Search Results - subject:"forward contract"

Forward contracting and the endogenous activity of heterogeneous firms

Mitraille, Sébastien; Thille, Henry - In: Journal of economics & management strategy : JEMS 34 (2025) 2, pp. 557-592

Persistent link: https://www.econbiz.de/10015460422

The forward market dilemma in energy-only electricity markets

Flottmann, Jonty; Simshauser, Paul; Wild, Phillip; … - In: Energy economics 148 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015604449

The effects of skewness and kurtosis on production and hedging decisions : a Gram-Charlier expansion approach

Jiang, Xuejun; Cheng, Lingju; Dai, Xinjie - In: Financial innovation : FIN 11 (2025), pp. 1-17

-hedging when the initial forward contract price exceeds its expected value. Conversely, under-hedging is expected when the initial … forward contract price falls below its expected value. In other conditions, skewness can either promote or impede speculative …

Persistent link: https://www.econbiz.de/10015557965

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

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

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

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

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

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

When Benchmarks Fail : The Causes and Consequences of Negative Oil Prices

Gilje, Erik P.; Ready, Robert C.; Roussanov, Nikolai; … - National Bureau of Economic Research - 2026

On April 20, 2020, the crude oil benchmark in North America, the West Texas Intermediate (WTI) futures contract for delivery in Cushing, Oklahoma, settled below zero for the first time in history. We combine new empirical evidence with a stylized theoretical model to show that a key catalyst was...

Persistent link: https://www.econbiz.de/10015611209