Relevant bibliographies by topics / Futures markets

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Futures markets'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Futures markets"

1

Kjellberg, Hans, Kaj Storbacka, Melissa Akaka, et al. "Market futures/future markets: Research directions in the study of markets." Marketing Theory 12, no. 2 (2012): 219–23. http://dx.doi.org/10.1177/1470593112444382.

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Hirshleifer, David, Daniel R. Siegel, and Diane F. Siegel. "Futures Markets." Journal of Finance 46, no. 4 (1991): 1564. http://dx.doi.org/10.2307/2328874.

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Kuenne, Robert E. "Futures markets." Energy Economics 8, no. 2 (1986): 127–28. http://dx.doi.org/10.1016/0140-9883(86)90037-x.

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Cornell, Bradford. "Futures markets." Journal of Monetary Economics 16, no. 1 (1985): 133–35. http://dx.doi.org/10.1016/0304-3932(85)90012-1.

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McKenzie, Andrew M., and Matthew T. Holt. "Market efficiency in agricultural futures markets." Applied Economics 34, no. 12 (2002): 1519–32. http://dx.doi.org/10.1080/00036840110102761.

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Whitchurch, Celia. "Futures and markets." Perspectives: Policy and Practice in Higher Education 5, no. 4 (2001): 91–92. http://dx.doi.org/10.1080/1360310120081635.

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Gehr, Adam K. "Undated futures markets." Journal of Futures Markets 8, no. 1 (1988): 89–97. http://dx.doi.org/10.1002/fut.3990080108.

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Chang, Matthew C., Chih-Ling Tsai, Rebecca Chung-Fern Wu, and Ning Zhu. "Market uncertainty and market orders in futures markets." Journal of Futures Markets 38, no. 8 (2018): 865–80. http://dx.doi.org/10.1002/fut.21918.

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Ranganathan, Thiagu, and Usha Ananthakumar. "Market efficiency in Indian soybean futures markets." International Journal of Emerging Markets 9, no. 4 (2014): 520–34. http://dx.doi.org/10.1108/ijoem-12-2011-0106.

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Purpose – The National commodity exchanges were established in India in the year 2003-2004 to perform the functions of price discovery and price risk management in the economy. The derivatives market can perform these functions properly only if they are efficient and unbiased. So, there is a need to properly evaluate these aspects of the Indian commodity derivatives market. The purpose of this paper is to test the market efficiency and unbiasedness of the Indian soybean futures markets. Design/methodology/approach – The paper uses cointegration and a QARCH-M-ECM-based framework to test the mar
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Kumar, Brajesh, and Ajay Pandey. "Market efficiency in Indian commodity futures markets." Journal of Indian Business Research 5, no. 2 (2013): 101–21. http://dx.doi.org/10.1108/17554191311320773.

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Dissertations / Theses on the topic "Futures markets"

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Löbler, Helge, Hans Kjellberg, Kaj Storbacka, et al. "Market futures, future markets." Universitätsbibliothek Leipzig, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-218378.

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What do marketing scholars need to know about markets? The quote above places markets at the heart of marketing theory. Yet many commentators have lamented the scant attention paid to markets in marketing and argued for the need to better understand this central facet of the subject (Araujo et al., 2008; Vargo, 2007; Venkatesh et al., 2006). We share this view and outline issues and research opportunities against the backdrop of recent contributions proposing a practice approach to markets (Araujo et al., 2010; Kjellberg and Helgesson, 2007; Storbacka and Nenonen, 2011; Vargo and Lusch, 2011).
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Löbler, Helge, Hans Kjellberg, Kaj Storbacka, et al. "Market futures, future markets: research directions in the study of markets." Sage, 2012. https://ul.qucosa.de/id/qucosa%3A15286.

