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Year of publication
Subject
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Spot market 714 Spotmarkt 686 Volatility 235 Volatilität 235 Theorie 209 Theory 209 USA 175 United States 175 Derivat 174 Derivative 174 Rohstoffderivat 150 Commodity derivative 149 Electricity price 146 Strompreis 146 India 91 Indien 91 ARCH model 89 ARCH-Modell 89 Elektrizitätswirtschaft 89 Electric power industry 87 Estimation 81 Schätzung 81 spot market 77 Electricity 68 Börsenkurs 65 Energiemarkt 65 Energy market 65 Share price 65 Elektrizität 63 Spillover effect 61 Spillover-Effekt 61 Futures 56 Welt 56 World 56 Warenbörse 55 Hedging 54 Commodity exchange 53 Index futures 47 Index-Futures 47 Forecasting model 46
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Online availability
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Free 301 Undetermined 154
Type of publication
All
Article 439 Book / Working Paper 352 Other 12
Type of publication (narrower categories)
All
Article in journal 388 Aufsatz in Zeitschrift 388 Working Paper 150 Graue Literatur 145 Non-commercial literature 145 Arbeitspapier 143 Aufsatz im Buch 30 Book section 30 Hochschulschrift 20 Thesis 17 Collection of articles of several authors 3 Conference paper 3 Konferenzbeitrag 3 Sammelwerk 3 Case study 2 Collection of articles written by one author 2 Fallstudie 2 Sammlung 2 Article 1 Aufsatzsammlung 1 Congress Report 1 Forschungsbericht 1 Market information 1 Marktinformation 1 Report 1
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Language
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English 719 Undetermined 69 German 14 Spanish 2
Author
All
McAleer, Michael 45 Chang, Chia-Lin 21 Benth, Fred Espen 11 Hooi Hooi Lean 9 Inderfurth, Karl 9 Trück, Stefan 9 Wong, Wing Keung 9 Lean, Hooi Hooi 8 Wong, Wing-Keung 8 Eijkel, Remco van 7 Wang, Shouyang 7 Fehr, Nils-Henrik M. von der 6 Kelle, Peter 6 Kilian, Lutz 6 Weron, Rafał 6 Xing, Wei 6 Furió, Dolores 5 Joshi, Medha Shriram 5 Ma, Shanshan 5 Mallikarjunappa, T. 5 Pradhan, Kailash Chandra 5 Siddiqui, Afzal S. 5 Srinivasan, P. 5 Tansuchat, Roengchai 5 Zhao, Xuan 5 Adamopoulou, Effrosyni 4 Bohl, Martin T. 4 Bunn, Derek W. 4 Caporale, Guglielmo Maria 4 Di Cosmo, Valeria 4 Dungey, Mardi H. 4 Fattouh, Bassam 4 Holmberg, Pär 4 Hurn, Stan 4 Hvozdyk, Lyudmyla 4 Ito, Koichiro 4 Janczura, Joanna 4 Kleber, Rainer 4 Lakshmi, V. D. M. V. 4 Liu, Liming 4
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Institution
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International Monetary Fund (IMF) 18 Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg 4 International Monetary Fund 4 Department of Economics and Finance, College of Business and Economics 3 Department of Economics, University of Warwick 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 C.E.P.R. Discussion Papers 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Erasmus University Rotterdam, Econometric Institute 2 Tinbergen Instituut 2 University of Toronto, Department of Economics 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Agricultural and Applied Economics Association - AAEA 1 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 1 CESifo 1 EERC Research Network, Russia and CIS 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 HAL 1 IESE Business School, Universidad de Navarra 1 Institute of Economic Research, Kyoto University 1 Nationalekonomiska institutionen, Handelshögskolan 1 Shaker Verlag 1 Tinbergen Institute 1 University of Canterbury / Dept. of Economics and Finance 1 Österreichisches Institut für Wirtschaftsforschung 1
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Published in...
