Intellectual systems for supporting decision of the spot and futures exchange markets

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Dynamics of Commmodity Spot and Futures Markets: a Primer

I discuss the short-run dynamics of commodity prices, production, and inventories, as well as the sources and effects of market volatility. I explain how prices, rates of production, and inventory levels are interrelated, and are determined via equilibrium in two interconnected markets: a cash market for spot purchases and sales of the commodity, and a market for storage. I show how equilibrium...

متن کامل

Cross-correlations between spot and futures markets of nonferrous metals

In this paper, we investigate cross-correlations between nonferrousmetal spot and futures markets using detrended cross-correlation analysis (DCCA). We find the existence of significant cross-correlations for both return and volatility series. The DCCA-based crosscorrelation coefficients are very high and decrease with the futures maturity increases. Using the multifractal extension of DCCA, th...

متن کامل

Price discovery in spot and futures markets: A reconsideration

We reconsider the issue of price discovery in spot and futures markets. We use a threshold error correction model to allow for arbitrage opportunities to have an impact on the return dynamics. We estimate the model using quote midpoints, and we modify the model to account for time-varying transaction costs. We find that a) the futures market leads in the process of price discovery and that b) t...

متن کامل

Supporting Decision Making: The BI Sweet Spot

In this paper, we propose the concept: the BI Sweet Spot. The BI Sweet Spot ecosystem includes mobile computing, cloud computing and Big Data. We provide an overview for each of the key components and explain how these three components support the BI Sweet Spot. We also discuss best practices for managing these essential components. This study is the first-of-its-kind work in the BI research th...

متن کامل

The long-run relationship between the spot and futures markets under multiple regime-shifts: Evidence from Turkish derivatives exchange

The paper examines the long-run relationships between the spot and future prices of Istanbul Stock Exchange 30 index (ISE-30) and foreign currencies including the Turkish Lira-US Dollar (TL/USD) and Turkish Lira-Euro (TL/EUR). We analyze the weekly data covering the period from February 9, 2005 to October 17, 2012. Considering structural breaks is important for our analysis since our period con...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: APPLIED GEOMETRY AND ENGINEERING GRAPHICS

سال: 2020

ISSN: 0131-579X

DOI: 10.32347/0131-579x.2020.97.119-128