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What do marketing scholars need to know about markets? The quote above places markets at the heart of marketing theory. Yet many commentators have lamented the scant attention paid to markets in marketing and argued for the need to better understand this central facet of the subject (Araujo et al., 2008; Vargo, 2007; Venkatesh et al., 2006). We share this view and outline issues and research opportunities against the backdrop of recent contributions proposing a practice approach to markets (Araujo et al., 2010; Kjellberg and Helgesson, 2007; Storbacka and Nenonen, 2011; Vargo and Lusch, 2011).
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Liu, Dongqing. "Market-making behavior in futures markets /." For electronic version search Digital dissertations database. Restricted to UC campuses. Access is free to UC campus dissertations, 2002. http://uclibs.org/PID/11984.

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Aidov, Alexandre. "Three Essays on Market Depth in Futures Markets." FIU Digital Commons, 2013. http://digitalcommons.fiu.edu/etd/974.

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Liquidity is an important market characteristic for participants in every financial market. One of the three components of liquidity is market depth. Prior literature lacks a comprehensive analysis of depth in U.S. futures markets due to past limitations on the availability of data. However, recent innovations in data collection and dissemination provide new opportunities to investigate the depth dimension of liquidity. In this dissertation, the Chicago Mercantile Exchange (CME) Group proprietary database on depth is employed to study the dynamics of depth in the U.S. futures markets. This dat
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Firch, Robert S. "Inverted Cotton Futures Markets." College of Agriculture, University of Arizona (Tucson, AZ), 1985. http://hdl.handle.net/10150/203915.

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Gurrib, Muhammad Ikhlaas. "Behaviour and performance of key market players in the US futures markets." Thesis, Curtin University, 2008. http://hdl.handle.net/20.500.11937/1287.

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This study gives an insight into the behaviour and performance of large speculators and large hedgers in 29 US futures markets. Using a trading determinant model and priced risk factors such as net positions and sentiment index, results suggest hedgers (speculators) exhibit significant positive feedback trading in 15 (7) markets. Information variables like the S&P500 index dividend yield, corporate yield spread and the three months treasury bill rate were mostly unimportant in large players’ trading decisions. Hedgers had better market timing abilities than speculators in judging the direction
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Jia, Haiying. "Market conditions and the functioning of metal futures markets." Thesis, City University London, 2006. http://openaccess.city.ac.uk/8467/.

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With the growth of alternative investment vehicles such as hedge funds and the resulting search for "new" asset classes, the interest in the commodity market has been growing within the financial sector. The commodity futures markets have been successfully providing a platform for investors and industrial participants as an alternative investment vehicle and a tool for risk management. The storable commodity futures markets are characterised by two distinct market conditions: backwardation and contango, which are directly linked to market fundamentals such as inventory levels and thus influenc
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Koettering, Andreas Hermann. "Futures trading on commodity markets." Thesis, University of Oxford, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.306271.

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Kellard, Neil Michael. "The econometrics of futures markets." Thesis, University of Nottingham, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.324060.

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Antoniou, A. "Futures markets : Theory and tests." Thesis, University of York, 1986. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.377303.

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Books on the topic "Futures markets"

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G, Malliaris A., ed. Futures markets. Edward Elgar, 1997.

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Siegel, Daniel Richard. Futures markets. Dryden Press, 1990.

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Duffie, Darrell. Futures markets. Prentice-Hall, 1989.

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Ontario. Ministry of Agriculture and Food. Futures markets. University of Guelph/Ontario Ministry of Agriculture and Food, 1989.

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Kolb, Robert W. Understanding futures markets. 3rd ed. New York Institute of Finance, 1991.

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Kolb, Robert W. Understanding futures markets. 3rd ed. Kolb Pub. Co., 1991.

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Kolb, Robert W. Understanding futures markets. 6th ed. Blackwell, 2005.

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J, Kaufman Perry, ed. The Concise handbook of futures markets: Money management, forecasting, and the markets. Wiley, 1986.

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A, Goss B., ed. Futures markets: Their establishment and performance. New York University Press, 1986.

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Dalton, James F. Mind over markets: Power trading with market generated information. McGraw-Hill, 1990.

