𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Causal analysis of futures sugar prices in Zhengzhou

✍ Scribed by Fang Wang; Xing-wei Tong; Jing Xu; Jian-ping Chen

Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2011
Tongue
English
Weight
314 KB
Volume
28
Category
Article
ISSN
0168-9673

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Modes of fluctuation in metal futures pr
Modes of fluctuation in metal futures prices
✍ Urich, Thomas J. πŸ“‚ Article πŸ“… 2000 πŸ› John Wiley and Sons 🌐 English βš– 310 KB

This article examines the stochastic structure of metal futures prices. First, this article presents a stationary multi-factor model of fluctuations in the futures price curve. Next, the model is extended to allow for time variation in the factors or "modes" of fluctuation. The model is estimated us

Evidence of chaos in commodity futures p
Evidence of chaos in commodity futures prices
✍ Gregory P. Decoster; Walter C. Labys; Douglas W. Mitchell πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 887 KB

Equilibrium pricing of futures contracts within the capital market -how are they related to the prices of other risky assets? This study is concerned with the second issue; specifically, whether there exists nonlinear dynamic structure and, in particular, chaotic structure in the behavior of future

An analysis of the relationship between
An analysis of the relationship between electricity and natural-gas futures prices
✍ Gary W. Emery; Qingfeng (Wilson) Liu πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 175 KB πŸ‘ 1 views

## Abstract This article analyzes the relationship between electricity futures prices and natural‐gas futures prices. We find that the daily settlement prices of New York Mercantile Exchange's (NYMEX's) California–Oregon Border (COB) and Palo Verde (PV) electricity futures contracts are cointegrate

The causal relationship between futures
The causal relationship between futures price volatility and the cash price volatility of GNMA securities
✍ Anand K. Bhattacharya; Anju Ramjee; Balasubramani Ramjee πŸ“‚ Article πŸ“… 1986 πŸ› John Wiley and Sons 🌐 English βš– 615 KB

utures markets arose from the need to reduce price risk. The economic functions F of futures markets are to provide an arena for competitive market price discovery, a hedging vehicle for producers and processors of actual commodities, and a means for improving the efficiency of the market. However,