All
Energy economics 54 The journal of futures markets 28 Econometric Institute research papers 16 IMF Working Papers 11 Discussion paper / Tinbergen Institute 10 European journal of operational research : EJOR 10 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 8 Journal of banking & finance 8 Economic modelling 7 International review of economics & finance : IREF 7 Working paper / National Bureau of Economic Research, Inc. 7 Applied economics 6 CREATES research paper 6 Energy policy 6 Finance India : the quarterly journal of Indian Institute of Finance 6 International Journal of Energy Economics and Policy : IJEEP 6 The energy journal 6 Discussion paper / Centre for Economic Policy Research 5 The IUP journal of applied finance : IJAF 5 Transportation research / E : an international journal 5 Working paper 5 FEMM Working Papers 4 IMF Staff Country Reports 4 International journal of forecasting 4 International journal of industrial organization 4 International journal of production research 4 Management science : journal of the Institute for Operations Research and the Management Sciences 4 Pacific-Basin finance journal 4 SSE/EFI Working Paper Series in Economics and Finance 4 Working Papers in Economics 4 Working paper series 4 Applied financial economics 3 Birkbeck working papers in economics and finance : BWPEF 3 CAGE Online Working Paper Series 3 CFS working paper series 3 Econometric Institute Research Papers 3 International journal of energy sector management : IJESM 3 International journal of production economics 3 Manufacturing & service operations management : M & SOM 3 Memorandum from Department of Economics, University of Oslo 3
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Source
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ECONIS (ZBW) 708 RePEc 72 BASE 15 EconStor 8
Showing 1 - 50 of 803
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Investigating the volatility spillover effect between derivative markets and spot markets via the wavelets : the case of Borsa İstanbul
Gürbüz, Süleyman; Şahbaz, Ahmet - In: Borsa Istanbul Review 22 (2022) 2, pp. 321-331
Using data from the Borsa İstanbul (BIST), this study analyzes whether derivatives market operations have a volatility spillover effect on stock indexes using multivariate GARCH models and wavelet methods. We use the DVECH method, with variables for the daily BIST 30 index and BIST 30 index...
Persistent link: https://ebtypo.dmz1.zbw/10013184127
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Step-ahead spot price densities using daily synchronously reported prices and wind forecasts
Solibakke, Per Bjarte - In: Journal of forecasting 41 (2022) 1, pp. 17-42
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An Empirical Study on Relationship between Future and Spot Price
Basha.V, Prof. Jeelan - 2021
Gold is a chemical element with symbol Au (from Latin: aurum) and atomic number 79. In its purest form, it is a bright, slightly reddish yellow, been a valuable and highly sought long before the beginning of recorded history. The world consumption of new gold produced is about 50% in jewellery,...
Persistent link: https://ebtypo.dmz1.zbw/10013218991
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The Impacts of Futures Introduction on Spot Market Volatility : Evidence from the Bitcoin Market
Zhang, Chuanhai; Ma, Huan; ARKORFUL, GIDEON BRUCE; Peng, Zhe - 2021
The impact of Bitcoin futures introduction on the underlying Bitcoin volatility has been a controversial topic. Conflicting results had been obtained with different sample periods and methodologies. To address this debate, this study examines the impacts of Bitcoin futures trading on spot market...
Persistent link: https://ebtypo.dmz1.zbw/10013215325
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Price Discovery via Causality of Future and Spot Prices in Commodity Market in India
Dangi, Vandana - 2021
Price discovery is one of the imperative functions of commodity derivative market. Its mechanism is established by long run and causal relationship between two variables. The present treatise is an attempt to examine the price discovery mechanism of commodity market in India. This paper...
Persistent link: https://ebtypo.dmz1.zbw/10013232946
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The relationship between day-ahead and futures prices in the electricity markets : an empirical analysis on Italy, France, Germany and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - 2021
Persistent link: https://ebtypo.dmz1.zbw/10013256293
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Advance booking discount for risk-averse firm in the presence of spot market
Ma, Shanshan; Xing, Wei; Liu, Xiaohua; Wang, Liyan - In: Emerging markets, finance and trade : EMFT 57 (2021) 8, pp. 2246-2258
Persistent link: https://ebtypo.dmz1.zbw/10012549889
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Wage Determination and the Bite of Collective Contracts in Italy and Spain: Evidence from the Metalworking Industry
Adamopoulou, Effrosyni; Villanueva, Ernesto - 2020
In several OECD countries employer federations and unions fix skill-specific wage floors for all workers in an industry. One view of those "explicit" contracts argues that the prevailing wage structure reflects the labor market conditions back at the time when those contracts were bargained,...
