Relevant bibliographies by topics / Spot Markets

Contents

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

Academic literature on the topic 'Spot Markets'

Author: Grafiati
Published: 4 June 2021
Last updated: 12 February 2022

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Journal articles on the topic "Spot Markets"

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Mallikarjunappa, T., and E. M. Afsal. "Price Discovery Process and Volatility Spillover in Spot and Futures Markets: Evidences of Individual Stocks." Vikalpa: The Journal for Decision Makers 35, no. 2 (April 2010): 49–62. http://dx.doi.org/10.1177/0256090920100205.

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This paper analyses information-based superiority of markets mainly with an objective of exploring arbitrage opportunities. It attempts to determine the lead-lag relationship between spot and futures markets in the Indian context by using high frequency price data of twelve individual stocks, observed at one-minute interval. The study applies the concept of co-integration and establishes the spot-futures relationship using Vector Error Correction Mechanism (VECM) represented by EGARCH framework. To study the price discovery process in the two markets, five lags each of one-minute resolution for nine individual stocks and four lags for the remaining three stocks are chosen. The key results of the study are given below: There is a contemporaneous and bi-directional lead-lag relationship between the spot and futures markets. A feedback mechanism of short life is functional between the two markets. Price discovery occurs in both the markets simultaneously. There exists short-term disequilibrium that could be corrected in the next period. Volatility spillover from spot market to futures market is present in such a way that a decrease in spot volatility leads to a decrease in futures volatility. Volatility shocks are asymmetric and persistent in both the markets. Spillover from futures market to spot market is not significant. Neither spot nor futures assume a considerable leading role and neither of the markets is supreme in price discovery. In the case of 33.33 per cent of spot values and 33.33 per cent of futures values, there exists short-term disequilibrium that could be corrected in the next period by decreasing the prices. Spot market volatility spills over to futures market in most of the cases (66.66 %) and a decrease in spot volatility brings about a decrease in futures volatility in 50 per cent of the cases. Spillover effect from futures to spot market is present and significant in 91.66 per cent of stocks and is more than the spillover effect from spot to futures (50% valid cases). The markets are highly integrated. Asymmetric behaviour of volatility shocks is mixed in both the markets. Asymmetric volatility is detected in 50 per cent of the cases of spot market and 58.33 per cent cases of futures market. Stocks exhibiting asymmetric volatility show more sensitivity to negative shocks. There are no cases of market becoming more volatile in response to good news.
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Dey, Kushankur, and Debasish Maitra. "Can futures markets accommodate Indian farmers?" Journal of Agribusiness in Developing and Emerging Economies 6, no. 2 (November 14, 2016): 150–72. http://dx.doi.org/10.1108/jadee-08-2013-0029.

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Purpose It has become an ongoing debate whether Indian commodity futures markets can accommodate farmers. The purpose of this paper is to examine whether Indian commodity futures markets help rationalize farmers’ price expectation. The study starts with questions on the efficiency and other roles of commodity futures markets. Design/methodology/approach From a sectoral standpoint and economic importance, the study considers pepper, coffee, and natural rubber (NR) futures and spot markets. The efficiency of futures markets, divergence/convergence and causality between futures and spot markets have been studied by employing co-integrations, error correction and causality models. The sample period of the data are taken from the inception of futures trading. These three commodities are also compared on the basis of trading at the futures markets vs spot markets. Findings Analysis shows that though pepper futures market is informationally efficient in price discovery, while coffee and NR spot markets do the process faster. Pepper and coffee futures and spot prices exhibit the convergence; NR shows a sign of divergence. Unidirectional causality from pepper futures to spot market is observed wherein the former was weakly exogenous to the latter and while, bidirectional causality is observed in coffee and rubber. Coffee spot appears weakly exogenous while this remains inconclusive in the case of NR. Research limitations/implications The authors analyzed the futures markets in rationalizing the spot market price in three plantation crops in India. In order to make the study more generalizable, further research is warranted in other commodities including those prices of which are government regulated. Originality/value The paper is unique in terms of understanding the interaction or interrelationship between futures markets and spot markets and drawing inferences about the role of futures markets in price formation in plantation commodities like pepper, coffee and NR.
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Ohk, Ki Yool. "The Effect of Futures Trading on Spot Market Liquidity." Journal of Derivatives and Quantitative Studies 13, no. 1 (May 31, 2005): 29–52. http://dx.doi.org/10.1108/jdqs-01-2005-b0002.

