Search Results - subject:"FUTURES-CONTRACTS"

Cryptocurrency dynamics during global crises : insights from Bitcoin's interplay with traditional markets

Ballis, Antonis; Karagiorgis, Ariston; Anastasiou, Dimitrios - In: International review of economics & finance : IREF 103 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015508836

Cryptocurrency dynamics during global crises : insights from Bitcoin's interplay with traditional markets

Ballis, Antonis; Karagiorgis, Ariston; Anastasiou, Dimitrios - In: International review of economics & finance : IREF 103 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015484629

The impact of financial speculation on futures contracts price movements : a study of the US markets for dairy commodities

Staugaitis, Algirdas Justinas; Christauskas, Česlovas - In: Equilibrium : quarterly journal of economics and … 18 (2023) 3, pp. 661-686

Persistent link: https://www.econbiz.de/10014430616

Commodity futures characteristics and asset pricing models

Qin, Yiyi; Cai, Jun; Zhu, Jie; Webb, Robert I. - In: The journal of futures markets 45 (2025) 3, pp. 176-207

Persistent link: https://www.econbiz.de/10015376604

An empirical comparison of stabilization funds and futures hedging for oil exporting developing countries

Lalloo, Ricardo - In: Review of development economics : an essential resource … 29 (2025) 1, pp. 291-323

Persistent link: https://www.econbiz.de/10015334796

Portfolio optimisation : bridging the gap between theory and practice

Valle, Cristiano Arbex - In: Computers & operations research : an international journal 175 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015330372

Using derivatives when rebalancing a multi-asset portfolio with private investments

Elkamhi, Redouane; Lee, Jacky S. H.; Salerno, Marco - In: Derivatives Applications in Asset Management : From …, (pp. 123-138). 2025

Persistent link: https://www.econbiz.de/10015434563

Information flow across the futures term structure : evidence from Chinese corn futures market

Xie, Wei; Yi An - In: The journal of futures markets 45 (2025) 8, pp. 896-916

Persistent link: https://www.econbiz.de/10015464869

Investigating the impact of geopolitical risks on the commodity futures

Mitsas, Sokratis; Golitsis, Petros; Khudoykulov, Khurshid - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-24

This paper examines the effect of real-time global geopolitical risks (GPRs), acts (GPAs), and threats (GPTs) indices on monthly returns and volatility of several American commodity futures. By modeling volatility via an Exponential Generalized Autoregressive Conditional Heteroskedasticity...

Persistent link: https://www.econbiz.de/10015074018

Investigating the volatility spillover effect between derivative markets and spot markets via the wavelets : the case of Borsa İstanbul

Gürbüz, Süleyman; Şahbaz, Ahmet - In: Borsa Istanbul Review 22 (2022) 2, pp. 321-331

for the daily BIST 30 index and BIST 30 index futures contracts between January 5 and September 27, 2017. The results show …

Persistent link: https://www.econbiz.de/10013184127