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Analysis of the relationship between ethanol spot and futures prices in Brazil

Quintino, Derick D.; David, Sergio A.; Vian, Carlos E. de F. - In: International Journal of Financial Studies : open … 5 (2017) 2, pp. 1-10

In this work, an investigation and analysis are carried out in order to observe the relationship between ethanol spot and futures prices in Brazil. We adopted the Engle and Granger co-integration approach. Also, we consider the information share method proposed by Hasbrouck in order to examine...

Persistent link: https://www.econbiz.de/10011649365

Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market

Kang, Hankil; Kang, Jangkoo; Lee, Soonhee - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2335-2347

Persistent link: https://www.econbiz.de/10011672513

Efficiency of currency derivatives in price discovery process : evidences from India

Sharma, Prashant; Chotia, Varun - In: Theoretical economics letters 9 (2019) 5, pp. 1669-1681

Persistent link: https://www.econbiz.de/10012104537

Price discovery mechanism in spot and futures market of agricultural commodities : the case of India

Minakshi - In: Focus : journal of international business 5 (2018) 2, pp. 44-67

Persistent link: https://www.econbiz.de/10012020088

Price discovery in euro area sovereign credit markets and the ban on naked CDS

Gyntelberg, Jacob; Hördahl, Peter; Ters, Kristyna; … - In: Journal of banking & finance 96 (2018), pp. 106-125

Persistent link: https://www.econbiz.de/10011967185

The empirical study on price discovery of cornstarch futures market in China

Yan, Yunxian; Zhao, Guiyu - In: Applied economics letters 26 (2019) 13, pp. 1100-1103

Persistent link: https://www.econbiz.de/10012204553

The lead-lag relationship between futures and options market : a study on the financial services sector of NSE Nifty

Jain, Vaishali; Jain, Dhiraj - In: International journal of public sector performance … 5 (2019) 3/4, pp. 461-480

Persistent link: https://www.econbiz.de/10012138782

An analysis of price discovery between Bitcoin futures and spot markets

Kapar, Burcu; Olmo, Jose - In: Economics letters 174 (2019), pp. 62-64

Persistent link: https://www.econbiz.de/10012121020

The economic significance of CDS price discovery

Xiang, Vincent; Chng, Michael T.; Fang, Victor - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10011796591

The impact of price variability on cash/futures market relationships : implications for market efficiency and price discovery

Arnade, Carlos Anthony; Hoffman, Linwood A. - In: Journal of agricultural and applied economics : JAEE 47 (2015) 4, pp. 539-559

Persistent link: https://www.econbiz.de/10011618634