In light of the recently passed 2010 Dodd-Frank Act, we assess the effect of margin changes on prices, the risk … decrease the rate at which prices change, yet they impair the risk sharing function and they decrease market liquidity in …

Commodity derivatives were introduced in India with a dual purpose of promoting price discovery and enhancing risk …

This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i …-specific influences. The results indicate that the explanatory power of the (negative) variance risk premium on oil excess returns is …

This paper is the first to discuss the design of futures hedging strategies in European natural gas markets (NBP, TTF … reduction obtained by strategies in which hedging ratios are estimated with linear regressions. Seasonal hedging strategies … that hedging effectiveness is much higher when the seasonal pattern in spot price changes is approximated with lagged …

Trading in commodity derivatives on exchange platforms is an instrument to achieve price discovery, better price risk …