This paper investigates the pricing efficiency and hedging effectiveness of the Winnipeg barley futures market, using the Chicago corn futures market as a norm. Several tests of pricing efficiency were conducted and the stability of the basis was studied. The barley futures market operates in a heavily regulated economic environment and this is shown to impact on both price behavior and hedging...

This paper aims to illustrate how the combination of Network Analysis and Futures Studies becomes a powerful instrument for envisioning and analyzing futures and social change. The study of three cases shows network analysis becoming an analytical tool in futures studies while, at the same time, acquiring the dimension of change and dynamics steaming from the futurist perspective.

Regional Knowledge Hub for HIV/AIDS Surveillance, Institute for Futures Studies in Health, Kerman University of Medical Sciences, Kerman, Iran DVM, Regional Knowledge Hub for HIV/AIDS Surveillance, Institute for Futures Studies in Health, Kerman University of Medical Sciences, Kerman, Iran Regional Knowledge Hub for HIV/AIDS Surveillance, Institute for Futures Studies in Health, Kerman Universi...

The research investigated the impact of macroeconomic variables on volatility commodity futures market in India (together with oil futures, agricultural and metal futur...

Using intra-day data, this paper investigates the contribution to the price discovery of Euro and Japanese Yen exchange rates in three foreign exchange markets based on electronic trading systems: the CME GLOBEX regular futures, E-mini futures, and the EBS interdealer spot market. Contrary to evidence in equity markets and more recent evidence in foreign exchange markets, the spot market is fou...

Information Systems studies involve the present and the future. Although data can be obtained on the present, the future can only be estimated. In Information Systems, a rapidly changing intellectual and technological field, simply extrapolating the present to the future is likely to be wrong. This paper presents and explains three proven research methods for studying the IS future and describe...

There is the age-old paradox of technologists predicting bleak futures for mankind because of their research directions but nevertheless hurtling full steam ahead in pursuing them. Strong humanoid research could be one such example. The holy grail of robotics and artificial intelligence research is regularly perceived as aiming to understand mankind by artificially creating a similar degree of ...

This paper studies the relationship between credit default swap spreads (CDS) for the Energy sector and oil futures dynamics. Using data on light sweet crude oil futures from 2004 to 2013, which contains a crisis period, we examine the importance of volatility and jumps extracted from the futures in explaining CDS spread changes. The analysis is performed at an index level and by rating group; ...

Energy commodities and their futures naturally show cointegrated price movements. However, there is empirical evidence that the prices of futures with different maturities might have, e.g., different jump behaviours in different market situations. Observing commodity futures over time, there is also evidence for different states of the underlying volatility of the futures. In this paper, we the...

In this study we investigate the statistical properties of wholesale electricity spot and futures prices traded on the New York Mercantile Exchange for delivery at the California-Oregon Border. Using daily data for the years 1998 and 1999, we find that many of the characteristics of the electricity market can be viewed to be broadly consistent with efficient markets. The futures risk premium fo...