strategies, with maturities up to seven years, are tested on the American crude oil futures market. The study considers three …. We found that our method gives the best of two seemingly incompatible worlds: the higher liquidity of short-term futures …

The paper presents how the Committee on Futures Research, within Section IX. of the Hungarian Academy of Sciences (HAS …), sees the possible futures for Hungary for the year 2025, based on the expertise of Hungarian futurists and social …

The paper investigates the interdependence and conditional correlations between futures contracts and their underlying …. The paper finds evidence of volatility spillovers from spot (futures) to futures (spot) markets, and time …-varying conditional correlations between futures and their underlying assets. It also finds evidence that the DCC model of Engle (2002 …

commodity-exporting countries. We show that the introduction of hedging instruments such as futures and options enhances …

determined in terms of the known, quoted forward or futures price, rather than expectations of future prices. In practice … production and derive their demand for futures by decomposing the organisation into a number of activity centres, involving …

This article studies modeling dependence between futures and spot prices of financial indices and verifies a practical … value of econometric models for futures hedging using Russian and foreign data. The dynamics of futures and spot prices is … differences of dependencies between futures and basic assets in Russian and foreign financial markets, and on a reasonable degree …

established in distant futures markets for ethanol, corn, and natural gas and then use the theory of storage to define an inter …

established in distant futures markets for ethanol, corn, and natural gas and then use the theory of storage to define an inter …

established in distant futures markets for ethanol, corn, and natural gas and then use the theory of storage to define an inter …

strategies, with maturities up to seven years, are tested on the American crude oil futures market. The study considers three …-term futures contracts for the hedge portfolios, together with markedly improved performances. Moreover, even if it is more complex …