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This study analyzes the effect of stock index futures trading on the price volatility and liquidity of spot markets, It is found that spot price volatility increases significantly after stock index futures are listed, This study partitions the trading activity series of sPOt markets into expected and unexpected components, and documents that unexpected spot-trading activities are associated with smaller sPOt price movements subsequent to the introduction of futures trading, This imolies that spot market liquidity has been increased by the intraduction of futures trading, Furthermore, this study examines the effect of futures-trading activity on the liquidity of spot markets, Results show that active futures markets enhance the liquidity of soot markets.
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Herbert, John H. "Do Changes in Natural Gas Futures Prices Influence Changes in Natural Gas Spot Prices?" Energy Exploration & Exploitation 11, no. 5 (October 1993): 467–72. http://dx.doi.org/10.1177/014459879301100506.

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Data on natural gas futures and spot markets are examined to determine if variability in price on futures markets influences variability in price on spot markets. Using econometric techniques, it is found that changes in futures contract prices do not precede changes in spot market prices.
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Rastogi, Shailesh, and Chaitaly Athaley. "Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective." Journal of Risk and Financial Management 12, no. 2 (June 9, 2019): 98. http://dx.doi.org/10.3390/jrfm12020098.

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The aim of this paper is to study the integration of volatility in the three markets, viz. spot, futures and options, in order to provide input for hedging purposes and the formulation of policies for derivatives. The generalized method of moments (GMM) is used to capture the simultaneous equation modelling of volatility in the three markets. The integration of the volatility in the three markets is also tested for structural breaks. The main finding of the paper is that the volatility in the options market is not associated with volatility in spot and futures market. However, volatility in spot and futures markets are associated with each other. As a consequence, investors can use options for hedging purposes and policy makers do not need to be concerned about the imminent impact of options markets on spot markets. To the best of the authors’ knowledge, there is no other study which discusses the integration of volatility in the three markets. Moreover, the finding of this paper that the options market behaves differently compared to the futures market has also not been discussed in earlier studies.
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Krogmeier, Joseph L., Dale J. Menkhaus, Owen R. Phillips, and John D. Schmitz. "An Experimental Economics Approach to Analyzing Price Discovery in Forward and Spot Markets." Journal of Agricultural and Applied Economics 29, no. 2 (December 1997): 327–36. http://dx.doi.org/10.1017/s1074070800007823.

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AbstractLaboratory experiments are used to generate data that facilitate investigation of pricing behavior in forward and spot markets. Results suggest a tendency for prices in a spot market to converge to levels higher than those in a forward market. The difference in these market environments is the supply schedule. Buyers in a spot market are aware that supply is inelastic and become relatively aggressive bidders. Forward markets have a relatively elastic supply schedule and buyers fare better. This may motivate firms to promote forward markets and/or vertically integrate in the procurement of inputs.
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Cheung, Yin-Wong, and Hung-Gay Fung. "Information Flows Between Eurodollar Spot and Futures Markets." Multinational Finance Journal 1, no. 4 (December 1, 1997): 255–71. http://dx.doi.org/10.17578/1-4-1.

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Xue, Xing Qun, Sae Woon Park, and Hee Ho Kim. "Price Discovery and Spillover Effect between Currency Futures Market and Spot Market-Comparing Developing Country with Developed Country." Journal of Derivatives and Quantitative Studies 22, no. 2 (May 31, 2014): 193–221. http://dx.doi.org/10.1108/jdqs-02-2014-b0002.

