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Persistent link: https://www.econbiz.de/10013256293
This study investigates the predictability of outlook hog price forecasts released by Iowa State University relative to alternative market and time-series forecasts. The findings suggest that predictive performance of the outlook hog price forecasts can be improved substantially. Under RMSE,...
Persistent link: https://www.econbiz.de/10009443351
Persistent link: https://www.econbiz.de/10010921911
This study investigates the predictability of outlook hog price forecasts released by Iowa State University relative to alternative market and time-series forecasts. The findings suggest that predictive performance of the outlook hog price forecasts can be improved substantially. Under RMSE,...
Persistent link: https://www.econbiz.de/10005804784
. And yet, more and more companies are using(or being forced to use) futures and derivatives to stay competitive in a fast …
Persistent link: https://www.econbiz.de/10005621718
limits (cotton futures) to another that is not (options on cotton futures). The results add to the debate on trading limits …
Persistent link: https://www.econbiz.de/10005512175
The New York Cotton Exchange (NYCE) imposes price limits on the trading of cotton futures, whereby the price at which … cotton futures trade during a day is restricted to a band centered around the previous day's close. However, the NYCE has no … such restrictions on the trading of options on cotton futures. These exchange rules allow for essentially a controlled …
Persistent link: https://www.econbiz.de/10005387272
derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF …) prices that are related to natural gas stock prices. The volatility spillover effect is the delayed effect of a returns shock … spot, futures and ETF markets using the multivariate conditional volatility diagonal BEKK model. The data used include …
Persistent link: https://www.econbiz.de/10011490999
oil derivatives, specifically futures, and stock index returns in UK and USA. The paper will also analyze the Chinese … results, dynamic hedging strategies will be suggested to analyze market fluctuations in crude oil prices and associated …
Persistent link: https://www.econbiz.de/10011520514
food demand in relation to food prices over time using data from the British National Food Survey (NFS) covering the period … energy from carbohydrate have been explored deriving nutrients elasticities with respect to variation of food prices. …
Persistent link: https://www.econbiz.de/10010251127