Search Results - subject:"Financial futures."

Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes

Rezitis, Anthony N.; Andrikopoulos, Panagiotis; Daglis, … - In: The journal of futures markets 44 (2024) 3, pp. 451-483

Persistent link: https://www.econbiz.de/10014475504

The lead-lag relation between VIX futures and SPX futures

Bangsgaard, Christine; Kokholm, Thomas - In: Journal of financial markets 67 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014491067

Detecting the risk of cross-product manipulation in the EUREX fixed income futures market

Stenfors, Alexis; Dilshani, Kaveesha; Guo, Andy; Mere, Peter - In: Journal of international financial markets, … 92 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014535735

Misreaction, hedging pressure, and its effect on the futures market

Chen, Chin-Ho; Yuan, Shu-Fang - In: Pacific-Basin finance journal 86 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015084911

Volatility spillover across spot and futures markets : evidence from dual financial system

Elsayed, Ahmed; Asutay, Mehmet; Alaoui, Abdelkader O. el; … - In: Research in international business and finance 71 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015062170

Cryptocurrency hacking and trader behavior in bitcoin futures

Chen, Yu-Lun; Yang, J. Jimmy - In: Finance research letters 69 (2024) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10015190966

A multi-market comparison of the intraday lead-lag relations among stock index-based spot, futures and options

Ren, Fei; Cai, Mei-Ling; Li, Sai-Ping; Xiong, Xiong; … - In: Computational economics 62 (2023) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10014327153

Price discovery in Bitcoin spot or futures? : the jury is out

Frino, Alex; Gaudiosi, Robert; Webb, Robert I.; Zhou, Zeyang - 2025

Persistent link: https://www.econbiz.de/10015376617

Does speculation increase volatility in grain futures markets? : evidence from the Interwar Chicago Board of Trade

Iorgulescu, Elissa A. M.; Pütz, Alexander - 2025

Persistent link: https://www.econbiz.de/10015333041

Is There Accuracy of Forward Freight Agreements in Forecasting Future Freight Rates? An Empirical Investigation

Kasimati, Evangelia; Veraros, Nikolaos - 2022

Participants in the maritime industry place much interest in the Forward Freight Agreements (FFA/FFAs), being an indispensable tool for hedging shipping freight risk. Our paper innovates by directly comparing the FFA predictions with their actual future settlement prices as well as by examining...

Persistent link: https://www.econbiz.de/10014078174