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Book chapters on the topic "Futures markets"

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Atkin, Michael. "The future of futures." In Agricultural Commodity Markets. Routledge, 2023. http://dx.doi.org/10.4324/9781032689234-11.

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Robinson, David T. "Futures Markets." In The Palgrave Encyclopedia of Strategic Management. Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-137-00772-8_670.

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Robinson, David T. "Futures Markets." In The Palgrave Encyclopedia of Strategic Management. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-349-94848-2_670-1.

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Pilbeam, Keith. "Financial Futures." In Finance and Financial Markets. Macmillan Education UK, 2005. http://dx.doi.org/10.1007/978-1-349-26273-1_13.

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Pilbeam, Keith. "Financial Futures." In Finance & Financial Markets. Macmillan Education UK, 2010. http://dx.doi.org/10.1007/978-1-137-09043-0_13.

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Pilbeam, Keith. "Financial Futures." In Finance & Financial Markets. Macmillan Education UK, 2018. http://dx.doi.org/10.1057/978-1-137-51563-6_13.

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Markham, Jerry W. "The Futures Markets." In From J.P. Morgan to the Institutional Investor. Routledge, 2022. http://dx.doi.org/10.4324/9781003247104-8.

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Geisst, Charles R. "Commodity Futures Markets." In A Guide to the Financial Markets. Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-20348-2_5.

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Atkin, Michael. "Commodity futures exchanges." In Agricultural Commodity Markets. Routledge, 2023. http://dx.doi.org/10.4324/9781032689234-3.

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Atkin, Michael. "Futures markets and agriculture." In Agricultural Commodity Markets. Routledge, 2023. http://dx.doi.org/10.4324/9781032689234-1.

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Conference papers on the topic "Futures markets"

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Gaska, Thomas, Aaron Carpenter, and Yu Chen. "Future Avionic System Hybrid Processor Pooled Architectures." In Vertical Flight Society 71st Annual Forum & Technology Display. The Vertical Flight Society, 2015. http://dx.doi.org/10.4050/f-0071-2015-10129.

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Next generation avionics Size Weight and Power (SWaP) can benefit from transformational improvements and flexibility in processing brought on by Moore's Law with proper heterogeneous pooled processor solutions. It is no longer feasible to simply use a modest number of network-connected single-core processors in isolated subsystems; instead, multicore processing is the norm. By 2016-2018, there will be on-chip multicore processors with 16 or more cores on each die integrated with on-chip transformational multi-Teraflop General Purpose Graphics Processing Units (GPGPUs). Heterogeneous reprogramm
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Stasytyt�, Viktorija, and Raimonda Martinkut�-Kaulien�. "Trading Futures Contracts In Global Markets." In The 8th International Scientific Conference "Business and Management 2014". Vilnius Gediminas Technical University Publishing House Technika, 2014. http://dx.doi.org/10.3846/bm.2014.041.

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Parikh, Satu S., and Gerald L. Lohse. "Electronic futures markets versus floor trading." In the SIGCHI conference. ACM Press, 1995. http://dx.doi.org/10.1145/223904.223942.

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Lu, Xinsheng, Jing Qin, Changfa Qian, and Xuemei Yuan. "Multifractal analysis of China's metals futures markets." In International Conference of Information Science and Management Engineering. WIT Press, 2014. http://dx.doi.org/10.2495/isme20142362.

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Darden, Thaddeus A., Margaret E. Ferrenz, Christopher C. Klann, Michael J. Ledwith, Mark E. Paddrik, and Ginger M. Davis. "Modified momentum strategies in commodity futures markets." In 2009 Systems and Information Engineering Design Symposium (SIEDS). IEEE, 2009. http://dx.doi.org/10.1109/sieds.2009.5166181.

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Duke, J., and C. D. Clack. "Evolutionary simulation of hedging pressure in futures markets." In 2007 IEEE Congress on Evolutionary Computation. IEEE, 2007. http://dx.doi.org/10.1109/cec.2007.4424550.