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This study examines the volatility spillover effect and forward pricing effect between futures and spot markets, using the daily data of January 1988~April 2013 and Bounds test, ARDL model, DCC-GARCH model and the new method of spillover index calculation. In particular, the comparison between the developed and emerging markets will shed a light on a difference between the efficiencies of the two groups of markets. Our results show that the volatility spillover effect in the developed market was less in magnitude, compared to that effect in the emerging market. The causal influence from the future market to the spot market was greater in the developed market than in the emerging markets. This indicates that the foreign exchange markets (future and spot both) were much more efficient in the developed markets than in the emerging markets. This also implies very fruitful guides for the foreign exchange intervention policy, including signaling effect, portfolio effects, and direct and indirect intervention effects.
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Malhotra, Meenakshi, and Dinesh Kumar Sharma. "Volatility Dynamics in Oil and Oilseeds Spot and Futures Market in India." Vikalpa: The Journal for Decision Makers 41, no. 2 (May 31, 2016): 132–48. http://dx.doi.org/10.1177/0256090916642686.

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Executive Summary India occupies the fifth position in the vegetable oil economy of the world. The demand for oilseeds and vegetable oil has far exceeded the domestic output necessitating huge imports. Futures market helps to bring price stability for the development of the underlying physical market. The present study investigates the volatility dynamics in spot and futures markets of select oil and oilseeds commodities. The objectives of this article are to study (a) the information transmission process between spot and futures markets, also called volatility spillover and (b) the impact of futures trading activity on the volatility of physical market prices. The commodities selected from oil and oilseeds segment are refined soya oil, mustard seed, crude palm oil, and mentha oil. The study uses basic Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model to capture volatility in prices of the selected commodities. Bivariate GARCH model makes use of information in the history of two different markets for testing volatility spillover between two markets of the same underlying commodity. The relationship between futures trading activity and spot price volatility is investigated for examining the impact of futures trading activity on the volatility of underlying spot market. Two variables, viz., futures trading volume and open interest are decomposed into expected and unexpected components and are taken as a proxy for the level of trading activity. The contemporaneous and dynamic relationships are studied with the help of augmented GARCH model and Granger causality, respectively. It is observed that there is an efficient transmission of information between spot and futures markets but it is the spot market which leads to the flow of information to futures and hence causes greater spillover of volatility. The spot market has a greater impact on the volatility of futures market, indicating that informational efficiency of oilseeds spot market is stronger than that of the futures market. The contemporaneous and dynamic relationship between spot price volatility and futures trading activity tested with econometric models provide evidence of the destabilizing impact of an unexpected increase in futures trading activity (volume or open interest) on the spot price volatility in three out of four commodities studied. This indicates that badly informed traders present in futures market are destabilizing the underlying spot market by inducing noise and lowering the information content of prices.
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Samii, Massood V. "Oil futures and spot markets." OPEC Review 16, no. 4 (December 1992): 409–17. http://dx.doi.org/10.1111/j.1468-0076.1992.tb00441.x.

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Dissertations / Theses on the topic "Spot Markets"

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Chalamandaris, George. "Liquidity risk in spot foreign exchange markets." Thesis, Imperial College London, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.325567.

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He, Yi. "Topics in contract pricing and spot markets." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/24792.

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Thesis (Ph.D.)--Industrial and Systems Engineering, Georgia Institute of Technology, 2008.
Committee Chair: Anton Kleywegt; Committee Member: Dong Jun Wu; Committee Member: Ellis Johnson; Committee Member: George L. Nemhauser; Committee Member: Pinar Keskinocak.
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FERNANDES, ANDRE VENTURA. "MICROSTRUCTURE OF BRAZILIAN FX MARKET: COMPARISON OF THE SPOT AND FUTURES MARKETS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2008. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=11912@1.

