Search Results - subject_exact:"Terminmarkt"

Food financialization : impact of derivatives and index funds on agri-food market volatility

Rosario Venegas, María del; Feregrino, Jorge; Lay, Nelson - 2024

This study explores the financialization of agricultural commodities, focusing on how financial derivatives and index funds impact the volatility of agro-food markets. Using a Dynamic Conditional Correlation (DCC) GARCH model, we analyze volatility spillovers among key agricultural commodities,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337765

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

Gilje, Erik P.; Ready, Robert C.; Roussanov, Nikolai; … - 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, ebvufind01.dmz1.zbw.eu/10015611209

The rapid rise of Russia's wheat exports : price formation, spot-futures relations and volatility effects

Heigermoser, Maximilian - 2023

Over the past two decades, the Black Sea region has exhibited significantly growing wheat production and exports. In 2017/18, Russia ultimately became the world’s largest wheat exporter, a position that was held by the USA for decades. Mostly serving destination markets in the Middle East and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013534341

EU natural gas derivatives markets : risks and trends

2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014462150

Market correction mechanism effects assessment report

2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014304262

Developments in foreign exchange and over-the-counter derivatives markets

Armour, Cameron; Beardsley, Jack - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014267140

Climate change risks and the energy and emission allowances market : an analysis based on EMIR data

Vrolijk, Merel; Woerd, Ellen van der; Vogel, Elisabeth de - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014301259

Derivatives : Options and Futures

Ernst, Dietmar; Häcker, Joachim - 2025

Part I: Fundamentals and Pricing of Options and Futures -- Chapter 1. Fundamentals of options -- Chapter 2. The Black-Scholes model incl. the Greeks -- Chapter 3. Fundamentals and pricing of futures -- Part II: Option strategies -- Chapter 4. Basic strategies with options and bullish option...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015397273

Are options trading strategies really effective for hedging in the Indian derivatives market?

Shivaprasad S P; Geetha E; Acharya, Raghavendra; Vidya Bai G - 2022

Hedging being a predominant financial concern, is considered as a robust method of managing investment risks. Literature evinces that the covered call strategy provides nominal returns alongside effective hedging. However, studies have not compared the hedging effectiveness of covered call,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013389458

Water-scarce economies and scarcity values : can water futures trading combat water scarcity?

Ghosh, Nilanjan - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013185249

Framing commodities : ein Beitrag zur Erklärung der Preiskrise für Rohstoffe am Beispiel von Agrarprodukten

Halder, Gerhard - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014470453

Wozu dienen Warenterminmärkte wirklich? Eine Klarstellung

Prehn, Sören; Glauben, Thomas; Loy, Jens-Peter - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012485617

Estimating initial margins : the COVID-19 market stress as an application

Boom, Bernard van den; Hofman, Robert; Jansen, Kristy A. E. - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013164913

Currency Hedging : Managing Cash Flow Exposure

Alfaro, Laura; Calani, Mauricio; Varela, Liliana - 2021

Foreign currency derivative markets are among the largest in the world, yet their role in emerging markets is relatively understudied. We study firms' currency risk exposure and their hedging choices by employing a unique dataset covering the universe of FX derivatives transactions in Chile...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012585394

Brexit and CCP supervision : from extraterritoriality to a model of shared control

Lehmann, Matthias - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012642446

Machine learning in futures markets

Waldow, Fabian; Schnaubelt, Matthias; Krauss, Christopher; … - 2021

In this paper, we demonstrate how a well-established machine learning-based statistical arbitrage strategy can be successfully transferred from equity to futures markets. First, we preprocess futures time series comprised of front months to render them suitable for our returns-based trading...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012485321

Essays on modern derivatives markets

Brøgger, Søren Bundgaard - 2021 - 1st edition

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012439203

Wozu dienen Warenterminmärkte wirklich? : eine Klarstellung

Prehn, Sören; Glauben, Thomas; Loy, Jens-Peter - 2021

Um es gleich vorweg zu nehmen, Warenterminmärkte dienen Landwirten und Landhändlern keineswegs, wie gemeinhin angenommen, primär zur Absicherung von Kassapreis- und Basisrisiko. Sie eröffnen vielmehr Einkommenschancen durch Lagerhaltung und gewährleisten deren Profitabilität. Die in der...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012482884

Cross currency valuation and hedging in the multiple curve framework

Gnoatto, Alessandro; Seiffert, Nicole - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012307257

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Cross Currency Valuation and Hedging in the Multiple Curve Framework

Gnoatto, Alessandro - 2020

Book / Working Paper

Mercado de derivados sobre tasas de interés en Chile: comparación internacional y mercado de Swap