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Grossmann, Vasco, and Manfred Schimmler. "Portfolio-based contract selection in commodity futures markets." In 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE, 2016. http://dx.doi.org/10.1109/ssci.2016.7850018.

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Liu, Shuyi. "Dynamic Spillovers Between Carbon and Energy Futures Markets." In ICCSMT 2024: 2024 5th International Conference on Computer Science and Management Technology. ACM, 2024. https://doi.org/10.1145/3708036.3708144.

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Watts, D., and F. L. Alvarado. "The influence of futures markets on real time price stabilization in electricity markets." In 37th Annual Hawaii International Conference on System Sciences, 2004. Proceedings of the. IEEE, 2004. http://dx.doi.org/10.1109/hicss.2004.1265167.

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Bartolozzi, M., C. Mellen, F. Chan, D. Oliver, T. Di Matteo, and T. Aste. "Applications of physical methods in high-frequency futures markets." In Microelectronics, MEMS, and Nanotechnology, edited by Derek Abbott, Tomaso Aste, Murray Batchelor, Robert Dewar, Tiziana Di Matteo, and Tony Guttmann. SPIE, 2007. http://dx.doi.org/10.1117/12.758431.

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Reports on the topic "Futures markets"

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Cheng, Ing-Haw, Andrei Kirilenko, and Wei Xiong. Convective Risk Flows in Commodity Futures Markets. National Bureau of Economic Research, 2012. http://dx.doi.org/10.3386/w17921.

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Rhode, Paul, and Koleman Strumpf. Historical Political Futures Markets: An International Perspective. National Bureau of Economic Research, 2008. http://dx.doi.org/10.3386/w14377.

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Aragon, George, Rajnish Mehra, and Sunil Wahal. Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets. National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w24575.

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Gale, Ian, and Joseph Stiglitz. A Simple Proof That Futures Markets are Almost Always Informationally Inefficient. National Bureau of Economic Research, 1989. http://dx.doi.org/10.3386/w3209.

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Levich, Richard. FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets. National Bureau of Economic Research, 2012. http://dx.doi.org/10.3386/w18256.

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Campbell, Robert, and Stephen Turnovsky. An Analysis of the Stabilizing and Welfare Effects of Intervention in Spot and Futures Markets. National Bureau of Economic Research, 1985. http://dx.doi.org/10.3386/w1698.

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Rouwenhorst, K. Geert. A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets. American Finance Association, 2021. http://dx.doi.org/10.37214/jofdata.3.

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Shiller, Robert. Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures. National Bureau of Economic Research, 1993. http://dx.doi.org/10.3386/t0131.

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Considine, Jennifer, Philip Galkin, and Abdullah Aldayel. Global Crude Oil Storage Index: A New Benchmark for Energy Policy. King Abdullah Petroleum Studies and Research Center, 2022. http://dx.doi.org/10.30573/ks--2022-mp01.

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The global oil market dwarfs other commodity markets. Its size and role in the energy and industrial value chains underscore its significant economic and geopolitical impacts. Thus, the consequences of oil price fluctuations extend far beyond the oil industry and can be viewed as a barometer of trends in the global economy. Several oil price benchmarks currently compete in the global market. The most popular ones, such as Brent or West Texas Intermediate (WTI), are backed by a sufficient supply of the underlying crude. They also meet the criteria for efficient trading, hedging and speculating
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Spilimbergo, Antonio. Testing the Hypothesis of Collusive Behavior Among Organization of the Petroleum Exporting Countries (OPEC) Members. Inter-American Development Bank, 1995. http://dx.doi.org/10.18235/0011610.

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This paper presents a test to discriminate among behaviors of producers of exhaustible resources. The behavior of a competitive producer of an exhaustible resource should follow an Euler equation. The existence of futures markets allows us to sidestep the difficult issues related to estimating future prices and demand. This theoretical framework is used to test the hypothesis of collusive Organization of the Petroleum Exporting Countries (OPEC) behavior between 1983 and 1991.
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