This paper investigates the dynamics of sequential decision-making in agricultural futures and options markets …

The major finding is that liquidity costs in futures options market are two to three times higher thanliquidity costs …, there is little comparable research about options markets.This study, for the first time, attempts to determine and compare … liquidity costs in options and futuresmarkets. The study uses July 2007 wheat futures and options contracts traded on Kansas …

cash price distributions on the optimal use of futures and options. The results show that truncation in the cash price … distribution facing an individual producer provides incentives to trade options as well as futures. We derive optimal futures and … options trading rules under options as well as futures. We derive optimal futures and options trading rules under a range of …

implied volatility models for South African single stock future options and warrants. Furthermore, the pricing premiums … methodology is superior. Inter-bank implied volatility for single stock futures options is compared to implied volatility for … the market makers, amongst themselves, are willing to pay for the same underlying shares with single stock futures options. …

existing, RPS programs, to better understand the policy design options available when developing an RPS program, the potential … positive and negative impacts RPS component options have on each principle.The use of an energy-based compliance requirement … a state. Of the RPS design options analyzed, most have positive impacts on some best practice principles while having …

implied volatility of individual options on S&P 100 stocks and the ex-post realized volatility of the stocks following sharp … first to document a successful trading strategy involving writing individual stock options, even while taking transaction …

forward and options under different hedge ratios and various durations of the contracts. Afterwards the outcome is compared to … better means than options for currency risk insurance purposes. Moreover, it is demonstrated that hedging with the shortest …