 22 (2022) 1, pp. 171-195

Persistent link: https://www.econbiz.de/10012872530

Price and volatility effects of commodity financialization

Kupabado, Moses Mananyi - 2022

Persistent link: https://www.econbiz.de/10013256135

Commodity futures price forecast based on multi-scale combination model

Liu, Yijia; Gao, Yukun; Shi, Yufeng; Zhang, Yuxue; Li, Li; … - In: International journal of financial engineering 9 (2022) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10014234465

China futures price forecasting based on online search and information transfer

Liang, Jingyi; Jia, Guozhu - In: Data science and management : DSM 5 (2022) 4, pp. 187-198

The synchronicity effect between the financial market and online response for time-series forecasting is an important task with wide applications. This study combines data from the Baidu index (BDI), Google trends (GT), and transfer entropy (TE) to forecast a wide range of futures prices with a...

Persistent link: https://www.econbiz.de/10014517977