Producer spot (cash) prices of cotton from the Southwest region were compared to futures prices for cotton to examine the cashJutures price relationship using the cointegration technique. The results showed that the cash producer price and the futures price were not consistently related. The futures
Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
β Scribed by Helen Higgs
- Book ID
- 108120965
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 519 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0140-9883
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
rading in financial fumes currently accounts for roughly 35% of all futures T contracts, and it promises to become an even larger share of the market. Among those assets in which futures contracts are now traded are stock indices. Futures contracts on the Vdue4he Composite Average opened on Februar
This article examines empirically the dynamic relationship between spot market volatility, futures trading, and options trading in the context of a trivariate simultaneous equations model. The empirical analysis provides strong evidence that significant simultaneity, in addition to feedback, charact