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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
FUNDAÇÃO DE APOIO À PESQUISA DO ESTADO DO RIO DE JANEIRO
O objetivo deste trabalho é comparar o mercado à vista e futuro de câmbio no Brasil, buscando identificar em qual dos mercados se dá a formação da taxa de câmbio. Analisa-se o funcionamento do mercado cambial no seu nível micro, isto é, nas suas instituições e nas assimetrias dos seus participantes, através da abordagem da microestrutura. Utiliza-se uma base de dados que contém 100% das propostas de compra, venda e dos negócios fechados dos pregões de dólar futuro e do mercado interbancário de dólar à vista entre 01/02/2006 a 31/05/2007. Mostra-se que o mercado de dólar futuro é muito mais líquido do que o mercado à vista no Brasil. Ademais, demonstra-se que a cotação da taxa de câmbio se forma primeiro no mercado futuro, sendo então transmitida por arbitragem para o mercado à vista. Por fim, utiliza-se a abordagem da microestrutura para realizar previsões intradiárias para a taxa de câmbio, obtendo resultados superiores às demais abordagens usualmente testadas na literatura, como a Paridade Descoberta da Taxa de Juros e o passeio aleatório.
This paper compares the spot and futures FX markets in Brazil, trying to identify which one leads the price determination. FX markets are analyzed at the micro level, at the level of its institutions and the asymmetries of its players, through the microstructure approach. A database that contains 100% of the bids, asks and deals of the dollar futures and interbank spot markets from 02/01/2006 to 05/31/2007 is used. It is shown that the futures market is much more liquid than the spot market in Brazil. Moreover, it is shown that the quote is determined firstly in the futures market, being transmitted through arbitrage to the spot market. The microstructure approach is also used to make intraday forecasts to the FX rate with superior results to the other approaches usually tested in the literature, like the Uncovered Interest Rate Parity and the Random Walk.
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Vergel, Eleuterio Pedro. "Essays on agricultural commodity spot and forward markets." Thesis, Birkbeck (University of London), 2015. http://bbktheses.da.ulcc.ac.uk/162/.

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This thesis explores several topics related to agricultural commodities. It is comprised of three empirical chapters: In Chapter 2, we show the validity of investing capital in fertilizer mining companies, both from a market return perspective for individual or institutional investors, and from a hedging standpoint for insurance companies and other economic actors exposed to inflation risk and high agricultural commodity prices. First, we explore the relationship between corn, wheat, and fertilizers, showing how price spikes in corn and wheat, followed by a price spike in fertilizers, made fertilizers visible to investors for the first time. We then analyse an exhaustive sample of listed fertilizer-mining companies and look at the sensitivities of their stocks to agricultural indexes and the fertilizer index in order to better explain the high returns they offered at the time of the first food crisis. Chapter 3 focuses on corn and wheat and is twofold. Firstly, we argue that the coefficient of variation and standard deviation of prices are more informative measures of uncertainty than the volatility of returns, since it is food prices and their “volatility” that matter for the survival of human beings. Secondly, we compare the quality of future price prediction provided by individual forward contracts with the geometric average of the forward curve introduced by Borovkova and Geman (2006).
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Białkowski, Jȩdrzej. "International stock markets linkages and arbitrage and arbitrage between futures and spot markets." [S.l. : s.n.], 2005. http://deposit.ddb.de/cgi-bin/dokserv?idn=975615882.

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Jin, Zengxiang. "Price discovery in the property forward and spot markets." View the Table of Contents & Abstract, 2007. http://sunzi.lib.hku.hk/hkuto/record/B3828568X.

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Jin, Zengxiang, and 金增祥. "Price discovery in the property forward and spot markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38957759.

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Koubida, Sallem. "Volatility of exchange rates in spot and futures markets /." Available to subscribers only, 2007. http://proquest.umi.com/pqdweb?did=1456289991&sid=13&Fmt=2&clientId=1509&RQT=309&VName=PQD.

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Visudhiphan, Poonsaeng 1973. "An agent-based approach to modeling electricity spot markets." Thesis, Massachusetts Institute of Technology, 2003. http://hdl.handle.net/1721.1/28270.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2003.
Includes bibliographical references (p. 323-327).
(cont.) The model could also be used to analyze market factors (such as new market rules) and their effects on market price dynamics and market participants' behaviors, as well as to identify the "best" response action of one participant against the opponents' actions.
Current approaches used for modeling electricity spot markets are static oligopoly models that provide top-down analyses without considering dynamic interactions among market participants. This thesis presents an alternative model, an agent-based model, and uses it to analyze the markets under various conditions. These markets, in which the participants engage in sealed-bid auctions to sell and/or buy electricity regularly, are viewed as multiagent systems, or as repeated games, played by participants with incomplete information. To represent these market characteristics, the agent-based model is selected, consisting of several power-producing agents with non-uniform portfolios of generating units. These agents employ learning algorithms, including Auer et al. 's, softmax action selection, or Visudhiphan and IliC's model-based algorithms, in determining bid-supply functions from available information. The simulated outcomes from the agent-based model depend on the choice of non-uniform portfolios and on the learning algorithms that the agents employ. Model verifications against the actual markets are suggested; however, due to a lack of certain confidential information, numerical examples cannot be presented. Nevertheless, the model is used to analyze the effects of market structures and the effect of load-serving entities on the power-producer bidding behavior and market outcomes. This model could provide one of the main tools for regulators, system planners, and market participants to use scenario simulations to investigate market conditions that could lead to high electricity prices.
by Poonsaeng Visudhiphan.
Ph.D.
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Leykam, Kilian. "Cointegration and Volatility in the European Natural Gas Spot Markets." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03606241003/$FILE/03606241003.pdf.