Persistent link: https://ebtypo.dmz1.zbw/10012270220
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Wage determination and the bite of collective contracts in Italy and Spain: evidence from the metal working industry
Adamopoulou, Effrosyni; Villanueva López, Ernesto - 2020
En varios países de la OCDE, las asociaciones empresariales y las organizaciones sindicales fijan tarifas salariales mínimas de obligado cumplimiento para todos los empleadores en la industria. Una hipótesis considera que la totalidad de los salarios en estas industrias solo cambia cuando se...
Persistent link: https://ebtypo.dmz1.zbw/10012525438
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Impact of solar and wind prices on the integrated global electricity spot and options markets : a time series analysis
Alsaedi, Yasir; Tularam, Gurudeo Anand; Wong, Victor - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 337-353
Persistent link: https://ebtypo.dmz1.zbw/10012488423
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Learning in the oil futures markets : evidence and macroeconomic implications
Leduc, Sylvain; Moran, Kevin; Vigfusson, Robert J. - 2020
Using expectations embodied in oil futures prices, we examine how expectations are formed and how they affect the macroeconomic transmission of shocks. We show that an empirical framework in which investors form expectations by learning about the persistence of oil-price movements successfully...
Persistent link: https://ebtypo.dmz1.zbw/10012391361
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FX Spot and Swap Market Liquidity Spillovers
Krohn, Ingomar - 2020
We study the joint evolution of foreign exchange (FX) spot and swap market liquidity. Trading in FX swaps exceeds that of spot, yet this market segment has been largely ignored in prior research on liquidity in FX markets. We find strong co-movement in spot and swap market liquidity conditions...
Persistent link: https://ebtypo.dmz1.zbw/10012853210
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Investor Sentiment and Price Discovery : Evidence from the Pricing Dynamics between the Futures and Spot Markets
Chou, Robin K. - 2020
This study shows that investor sentiment plays an important role in affecting the pricing dynamics between the spot and futures markets. The empirical evidence suggests that investor sentiment has a positive impact on price volatility and the bid-ask spread on both the spot and futures markets,...
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Forecasting Agricultural Commodities Spot Prices : A Jointly Approach
Althaus Junior, Adalto - 2020
Short-term forecasting is usually made in recent literature by modeling the spot price of commodities such as coffee and cattle with ARIMA models and in some articles including volatility models. Unlike such articles, herein the models of the spot price of coffee and cattle are estimated...
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Can Forward Commodity Markets Improve Spot Market Performance? Evidence from Wholesale Electricity
Jha, Akshaya - 2020
Forward commodity markets allow more efficient risk-sharing and information aggregation, but there is little evidence that this reduces the cost of producing the commodity. We develop a measure of the extent to which forward and spot prices agree in commodity markets with transaction costs and...
Persistent link: https://ebtypo.dmz1.zbw/10012837895
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The impact of index future introduction on spot market returns and trading volume : evidence from Ho Chi Minh stock exchange
Nguyen Thi Kim Anh; Loc Dong Truong - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 51-59
Persistent link: https://ebtypo.dmz1.zbw/10012670603
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Wage determination and the bite of collective contracts in Italy and Spain : evidence from the metal working industry
Adamopoulou, Effrosyni; Villanueva, Ernesto - 2020
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Price bubbles in Chinese agricultural commodity market
Mao, Qianqian - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012499700
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Wage determination and the bite of collective contracts in Italy and Spain: evidence from the metalworking industry
Adamopoulou, Effrosyni; Villanueva, Ernesto - 2020
In several OECD countries employer federations and unions fix skill-specific wage floors for all workers in an industry. One view of those "explicit" contracts argues that the prevailing wage structure reflects the labor market conditions back at the time when those contracts were bargained,...
Persistent link: https://ebtypo.dmz1.zbw/10012257523
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Volatility Persistence and Asymmetric Effect in NSE Spot-Futures Markets in India : A Comparison
Sidhu, Dr. Arpit - 2020
The present research article examined the asymmetric effect and volatility persistence between equity spot and futures markets in India. Daily closing equity spot and futures prices of 14 stocks (ACC Limited., Ambuja Cement Ltd., Asian Paint Ltd., Bank of Baroda, Larson and Turbo Ltd. (L&T),...
