Narrow search
Showing 1 - 10 of 105,114
Cover Image
Do futures and options trading increase spot market volatility in India? : the case of S&P CNX Nifty
Srinivasan, Palamalai - In: International journal of business performance and … 2 (2010) 2, pp. 134-145
Persistent link: https://www.econbiz.de/10009507588
Cover Image
Foreign exchange futures trading and spot market volatility in Thailand
Woradee Jongadsayakul - In: Risks : open access journal 12 (2024) 7, pp. 1-20
This paper investigates how the introduction of foreign exchange futures has an impact on spot volatility and considers … the contemporaneous and dynamic relationship between spot volatility and foreign exchange futures trading activity …, including trading volume and open interest in the Thailand Futures Exchange context, with the examples of the EUR/USD futures …
Persistent link: https://www.econbiz.de/10014637194
Cover Image
Modeling electricity spot prices : combining mean-reversion, spikes and stochastic volatility
Mayer, Klaus; Schmid, Thomas; Weber, Florian - 2011
an approach to model spot prices that combines mean-reversion, spikes and stochastic volatility. Thereby we use different … ; Energy markets ; Lévy processes ; Mean-reversion ; Spikes ; Stochastic volatility ; GARCH …
Persistent link: https://www.econbiz.de/10009007249
Cover Image
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.; Ahalawat, Shweta; Patro, Archana; … - In: Applied economics 54 (2022) 3, pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Cover Image
Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei; Ford, James L. - 2010
Persistent link: https://www.econbiz.de/10009374212
Cover Image
Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Cover Image
The effect of futures trading on spot market volatility : evidence from Turkish derivative exchange
Günay, Samet; Haque, Mahfuzul - In: International journal of business and emerging markets … 7 (2015) 3, pp. 265-285
Persistent link: https://www.econbiz.de/10011416874
Cover Image
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
Cover Image
Bullion futures effect on spot prices in India
Kirithiga, S.; Naresh, G.; Thiyagarajan, S. - In: International journal of business excellence 14 (2018) 3, pp. 319-338
Persistent link: https://www.econbiz.de/10011954124
Cover Image
Effect of futures trading on spot price volatility: evidence for NSE Nifty using GARCH
Debasish, Sathya Swaroop - In: Afro-Asian Journal of Finance and Accounting : AAJFA 1 (2008) 2, pp. 140-150
Persistent link: https://www.econbiz.de/10003787139