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Examining the metal futures price discovery in China from multi-scale time
Zhu, Yongguang; Li, Ya; Gong, Yuna; Xu, Deyi - In: Mineral economics : raw materials report 37 (2024) 1, pp. 173-188
Persistent link: https://www.econbiz.de/10014536735
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Futures trading and commodity spot market volatility : empirical evidence on selected commodities in Indian market
Parsa, Masoud; Mallikarjunappa, T. - In: Risk and decision analysis 5 (2014) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10010492584
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Hedging performance and multiscale relationships in the German electricity spot and futures markets
Madaleno, Mara; Pinho, Carlos - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 26-62
We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing … in order to account for risk reduction through hedging. Results allow us to conclude that: dynamic hedging strategies … provide higher variance reductions in terms of hedging effectiveness; there is poor correlation among spot and futures, not …
Persistent link: https://www.econbiz.de/10011555959
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Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models
Zuppiroli, Marco; Revoredo Giha, César L. - In: International journal of applied management science 8 (2016) 2, pp. 132-148
Persistent link: https://www.econbiz.de/10011636094
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Marginal speculation and hedging in commodity markets
Ulusoy, Veysel; Onbirler, Özgür Ünal - In: Finance research letters 23 (2017), pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
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Efficiency of price risk management : the case of futures markets for metals and energy in India
Kumar, M. Ajoy; Harshini, C.; Ahamed, Sadath A.; Raj, … - In: International journal of business and systems research … 18 (2024) 3, pp. 295-305
Persistent link: https://www.econbiz.de/10015064217
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The effect of new futures contracts on gold futures price volatility : evidence from the Thailand futures exchange
Woradee Jongadsayakul - In: Cogent economics & finance 8 (2020) 1, pp. 1-14
futures price volatility of existing gold futures with two contract sizes, 50 baht-weight and 10 baht-weight, using symmetric … modelling gold futures price volatility. The results confirm that the coming into market of Gold-D significantly reduces the … price volatility of existing gold futures. There is not a significant negative relationship between the introduction of Gold …
Persistent link: https://www.econbiz.de/10013179506
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Impact of futures trading on volatility of spot market-a case of guar seed
Dinesh Kumar Sharma; Malhotra, Meenakshi - In: Agricultural finance review 75 (2015) 3, pp. 416-431
Persistent link: https://www.econbiz.de/10011341934
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Informational dependency between spot and futures markets : evidence from Turkish foreign exchange markets
Lee, Yen-hsian; Ozun, Alper - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 99-108
Persistent link: https://www.econbiz.de/10010209490
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Nonlinear examination of the "heat wave" and "meteor shower" effects between spot and futures markets of the precious metals
Živkov, Dejan; Manić, Slavica; Pavkov, Ivan - In: Empirical economics : a quarterly journal of the … 63 (2022) 2, pp. 1109-1134
Persistent link: https://www.econbiz.de/10013440356