Trading House Price Risk with Existing Futures Contracts
β Scribed by Christoph Hinkelmann; Steve Swidler
- Publisher
- Springer US
- Year
- 2007
- Tongue
- English
- Weight
- 203 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0895-5638
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
lthough it is generally believed that futures contracts offer a means for pro-A tection against price level inflation, there is little published research to guide one in selecting a set of futures contracts to hedge against inflation as measured by a specific price index. The purpose of this researc
## Abstract The issues of price clustering and electronic trading have triggered important recent debates, and generated interest from regulators due to their potential implications for market quality, stability, and fairness. This paper brings together these issues by examining whether priceβclust
In previous columns I have discussed the past problems with long-term natural gas sales contracts. The solutions to those problems are still being worked out, and the current market is dominated by short-term contracts. Price and volume are the two biggest risks in contracting for natural gas. In a
## Abstract Recent research in finance has indicated that the institutional structure in which financial asset prices are determined can have a nontrivial impact on pricing. This report examines transaction level data for Treasury Note futures contracts traded at the Chicago Board of Trade (CBOT) t