Search Results - subject:"Forward contract"

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

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

Optimal specialty crop planning policies with yield learning and forward contract

Chen, Heng; Ryan, Jennifer K. - In: Production and operations management : the flagship … 32 (2023) 2, pp. 359-378

Persistent link: https://www.econbiz.de/10014266038

Supply chain decisions and coordination in the presence of an imperfect spot market

Xu, Jinpeng; Feng, Gengzhong; Chin, Kwai Sang; Jiang, Wei - In: Journal of management science and engineering 8 (2023) 1, pp. 32-48

demand. In addition to purchasing from the supplier through a forward contract, the manufacturer can adjust their inventory …

Persistent link: https://www.econbiz.de/10014315806

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

Optimal hedge ratios and hedging effectiveness : an analysis of the Turkish futures market

Buyukkara, Goknur; Kucukozmen, C. Coskun; Uysal, E. Tolga - In: Borsa Istanbul Review 22 (2022) 1, pp. 92-102

The main purpose of this comprehensive study is to determine the optimal hedge ratios and hedging effectiveness of different futures contracts traded on the Borsa Istanbul (BIST), namely the BIST 30 equity index, US dollar–Turkish lira currency futures (USD-TRY), euro–Turkish lira (EUR-TRY)...

Persistent link: https://www.econbiz.de/10012818026