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Books on the topic "Spot Markets"

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Cuthbertson, Keith. Investments: Spot and derivatives markets. 2nd ed. Chichester, West Sussex, England: Wiley, 2008.

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Eden, Benjamin. Productivity, market power and capacity utilization when spot markets are complete. Cambridge, MA: National Bureau of Economic Research, 1991.

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Razavi, Hossein. The new era of petroleum trading: Spot oil, spot-related contracts, and futures markets. Washinton, D.C: World Bank, 1989.

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Cheung, Yin-Wong. Information flows between the Eurodollar spot and futures markets. Kowloon, Hong Kong: City University of Hong Kong, Department of Economics and Finance, 1995.

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Danielsson, Jon. Real trading patterns and prices in spot foreign exchange markets. London: London School of Economics, Financial Markets Group, 1999.

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Centolella, Paul. The organization of competitive wholesale power markets and spot price pools. [S. l.]: National Council on Competition and the Electric Industry, 1996.

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Ngama, Yerima Lawan. Risk premia and the efficiency of the spot and the forward foreign exchange markets. Birmingham: University of Birmingham, 1990.

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Sumalatha, B. S. Spot and futures markets of agricultural commodities in India: Analysis of price integration and volatility. Chennai: Madras Institute of Development Studies, 2011.

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Green, Richard. Competition in the British electricity spot market. London: Centre for Economic Policy Research, 1991.

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Newbery, David M. G. Competition in the British electricity spot market. Cambridge: Department of Applied Economics, University of Cambridge, 1991.

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Book chapters on the topic "Spot Markets"

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Frenkel, Jacob A., and Richard M. Levich. "Spot and Forward Markets." In The New Palgrave Dictionary of Economics, 1–5. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_1813-1.

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Frenkel, Jacob A., and Richard M. Levich. "Spot and Forward Markets." In The New Palgrave Dictionary of Economics, 12836–40. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_1813.

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Greenwood-Nimmo, Matthew, Viet Nguyen, and Yongcheol Shin. "Quantifying informational linkages in a global model of currency spot markets." In International Financial Markets, 99–132. Abingdon, Oxon ; New York, NY : Routledge, 2019. | Series: Routledge advances in applied financial econometrics ; volume 1: Routledge, 2019. http://dx.doi.org/10.4324/9781315162775-5.

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Chao, Hung-po, and Stephen Peck. "Spot Markets in Electric Power Network: Theory." In Energy and Environmental Policy Modeling, 47–65. Boston, MA: Springer US, 1999. http://dx.doi.org/10.1007/978-1-4615-4953-6_4.

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Arslan-Ayaydin, Özgür, and Inna Khagleeva. "The Dynamics of Crude Oil Spot and Futures Markets." In Energy Economics and Financial Markets, 159–73. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-30601-3_9.

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Moosa, Imad A. "Speculation in the Spot and Currency Derivative Markets." In International Financial Operations, 183–208. London: Palgrave Macmillan UK, 2003. http://dx.doi.org/10.1057/9781403946034_7.

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Wagener, Martin, and Ryan Riordan. "System Latency in Linked Spot and Futures Markets." In Lecture Notes in Business Information Processing, 231–45. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-03132-8_19.

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Simpson, John L. "Natural Gas Market Liberalization: An Examination of UK and US Futures and Spot Prices." In Energy Economics and Financial Markets, 175–94. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-30601-3_10.

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Patrick, Robert H., and Frank A. Wolak. "Using Customer-Level Response to Spot Prices to Design Pricing Options and Demand-Side Bids." In Pricing in Competitive Electricity Markets, 267–93. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/978-1-4615-4529-3_16.

