Search Results - subject_exact:"Futures 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

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

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

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

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

Why do HFTs use the futures market

Banerjee, Anirban; Banerjee, Ashok - In: The journal of futures markets 45 (2025) 9, pp. 1134-1153

Persistent link: https://www.econbiz.de/10015464880

Futures turnover waves

Emm, Ekaterina E.; Gay, Gerald; Ma, Han; Ren, Honglin - In: The journal of futures markets 45 (2025) 11, pp. 1989-2012

Persistent link: https://www.econbiz.de/10015465744