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Books on the topic 'Spot Markets'

Author: Grafiati

Published: 4 June 2021

Last updated: 12 February 2022

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1

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

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2

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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3

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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4

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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5

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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6

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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7

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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8

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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9

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

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10

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

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11

Board, John. The effect of contemporaneous futures market volume on spot market volatility. London: London School of Economics, Financial Markets Group, 1997.

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12

The visual investor: How to spot market trends. New York: John Wiley, 1996.

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13

The visual investor: How to spot market trends. 2nd ed. New York: Wiley, 2009.

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14

J, Murphy John. The visual investor: How to spot market trends. 2nd ed. New York: Wiley, 2009.

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15

Group, Marigny Research. The women's athletic apparel market. [New York, N.Y.]: Kalorama Information, 2001.

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16

Stevens, Leigh. Essential technical analysis: Tools and techniques to spot market trends. New York, NY: Wiley, 2002.

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17

Essential technical analysis: Tools and techniques to spot market trends. New York: Wiley, 2002.

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18

Edwards, Jane. Market research sources in sport: United Kingdom. [Birmingham]: Sport and Recreation Information Group, 1989.

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19

Chun-ho, Kang. The new classification and size estimation of the sport market: Focusing on the sport market value network. Seoul: Korea Institute for Industrial Economics & Trade, 2014.

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20

Psychoneuroendocrinology of sport and exercise: Foundations, markers, trends. New York: Routledge, 2012.

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21

Monahan, Joseph M. Global finance: A market approach : foreign exchange, spot, forward, futures, and options. [New York?]: Monahan Associates, 1996.

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22

Finnerty, