-Granger (1995), we look at the relative information content of cash and futures prices in the market for Canadian Government bonds … using futures market data from the Montreal Exchange and OTC cash market data reflecting the inter-dealer market covered by … Trade (CBOT) futures market as well as the cash market from GovPx in the first part of the sample and subsequently from …

derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF … gas spot markets, a large number of hedging strategies can be used, especially with the rapid development of natural gas … aspect of constructing optimal dynamic hedging strategies. The paper tests and calculates spillover effects among natural gas …

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 …

Using the Commodity Futures Trading Commission's Commitments of Traders data, considering both the generalized … gold and Standard & Poor's 500 futures have experienced increasing volatility persistence to shocks during the 1990s. In …. Both models, under the normal and t-distributions, support the fact that most futures returns in the 29 US markets were …

derivatives are used for hedging, we find most active equity derivative using funds buy index derivatives to amplify market …