Narrow search
Showing 1 - 10 of 116,605
Cover Image
The relationship between day-ahead and futures prices in the electricity markets : an empirical analysis on Italy, France, Germany and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - 2021
Persistent link: https://www.econbiz.de/10013256293
Cover Image
Stock index futures prices and the Asian financial crisis
Hassan, Taufiq; Mohamad, Shamsher; Ariff, Mohamed; … - 2007
This study reports new findings on the behavior of index futures (FKLI: code name of Kuala Lumpur Index Futures … contract) prices and also records the effect of a major financial crisis on the prices. Since the inception of trading in 1995 … crisis in July 1997, FKLI prices were at a high premium relative to its theoretical values. This significant mispricing of …
Persistent link: https://www.econbiz.de/10009441608
Cover Image
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market
Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip - 2008
This study investigates the predictability of outlook hog price forecasts released by Iowa State University relative to alternative market and time-series forecasts. The findings suggest that predictive performance of the outlook hog price forecasts can be improved substantially. Under RMSE,...
Persistent link: https://www.econbiz.de/10009443351
Cover Image
New evidence that index traders did not drive bubbles in grain futures markets
Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 42 (2017) 1, pp. 45-67
Persistent link: https://www.econbiz.de/10011607640
Cover Image
Econometric Models of Cash and Futures Prices of Shell Eggs
Roy, Sujit K.; Johnson, Phillip N. - Economic Research Service, Department of Agriculture - 1974
Persistent link: https://www.econbiz.de/10010921911
Cover Image
Applied derivatives : options, futures, and swaps
Rendleman, Richard J. - 2003 - Reprint.
Persistent link: https://www.econbiz.de/10004713434
Cover Image
Advanced derivatives pricing and risk management : theory, tools and hands-on programming application
Albanese, Claudio; Campolieti, Giuseppe - 2006
Persistent link: https://www.econbiz.de/10004821034
Cover Image
A course in financial calculus
Etheridge, Alison - 2002
Persistent link: https://www.econbiz.de/10004775359
Cover Image
The relationship between day-ahead and future prices in electricity markets : an empirical analysis on Italy, France, Germany, and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - In: Energy economics 110 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013349919
Cover Image
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market
Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip - Department of Agricultural and Consumer Economics, … - 2008
This study investigates the predictability of outlook hog price forecasts released by Iowa State University relative to alternative market and time-series forecasts. The findings suggest that predictive performance of the outlook hog price forecasts can be improved substantially. Under RMSE,...
Persistent link: https://www.econbiz.de/10005804784