Cámara, Promedio; Delpiano, Nicole; Villena, José Miguel - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012519636

Price bubbles in Chinese agricultural commodity market

Mao, Qianqian - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012499700

Einflussfaktoren auf Optionspreise im Kontext von Hochfrequenzdaten : modell-, marktstruktur- und informationsgetriebene Erkenntnisse

Ulze, Markus - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013531321

Financial derivatives : markets and applications

Obiyathulla Ismath Bacha - 2023 - 5th edition

"This book is designed for beginners who possess no previous knowledge or familiarity with derivatives. Written in an easy to read style, it guides readers through the challenging and complex world of forwards, futures, options, and swaps. The emphasis on Asian markets and contracts enables...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013433179

Trend following made easy : how to create a CTA from scratch

Rabener, Nicolas - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014306792

Clearing OTC derivatives in Europe

2023 - First edition

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014338158

Coordination in market and bank run experiments

Jong, Johan de - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014285134

Research handbook of financial markets

2023

"The Research Handbook of Financial Markets carefully discusses the histories and current states of the most important financial markets and institutions, as well as explicitly underscoring open questions that need study. By describing the institutional structure of different markets and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014287409

From forward to spot prices : producers, retailers and loss averse consumers in electricity markets

Di Cosmo, Valeria; Trujillo-Baute, Elisa - 2018

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011914070

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From forward to spot prices : producers, retailers and loss averse consumers in electricity markets

Di Cosmo, Valeria; Trujillo-Baute, Elisa - 2018

Book / Working Paper

From Forward to Spot Prices : Producers, Retailers and Loss Averse Consumers in Electricity Markets

Di Cosmo, Valeria - 2019

Book / Working Paper

From Forward to Spot Prices : Producers, Retailers and Loss Averse Consumers in Electricity Markets

Di Cosmo, Valeria - 2018

Book / Working Paper

Investors' behavior and futures markets : a dynamic CAPM augmented GJR-GARCH process approach with non-normal distribution

Malik, Imran Riaz; Shah, Attaullah - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011561707

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Investors’ Behavior and Futures Markets : A Dynamic CAPM Augmented GJR-GARCH Process Approach with Non-Normal Distribution

Malik, Imran Riaz - 2019

Book / Working Paper

Investors’ Behavior and Futures Markets : A Dynamic CAPM Augmented GJR-GARCH Process Approach with Non-Normal Distribution

Malik, Imran Riaz - 2017

Book / Working Paper

Developments in foreign exchange and over-the-counter derivatives markets

Guo, Julie; Ranasinghe, Dushan; Zhang, Zhan - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012270424

Financial derivatives : empirical analysis

Verma, Narender - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013258205

Price modeling and portfolio optimization in commodity markets

Oktoviany, Prilly - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013275497

The Dojima rice exchange : from rice trading to index future trading in Edo-Period Japan

Takatsuki, Yasuo - 2022 - First English editiion

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013472294

Dissecting the equity premium

Beason, Tyler; Schreindorfer, David - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013367448

Asymmetric network connectedness of fears

Baruník, Jozef; Bevilacqua, Mattia; Tunaru, Radu - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013479365

Information and frictions in financial markets

Eberbach, Jelena - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012821059

Derivate: Optionen und Futures : Schritt für Schritt : professionelle Excel-Modelle leicht erklärt

Ernst, Dietmar; Häcker, Joachim - 2022

In diesem Buch wird das Thema Derivate neu gedacht. Dies geschieht aus der Perspektive des Financial Modeling, wobei die zentralen Fragestellungen aus der Finanzwirtschaft unter Zuhilfenahme von Microsoft Excel holistisch abgebildet und gelöst werden. Leitfaden bildet dabei eine integrierte...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012499963

Determinants of gold futures trading volume : a study of Thailand futures exchange

Woradee Jongadsayakul - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014230069

The flash crash : high-frequency trading in an electronic market

Kirilenko, Andrei; Kyle, Albert S.; Samadi, Mehrdad; … - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011738578

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The Flash Crash : High-Frequency Trading in an Electronic Market

Kirilenko, Andrei - 2018

Book / Working Paper

Research paper on Hong Kong ETF market and topical issues in the ETF space

2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012285117

The value of central clearing

Vuillemey, Guillaume - 2018

I study a contracting innovation that suddenly insulated traders of hedging contracts against counterparty risk: central clearing counterparties (CCPs) for derivatives. The first CCP was created in Le Havre (France) in 1882, in the coffee futures market. Using triple difference-in-differences...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012122778