Persistent link: https://ebtypo.dmz1.zbw/10012839187
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FX Spot and Swap Market Liquidity Spillovers
Krohn, Ingomar - 2020
We study the joint evolution of foreign exchange (FX) spot and swap market liquidity. Trading in FX swaps exceeds that of spot, yet this market segment has been largely ignored in prior research on liquidity in FX markets. We find strong co-movement in spot and swap market liquidity conditions...
Persistent link: https://ebtypo.dmz1.zbw/10012841858
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Advance booking discount strategies : competition, information transparency and spot market
Ma, Shanshan; Li, Guo; Sethi, Suresh P.; Zhao, Xuan - In: Transportation research / E : an international journal 158 (2022), pp. 1-28
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Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? : evidence from the LME
Jia, Jian; Kang, Sang Baum - In: Journal of commodity markets 25 (2022), pp. 1-25
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Information contents of intraday SSE 50 ETF options trades
Luo, Xingguo; Ryu, Doojin - In: The journal of futures markets 42 (2022) 4, pp. 580-604
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Price Discovery in Commodity Futures and Cash Markets with Heterogenous Agents
van Huellen, Sophie - 2019
The paper develops a price discovery model for commodity futures markets that accounts for two forms of limits to arbitrage caused by transaction costs and noise trader risk. Four market regimes are identified: (1) effective arbitrage, (2) transaction costs but no noise trader risk, (3) no...
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From Forward to Spot Prices : Producers, Retailers and Loss Averse Consumers in Electricity Markets
Di Cosmo, Valeria - 2019
The benefits of smoothing demand peaks in the electricity market has been widely recognised. European countries such Spain and some of the Scandinavian countries have recently given to the consumers the possibility to face the spot prices instead of having a fixed tariffs determined by...
Persistent link: https://ebtypo.dmz1.zbw/10012895273
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Equilibrium Pricing of Commodity Spot and Forward Under Incomplete Markets
Nakajima, Katsushi - 2019
This paper analyzes the relation between commodity spot, forward prices, and convenience yield under incomplete markets. We model a maximization profit model of a firm that uses input commodities in order to produce output commodities while storing spot commodities and trading forward to hedge...
Persistent link: https://ebtypo.dmz1.zbw/10012902018
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Subsidy incidence in privately negotiated spot markets : experimental evidence
Rahman, Mohammad Maksudur; Bastian, Christopher T.; … - In: Journal of agricultural and applied economics : JAEE 51 (2019) 2, pp. 219-234
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Bridging the textbook gaps on how the RBA implements monetary policy
Bellrose, Kellie - In: Bulletin / Reserve Bank of Australia (2019), pp. 1-10
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Variance Risk Premium and Return Predictability : Evidence from the Chinese SSE 50 ETF Options
Cui, Zhenyu - 2019
The variance risk premium (VRP) reflects the degree of risk aversion of investors and the overestimation of the probability of extreme losses. We examine a variety of variance risk premiums, including both the upside and downside variance risk premiums, in the Chinese stock market. We find that...
Persistent link: https://ebtypo.dmz1.zbw/10012866014
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Advance selling in the presence of market power and risk‐averse consumers
Ma, Shanshan; Li, Guo; Sethi, Suresh P.; Zhao, Xuan - In: Decision sciences : DS 50 (2019) 1, pp. 142-169
Persistent link: https://ebtypo.dmz1.zbw/10012060488
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The Merit-Order Effect on the Swedish bidding zone with the highest electricity flow in the Elspot market
Macedo, Daniela Pereira; Marques, António Cardoso; … - In: Energy economics 102 (2021), pp. 1-17
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A survey of electricity spot and futures price models for risk management applications
Deschatre, Thomas; Féron, Olivier; Gruet, Pierre - In: Energy economics 102 (2021), pp. 1-23
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Carrier-shipper risk management and coordination in the presence of spot freight market
Wang, Kelly Yujie; Wen, Yuan; Yip, Tsz Leung; Fan, Zuojun - In: Transportation research / E : an international journal 149 (2021), pp. 1-17
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Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model
Mehrdoust, Farshid; Noorani, Idin - In: Mathematics and financial economics 15 (2021) 3, pp. 501-543
Persistent link: https://ebtypo.dmz1.zbw/10012586206
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Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay; Ignatieva, Ekaterina - In: Energy economics 98 (2021), pp. 1-26
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One-week-ahead electricity price forecasting using weather forecasts, and its application to arbitrage in the forward market : an empirical study of the Japan Electric Power Exchan...