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Aïd, René, Luciano Campi, and Delphine Lautier. "On the spot-futures no-arbitrage relations in commodity markets*." In Financial Mathematics, Volatility and Covariance Modelling, 170–90. Abingdon, Oxon ; New York, NY : Routledge, 2019. | Series: Routledge advances in applied financial econometrics ; Volume 2: Routledge, 2019. http://dx.doi.org/10.4324/9781315162737-8.

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Conference papers on the topic "Spot Markets"

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Ghosh, Arnob, and Randall Berry. "Spot Markets for Spectrum Measurements." In 2019 IEEE International Symposium on Dynamic Spectrum Access Networks (DySPAN). IEEE, 2019. http://dx.doi.org/10.1109/dyspan.2019.8935666.

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Fisher, E. B. "Spot markets for reactive power." In Energy Society General Meeting. IEEE, 2008. http://dx.doi.org/10.1109/pes.2008.4596706.

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Xu, Zichen, Christopher Stewart, and Jiacheng Huang. "RAFTing Over on Geo-Diverse Spot markets." In IEEE INFOCOM 2019 - IEEE Conference on Computer Communications Workshops (INFOCOM WKSHPS). IEEE, 2019. http://dx.doi.org/10.1109/infcomw.2019.8845181.

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Kushwaha, Vedsar, and Yogesh Simmhan. "Cloudy with a Spot of Opportunity: Analysis of Spot-Priced VMs for Practical Job Scheduling." In 2014 IEEE International Conference on Cloud Computing in Emerging Markets (CCEM). IEEE, 2014. http://dx.doi.org/10.1109/ccem.2014.7015488.

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Li, Xiao-li. "The Optimal Procurement Strategies for Online Spot Markets with B2B E-Market." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5302531.

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Wang Ruiqing, Li Yuzeng, and Zhang Shaohua. "Equilibrium for spot and options markets with capacity constraints." In 2008 Chinese Control Conference (CCC). IEEE, 2008. http://dx.doi.org/10.1109/chicc.2008.4605138.

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Kuhnlenz, Florian, and Pedro H. J. Nardelli. "Agent-based model for spot and balancing electricity markets." In 2017 IEEE International Conference on Communications Workshops (ICC Workshops). IEEE, 2017. http://dx.doi.org/10.1109/iccw.2017.7962809.

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Sun, Dong, and Dongxiao Niu. "Interrelation Analysis of the RMB Spot and Offshore Markets." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5303070.

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Marinakis, A., A. G. Bakirtzis, and T. Van Cutsem. "Bidding and managing congestion across multiple electricity spot markets." In 2009 6th International Conference on the European Energy Market (EEM 2009). IEEE, 2009. http://dx.doi.org/10.1109/eem.2009.5207152.

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Hui, Wang, and S. hang Yu. "Information Flows between RMB Offshore Markets and Domestic Markets: Evidence from Non-Deliverable Forward (NDF) and Spot Markets." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5302217.

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Reports on the topic "Spot Markets"

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Eden, Benjamin, and Zvi Griliches. Productivity, Market Power and Capacity Utilization When Spot Markets are Complete. Cambridge, MA: National Bureau of Economic Research, May 1991. http://dx.doi.org/10.3386/w3697.

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

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3

Considine, Jennifer, Kang Wu, and Abdullah AlDayel. Securing New Markets in Asia: The Value of Strategic Spot Crude Oil Sales to Teapot Refiners. King Abdullah Petroleum Studies and Research Center, December 2019. http://dx.doi.org/10.30573/ks--2019-dp79.

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4

Pesando, James. Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists. Cambridge, MA: National Bureau of Economic Research, January 1986. http://dx.doi.org/10.3386/w1795.

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5

Cook, Stephen, and Loyd Hook. Developmental Pillars of Increased Autonomy for Aircraft Systems. ASTM International, January 2020. http://dx.doi.org/10.1520/tr2-eb.

