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Futures Prices

Hendrik S. Houthakker and Peter J. Williamson

in The Economics of Financial Markets

Published in print:
1996
Published Online:
November 2003
ISBN:
9780195044072
eISBN:
9780199832958
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/019504407X.003.0010
Subject:
Economics and Finance, Financial Economics

The previous chapter outlined the nature of futures contracts and some of the institutional aspects of the markets in which they are traded; this chapter analyzes the forces that determine the prices ... More


Real Estate and Other Markets

Robert J. Shiller

in Macro Markets: Creating Institutions for Managing Society's Largest Economic Risks

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198294184
eISBN:
9780191596926
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198294182.003.0005
Subject:
Economics and Finance, Macro- and Monetary Economics, Financial Economics

There are other income factors, besides the aggregate national income and labour income factors discussed in Ch. 4, that contribute as much uncertainty to the incomes of individuals and organizations ... More


Futures Contracts and Futures Markets

Hendrik S. Houthakker and Peter J. Williamson

in The Economics of Financial Markets

Published in print:
1996
Published Online:
November 2003
ISBN:
9780195044072
eISBN:
9780199832958
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/019504407X.003.0009
Subject:
Economics and Finance, Financial Economics

This is the first of two chapters dealing with futures contracts, and it concentrates on the defining characteristics of a futures contract, on ways in which it can be settled, on types of ... More


FORWARD AND FUTURES PRICES OF CONTINGENT CLAIMS

Ser-Huang Poon and Richard Stapleton

in Asset Pricing in Discrete Time: A Complete Markets Approach

Published in print:
2005
Published Online:
July 2005
ISBN:
9780199271443
eISBN:
9780191602559
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199271445.003.0006
Subject:
Economics and Finance, Financial Economics

‘Forward and Futures Prices of Contingent Claims’ applies the multi-period rational expectations model to analyse the pricing of forward and futures contracts and derives an expression for the ... More


Paul Samuelson and Financial Economics

Robert C. Merton

in Samuelsonian Economics and the Twenty-First Century

Published in print:
2006
Published Online:
January 2009
ISBN:
9780199298839
eISBN:
9780191711480
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199298839.003.0019
Subject:
Economics and Finance, History of Economic Thought

This chapter's appraisal places models of time and uncertainty in household allocation of resources at the center of the Samuelson Contribution. It assesses Samuelson's contributions to the areas of ... More


The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU ETS

Stefan Trück, Wolfgang Härdle, and Rafal Weron

in Emissions Trading as a Policy Instrument: Evaluation and Prospects

Published in print:
2015
Published Online:
January 2016
ISBN:
9780262029285
eISBN:
9780262330435
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262029285.003.0008
Subject:
Economics and Finance, Development, Growth, and Environmental

We investigate the relationship between spot and futures prices within the EU-ETS. We conduct an empirical study on price behavior, volatility term structure and correlations in EU Allowance (EUA) ... More


Are Commodity Futures Prices Barometers of the Global Economy?

Conghui Hu and Wei Xiong

in After the Flood: How the Great Recession Changed Economic Thought

Published in print:
2017
Published Online:
September 2017
ISBN:
9780226443546
eISBN:
9780226443683
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226443683.003.0007
Subject:
Economics and Finance, Financial Economics

This paper analyzes whether commodity futures prices traded in the United States reveal information relevant to stock prices of East Asian economies including China, Japan, Hong Kong, South Korea, ... More


Bubbles, Food Prices, and Speculation: Evidence from the CFTC’s Daily Large Trader Data Files

Nicole M. Aulerich, Scott H. Irwin, and Philip Garcia

in The Economics of Food Price Volatility

Published in print:
2014
Published Online:
May 2015
ISBN:
9780226128924
eISBN:
9780226129082
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226129082.003.0007
Subject:
Economics and Finance, Development, Growth, and Environmental

The “Masters Hypothesis” claims that unprecedented buying pressures from new financial index investors created a massive bubble in agricultural futures prices at various times in recent years. This ... More


On Efficient Utilization of Egypt's Energy Resources: Oil and Natural Gas

Hanaa Kheir-El-Din

in The Egyptian Economy: Current Challenges and Future Prospects

Published in print:
2008
Published Online:
September 2011
ISBN:
9789774161544
eISBN:
9781617970306
Item type:
chapter
Publisher:
American University in Cairo Press
DOI:
10.5743/cairo/9789774161544.003.0008
Subject:
Political Science, Political Economy

This chapter examines the topic of energy policy in Egypt on several fronts. Section 1 examines the world energy market with reasonable estimates of future prices for oil and natural gas, such that ... More


Pricing of Futures Contracts

Timothy A. Krause

in Commodities: Markets, Performance, and Strategies

Published in print:
2018
Published Online:
March 2018
ISBN:
9780190656010
eISBN:
9780190656041
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190656010.003.0015
Subject:
Economics and Finance, Financial Economics

This chapter examines the relation between futures prices relative to the spot price of the underlying asset. Basic futures pricing is characterized by the convergence of futures and spot prices ... More


From Afar: Charts and Their Analysts

Alex Preda

in Framing Finance: The Boundaries of Markets and Modern Capitalism

Published in print:
2009
Published Online:
February 2013
ISBN:
9780226679310
eISBN:
9780226679334
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226679334.003.0006
Subject:
Sociology, Culture

This chapter deals with a specific dimension of the boundaries of finance: the mediation of value judgments by securities analysts. It traces the emergence of chartists as a specific group in ... More


Forwards and Futures

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198775188
eISBN:
9780191595981
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198775180.003.0020
Subject:
Economics and Finance, Financial Economics

In this chapter, we provide fairly general results for forward and futures prices.


Derivatives and options

Peter Richmond, Jürgen Mimkes, and Stefan Hutzler

in Econophysics and Physical Economics

Published in print:
2013
Published Online:
December 2013
ISBN:
9780199674701
eISBN:
9780191780066
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199674701.003.0008
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter traces the origins of the use of derivatives to the era of Mesopotamian farmers and compares it to similar transactions widely used by businesses today. Mesopotamian farmers routinely ... More


Vegetable Oil Trade and Markets

Derek Byerlee, Walter P. Falcon, and Rosamond L. Naylor

in The Tropical Oil Crop Revolution: Food, Feed, Fuel, and Forests

Published in print:
2016
Published Online:
November 2016
ISBN:
9780190222987
eISBN:
9780190223014
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190222987.003.0007
Subject:
Economics and Finance, Development, Growth, and Environmental

Findings presented thus far are used to analyze trade and markets in vegetable oils. Particular attention is given to the dramatic liberalization of trade and the resulting surge in imports of ... More


The Temporary Equilibrium Model

Yves Balasko

in The Equilibrium Manifold: Postmodern Developments in the Theory of General Economic Equilibrium

Published in print:
2009
Published Online:
August 2013
ISBN:
9780262026543
eISBN:
9780262255370
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262026543.003.0325
Subject:
Economics and Finance, Econometrics

This chapter deals with the two-period temporary equilibrium model with financial assets and arbitrary forecast functions of future prices, an approach in the tradition of Lindahl (1939) and Hicks ... More


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