Matsumoto, Takuji; Endo, Misao - In: The journal of energy markets 14 (2021) 3, pp. 39-64
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A fractional Brownian-Hawkes model for the Italian electricity spot market : estimation and forecasting
Giordano, Luca M.; Morale, Daniela - In: The journal of energy markets 14 (2021) 3, pp. 65-109
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Bitcoin arbitrage
Shynkevich, Andrei - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://ebtypo.dmz1.zbw/10012819371
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How does news flow affect cross-market volatility spillovers? : evidence from China’s stock index futures and spot markets
Zhou, Xinmiao; Zhang, Junru; Zhang, Zhaoyong - In: International review of economics & finance : IREF 73 (2021), pp. 196-213
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Index future trading and spot market volatility in frontier markets : evidence from Ho Chi Minh Stock Exchange
Loc Dong Truong; Nguyen Thi Kim Anh; Dut Van Vo - In: Asia Pacific financial markets 28 (2021) 3, pp. 353-366
Persistent link: https://ebtypo.dmz1.zbw/10012599791
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Selling wind
Kakhbod, Ali; Ozdaglar, Asuman E.; Schneider, Ian - In: The energy journal 42 (2021) 1, pp. 1-38
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A market-based solution for fire sales and other pecuniary externalities
Kilenthong, Weerachart T.; Townsend, Robert M. - In: Journal of political economy 129 (2021) 4, pp. 981-1010
Persistent link: https://ebtypo.dmz1.zbw/10012610438
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Analysis of lead-lag relationship and volatility spillover : evidence from Indian agriculture commodity markets
Shaik, Muneer; Lanka, Abhiram Kartik; Gurmeet Singh - In: International journal of bonds and derivatives 4 (2021) 3, pp. 258-279
Persistent link: https://ebtypo.dmz1.zbw/10012612673
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Analysis of futures and spot electricity markets under risk aversion
Oliveira, Fernando S.; Ruiz, Carlos - In: European journal of operational research : EJOR 291 (2021) 3, pp. 1132-1148
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Strategic sourcing in forward and spot markets with reliable and unreliable suppliers
Ai, Youqiong; Xu, Yifan - In: International journal of production research 59 (2021) 3, pp. 926-941
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An Empirical Study on the Volatility Impact of Equity Derivatives on Underlying Spot Market
K M, Anu; Chellasamy, P - 2021
The study examines the impact of equity derivative trading on the volatility of spot market in India. Monthly time series data for the period from January 1, 1996 to December 31, 2016 is used. The results from the Hausman test and structural break test provide support that there is a significant...
Persistent link: https://ebtypo.dmz1.zbw/10013237535
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Price Discovery Behavior of Spot and Futures : Evidence from Pre- and Post-Crisis Periods
Lakshmi, VDMV; Joshi, Medha - 2021
The study attempts to examine if there is any shift in the price discovery behavior of spot and futures markets between pre-crisis period and post-crisis period. All those stocks which are available for trading in futures segment since the launch of futures trading on November 9, 2001 to...
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An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin; McAleer, Michael; Wang, Chien-Hsun - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-24
It is well known that there is an intrinsic link between the financial and energy sectors, which can be analysed through their spillover effects, which are measures of how the shocks to returns in different assets affect each other’s subsequent volatility in both spot and futures markets....
Persistent link: https://ebtypo.dmz1.zbw/10011848179
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The Impact of Futures Trading on Intraday Spot Volatility and Liquidity : Evidence from Bitcoin Market
Shi, Shimeng - 2018
This study uses high-frequency data to examine the impact of Bitcoin futures trading on volatility and liquidity of the Bitcoin spot market. The introduction of futures trading significantly reduces the spot price variations. The spot market becomes more liquid in the post-futures trading...
Persistent link: https://ebtypo.dmz1.zbw/10012931285
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