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Abstract:
Increased automation for aircraft systems holds the promise to increase safety, precision, and availability for manned and unmanned aircraft. Specifically, established aviation segments, such as general aviation and light sport, could utilize increased automation to make significant progress towards solving safety and piloting difficulties that have plagued them for some time. Further, many emerging market segments, such as urban air mobility and small unmanned (e.g., small parcel delivery with drones) have a strong financial incentive to develop increased automation to relieve the pilot workload, and/or replace in-the-loop pilots for most situations. Before these advances can safely be made, automation technology must be shown to be reliable, available, accurate, and correct within acceptable limits based on the level of risk these functions may create. However since inclusion of these types of systems is largely unprecedented at this level of aviation, what constitutes these required traits (and at what level they must be proven to) requires development as well. Progress in this domain will likely be captured and disseminated in the form of best practices and technical standards created with collaboration from regulatory and industry groups. This work intends to inform those standards producers, along with the system designers, with the goal of facilitating growth in aviation systems toward safe, methodical, and robust inclusion of these new technologies. Produced by members of the manned and unmanned small aircraft community, represented by ASTM task group AC 377, this work strives to suggest and describe certain fundamental principles, or “pillars”, of complex aviation systems development, which are applicable to the design and architectural development of increased automation for aviation systems.
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6

Prysyazhnyi, Mykhaylo. UNIQUE, BUT UNCOMPLETED PROJECTS (FROM HISTORY OF THE UKRAINIAN EMIGRANT PRESS). Ivan Franko National University of Lviv, March 2021. http://dx.doi.org/10.30970/vjo.2021.50.11093.

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In the article investigational three magazines which went out after Second World war in Germany and Austria in the environment of the Ukrainian emigrants, is «Theater» (edition of association of artists of the Ukrainian stage), «Student flag» (a magazine of the Ukrainian academic young people is in Austria), «Young friends» (a plastoviy magazine is for senior children and youth). The thematic structure of magazines, which is inferior the association of different on age, is considered, by vital experience and professional orientation of people in the conditions of the forced emigration, paid regard to graphic registration of magazines, which, without regard to absence of the proper publisher-polydiene bases, marked structuralness and expressiveness. A repertoire of periodicals of Ukrainian migration is in the American, English and French areas of occupation of Germany and Austria after Second world war, which consists of 200 names, strikes the tipologichnoy vseokhopnistyu and testifies to the high intellectual level of the moved persons, desire of yaknaynovishe, to realize the considerable potential in new terms with hope on transference of the purchased experience to Ukraine. On ruins of Europe for two-three years the network of the press, which could be proud of the European state is separately taken, is created. Different was a period of their appearance: from odnogo-dvokh there are to a few hundred numbers, that it is related to intensive migration of Ukrainians to the USA, Canada, countries of South America, Australia. But indisputable is a fact of forming of conceptions of newspapers and magazines, which it follows to study, doslidzhuvati and adjust them to present Ukrainian realities. Here not superfluous will be an example of a few editions on the thematic range of which the names – «Plastun» specify, «Skob», «Mali druzi», «Sonechko», «Yunackiy shliah», «Iyzhak», «Lys Mykyta» (satire, humour), «Literaturna gazeta», «Ukraina і svit», «Ridne slovo», «Hrystyianskyi shliah», «Golos derzhavnyka», «Ukrainskyi samostiynyk», «Gart», «Zmag» (sport), «Litopys politviaznia», «Ukrains’ka shkola», «Torgivlia i promysel», «Gospodars’ko-kooperatyvne zhyttia», «Ukrainskyi gospodar», «Ukrainskyi esperantist», «Radiotehnik», «Politviazen’», «Ukrainskyi selianyn» Considering three riznovektorni magazines «Teatr» (edition of Association Mistciv the Ukrainian Stage), «Studentskyi prapor» (a magazine of the Ukrainian academic young people is in Austria), «Yuni druzi» (a plastoviy magazine is for senior children and youth) assert that maintenance all three magazines directed on creation of different on age and by the professional orientation of national associations for achievement of the unique purpose – cherishing and maintainance of environments of ukrainstva, identity, in the conditions of strange land. Without regard to unfavorable publisher-polydiene possibilities, absence of financial support and proper encouragement, release, followed the intensive necessity of concentration of efforts for achievement of primary purpose – receipt and re-erecting of the Ukrainian State.
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