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Analysis of Selected Seasonality Effects in Market of Rubber Future Contracts Quoted on Tokyo Commodity Exchange

Borowski, Krzysztof - 2015

The commodity market has been becoming one of the main popular segments of the financial markets among individual and institutional investors in recent years, due to downward trend on the stock exchanges. Likely to the equity market, the problem of anomalies in the commodities market is becoming...

Persistent link: https://www.econbiz.de/10013016819

Chrilly's Toolbox of Energy Futures Trading

Donninger, Chrilly - 2015

In a previous working paper I analyzed the performance of several rolling strategies for the 5 most important Energy …-patterns and trends - of the Energy Futures market. Anything goes as long as it is profitable. Some of the strategies perform … considerable better then the long-only portfolios. But the times they are A Changin' in the Energy-Futures market. It is difficult …

Persistent link: https://www.econbiz.de/10013016877

Lessons from History on Commodity Futures Trading Controversies

Till, Hilary - 2015

Persistent link: https://www.econbiz.de/10013018911

Research on Commodity Futures Trading Strategies

Till, Hilary - 2015

This paper will argue that one can intelligently invest in the commodity markets and will briefly touch on three approaches, which in turn are drawn from “Intelligent Commodity Investing” (Risk Books, 2007). The first two sections of this paper will discuss two historically profitable...

Persistent link: https://www.econbiz.de/10013018932

Risk Management Lessons in Leveraged Commodity Futures Trading

Till, Hilary - 2015

The paper discusses the practical issues involved in applying a disciplined risk management methodology to futures trading. Specifically, the paper shows how to apply methodologies derived from both conventional asset management and hedge fund management to futures trading as well as discussing...

Persistent link: https://www.econbiz.de/10013021538

The Return and Volatility Spillover between Carbon Futures Market and Global Financial, Energy and Commodity Futures Markets

Li, Ziran - 2015

investigates the return and volatility transmission between carbon futures price and a data set of 19 financial, energy and …, energy and commodity futures markets. The connections between carbon futures market and financial markets are especially …

Persistent link: https://www.econbiz.de/10013021794

The Effects of IBGE and USDA Announcements on BM&FBOVESPA Soybean and Corn Futures Prices

Bego, Marcelo - 2015

This paper analyzes the impact of USDA and IBGE crop forecast announcements in the Brazilian corn and soybean futures market. Futures prices were obtained from BM&FBOVESPA from 2009 to 2014 and announcements days were collected from IBGE and USDA historical reports. Expected value of absolute...

Persistent link: https://www.econbiz.de/10013026607

Returns and volatilities of energy futures markets : roles of speculative and hedging sentiments

Chen, Rongda; Wei, Bo; Jin, Chenglu; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012805056

Anatomy of Chinese Futures Markets

Goncu, Ahmet - 2018

In this study, the fundamental empirical characteristics of the Chinese futures markets, which includes all the liquid financial and commodity futures traded in mainland China, are analyzed at different time scales. The comprehensive results for the whole range of products provide valuable...

Persistent link: https://www.econbiz.de/10012918886

Hedging effectiveness of commodity futures contracts to minimize price risk : empirical evidence from the Italian field : crop sector

Penone, Carlotta; Giampietri, Elisa; Trestini, Samuele - In: Risks : open access journal 9 (2021) 12, pp. 1-14

Over the last years, farmers have been increasingly exposed to income risk due to the volatility of the commodities prices. Among others, hedging in futures markets (i.e., financial markets) represents an available strategy for producers to cope with income risks at farm level. To better...

Persistent link: https://www.econbiz.de/10012705087