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Advanced Search Results For "FUTURES market"

1 - 10 of 52,615 results for
 "FUTURES market"
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A Lead-Lag Relationship and Forecast Research between China's Crude Oil Futures and Spot Markets.

Publication Type:Academic Journal

Source(s):Complexity. 4/21/2022, p1-12. 12p.

Abstract:The integration of the global economy has led to an increasingly strong connection between the futures and spot markets of commodities. First, based on one-minute high-frequency prices, this paper applies the thermal optimal path (TOP) method to examin...

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Does Indian Commodity Futures Markets Exhibit Price Discovery? An Empirical Analysis.

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature & Society. 3/8/2022, p1-14. 14p.

Abstract:Price discovery function analyses the dynamics of futures and spot price behavior in an asset's intertemporal dimensions. The present study examines the price discovery function of the bullion, metal, and energy commodity futures and spot prices throug...

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The Architecture of an Intelligent Technical Support System for Electricity Spot Market.

Publication Type:Academic Journal

Source(s):Scientific Programming. 5/16/2022, p1-11. 11p.

Abstract:With the accelerating pace of China's electricity market reform, the construction of the electricity spot market has been put on the agenda. However, as the number and scope of market participants gradually expand, the market-oriented transaction power...

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Using Big Data to Discover Chaos in China's Futures Market During COVID-19.

Publication Type:Academic Journal

Source(s):Computers, Materials & Continua. 2021, Vol. 69 Issue 3, p3095-3107. 13p.

Abstract:COVID-19 was first reported in China and quickly spread throughout the world. Weak investor confidence in government efforts to control the pandemic seriously affected global financial markets. This study investigated chaos in China's futures market du...

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Price Risk Measurement of China's Soybean Futures Market Based on the VAR-GJR-GARCH Model.

Publication Type:Academic Journal

Source(s):Complexity. 12/10/2021, p1-12. 12p.

Abstract:As one of the main forces in the futures market, agricultural product futures occupy an important position in China's market. As China's futures market started late and its maturity was low, there are many risks. This study focuses on the Dalian soybea...

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The emotional cost-of-carry: Chinese investor sentiment and equity index futures basis.

Publication Type:Academic Journal

Source(s):China Finance Review International. 2022, Vol. 12 Issue 3, p451-476. 26p.

Abstract:Purpose: While the classic futures pricing tool works well for capital markets that are less affected by sentiment, it needs further modification in China's case as retail investors constitute a large portion of the Chinese stock market participants. T...

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The Impact of Exchange Rate Futures Fluctuations on Macroeconomy: Evidence from Ten Trading Market.

Publication Type:Academic Journal

Source(s):Emerging Markets Finance & Trade. 2022, Vol. 58 Issue 8, p2300-2313. 14p. 6 Charts, 1 Graph.

Abstract:This research empirically analyzes the impact of foreign exchange futures volatility on macroeconomic variables by using data of ten trading markets from 2011 to 2020.1 Our findings illustrate that the volatility of foreign exchange futures significant...

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The information effect of order flows in foreign currency futures and spot markets.

Publication Type:Academic Journal

Source(s):Journal of Futures Markets. Aug2022, Vol. 42 Issue 8, p1549-1572. 24p.

Abstract:Using intraday EUR–USD and JPY–USD data in both electronic futures and spot markets, we examine the important role played by order flow in price discovery and in intermediating the exchange‐rate reactions to macroeconomic news. We find that, after cons...

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Shock Transfer in Futures and Spot Markets: An Agent-Based Simulation Modelling Method.

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature & Society. 9/29/2021, p1-12. 12p.

Abstract:There have been heated debates about the role of stock index futures in the financial market, especially during the crash periods. In this paper, a multiagent spot-futures market model is developed to analyze the micromechanism of shock transfer across...

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Trading behavior in bitcoin futures: Following the "smart money".

Publication Type:Academic Journal

Source(s):Journal of Futures Markets. Jul2022, Vol. 42 Issue 7, p1304-1323. 20p.

Abstract:The Bitcoin futures market has grown rapidly since its 2017 introduction. Along with enabling institutional traders to access a regulated cryptocurrency product, futures provide a means to improve market efficiency by shorting Bitcoin. We examine tradi...

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