Black Gold & Fool’s Gold: Speculation in the Oil Futures Market
نویسندگان
چکیده
منابع مشابه
Volatility in the Gold Futures Market
Disclaimer Any opinions expressed here are those of the author(s) and not those of the IIIS. All works posted here are owned and copyrighted by the author(s). Papers may only be downloaded for personal use only. Abstract: We investigate the volatility structure of gold, trading as a futures contract on the Chicago Board of Trade (CBOT) using intraday (high frequency) data from January 1999 to D...
متن کاملCan the Gold Coin Futures Prices Forecast the Gold Coin Spot Prices at the Maturity Date?
This paper examines whether the gold coin futures prices in the Iran Mercantile Exchange can forecast accurately the gold coin spot prices at the maturity date. For this, it uses daily data of both futures and spot prices from Azar 1387 to Tir 1397. A cointegration analysis shows that in horizons shorter than 100 days, there is a significant one-to-one relation between these two prices which im...
متن کاملAn Empirical Study on China's Gold Futures Market Hedging Performance
In the current financial crisis, promoting rapid developments of gold industry, ensuring healthy operations of national economy, and actively developing the gold futures market are very important. Functioning of the gold futures market will determine the gold market maturity and integrity. Risk transfer is one of the two basic functions of futures market. The risk transfer function is realized ...
متن کاملEmpirical Analysis of the Fractal Features Analysis on London Gold Futures Market
In this paper, we study the fractal characteristics of the futures market. We take the empirical study on London Gold Futures yield by Rescaled Range Analysis, analyzing the fractal characteristics of the futures market. We further determine fractal characteristics and the structure of the nonlinear time series through random disturb the original time series observation sequence. The result of ...
متن کاملAn Empirical Study on China ' s Gold Futures Market Hedging Performance
This paper focuses on the effects of the Go Global policy in Italy. The main type of Chinese investments, their strategic motivations, as well as the role of ethnic networks are analyzed. The phenomenon is still not significant in quantitative terms, but trends are impressive. Italy can provide an access to western markets and strategic logistic services, as well as to a wide array of distincti...
متن کاملذخیره 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: SSRN Electronic Journal
سال: 2009
ISSN: 1556-5068
DOI: 10.2139/ssrn.1472983