Communication studies pay little attention to futures research, while there is a lack of communication knowledge in futures research.This article discusses the function of futures research and ways to embed domain knowledge in predictions. First, it looks at futures research in relation to the use of information and communication technology (ICT) in households in 2010. Second, it incorporates c...

The 1heoretical na1ure of risk premiums in roreign currency futures markets is derived and s1udied empirically. Eslimation problems encountered in using futures da1a are discussed. Since forward rates and fu1ures prices have been found to be approximately equal, and because risk premiums in forward markets are highly variable, consistency of the data requires time variation in daily risk premiu...

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Previous work in monetary policy futures markets under a single policy goal have shown this approach to be effective at eliminating the circularity problem inherent with private-sector targeting strategies. We extend this monetary policy setting framework to a typical multiple goal policy objective: inflation and output stabilization. We also demonstrate how the prices in policy futures markets...

This paper explains the use of Field Anomaly Relaxation, a systems approach to futures planning, in a planning unit of a large international security organisation. Seven drivers, major influences which cannot be changed, act to provide the boundaries for five future world situations arrayed on a Faustian tree, a map of interconnected scenarios. These future worlds are further developed into ric...

This paper investigates the impact of seventeen US macroeconomic announcements on two broad and representative commodity futures indices. Based on a large sample from 1989 to 2005 we show that the daily price response of the CRB and GSCI commodity futures indices to macroeconomic news is state-dependent. During recessions, positive (negative) news about inflation and real activity lead to posit...

In this paper, based on a description of the four major players of commodity spot and futures markets, we establish a multi-phase equilibrium model of price determination, and then analyze the influence of the entry of a large number of index investors on the risk premium, inventory management, and different traders’ positions of commodity futures. The result shows that, the correlation between...

This study attempts to find the possibility of making relatively higher profit with lower risk when trading futures commodities. The system applies XCS classifiers to explore the rules of spread trading of these commodities. Our simulation holds a trading strategy that in every transaction, the proposed model buys and sells the same lots of goods of Taiwan index futures. All trades are settled ...

In this paper, we study the market of the CBOE S&P 500 three-month variance futures that were listed on May 18, 2004. By using a simple mean-reverting stochastic volatility model for the S&P 500 index, we present a linear relation between the price of fixed time-to-maturity variance futures and the V IX. The model prediction is supported by empirical tests. We find that a model with a fixed mea...

Based on the classical regression model, timevarying coefficient model, unit root, co-integration, Granger causality test, VAR, impulse response and variance decomposition, the dynamic relationship between prices of natural rubber futures in China and Japan has been researched systematically. The following conclusions are gotten through empirical researches: Firstly, there is a stable co-integr...