Search Results - subject:"Spot market"

Volatility analysis of the Indian stock market : insights from Bank Nifty Index and futures trading

Paientko, Tetiana; Pundir, Rashmi Ravindra Kumar - In: Journal of intercultural management : the journal of … 16 (2025) 4, pp. 5-41

and spot market volatility. Findings The analysis revealed that out of the six banks analyzed, just two demonstrated a …

Persistent link: https://www.econbiz.de/10015417101

An examination of human fast and frugal heuristic decisions for truckload spot pricing

Haughton, Michael; Amini, Alireza - In: Logistics 8 (2024) 3, pp. 1-15

these findings include (a) clarifying connections between spot market auction pricing and behavioral theories and (b) adding …

Persistent link: https://www.econbiz.de/10015081056

Investor sentiment, unexpected inflation, and Bitcoin basis risk

Conlon, Thomas; Corbet, Shaen; Oxley, Les - In: The journal of futures markets 44 (2024) 11, pp. 1807-1831

Persistent link: https://www.econbiz.de/10015110733

Nonlinear price transmission and asynchronous price bubbles : empirical evidence from China's agricultural futures and spot markets

Mao, Qianqian; Ren, Yanjun; Loy, Jens-Peter - In: Journal of applied economics 27 (2024) 1, pp. 1-27

Previous studies on commodity price bubbles mainly focused on futures markets and ignored the performance of spot markets. Using the price data for corn and soybeans in China, this study identifies the exact bubble dates for the futures and spot markets, and finds asynchronous price bubbles...

Persistent link: https://www.econbiz.de/10015195789

Advancements in soybean price forecasting : impact of AI and critical research gaps in global markets

Mello, Fernando Dupin da Cunha; Kumar, Prashant; … - In: Economies : open access journal 12 (2024) 11, pp. 1-24

Soybeans, a vital source of protein for animal feed and an essential industrial raw material, are the most traded agricultural commodity worldwide. Accurate price forecasting is crucial for maintaining a resilient global food supply chain and has significant implications for agricultural...

Persistent link: https://www.econbiz.de/10015197816

Interaction between equity futures and spot markets during COVID-19 pandemic : a multi-market analysis

Emenike, Kalu O. - In: Journal of derivatives and quantitative studies : … 33 (2025) 1, pp. 67-84

Using ABA research design and daily indices from South Africa, Eurozone, Japan and the United States of America, this study evaluates the interaction between equity index futures and spot markets before; during and after the COVID-19 pandemic. The results show evidence of cointegration between...

Persistent link: https://www.econbiz.de/10015397325

Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets : evidence from time-frequency and quantile perspectives

Shi, Fengyuan; Deng, Yiwen; Guo, Yaoqi - 2025

Persistent link: https://www.econbiz.de/10015374477

Bidding CHP portfolios consistently into sequential reserve and electricity spot markets

Beran, Philip; Furtwängler, Christian; Jahns, Christopher - 2025

The profitable exploitation of asset portfolios in the European electricity markets has become more challenging in recent years. This is particularly true for combined heat and power (CHP) generation units that are often facing must-run conditions due to heat demands that need to be satisfied....

Persistent link: https://www.econbiz.de/10015408253

Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?

Babalos, Vassilios; Bouri, Elie; Gupta, Rangan - In: The quarterly review of economics and finance 102 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015434140

The Effects of index futures trading volume on spot market volatility in a frontier market : evidence from Ho Chi Minh stock exchange

Loc Dong Truong; Friday, H. S.; Nguyen Thi Kim Anh - In: Risks : open access journal 10 (2022) 12, pp. 1-13

This analysis is the first to investigate the influence of index futures trading volume on spot market volatility for … between VN30-Index futures trading volume and the volatility of the spot market for the HOSE in the short-run. In addition … influence on spot market volatility. Moreover, the results derived from the error correction model (ECM) indicate that only 5 …

Persistent link: https://www.econbiz.de/10014230946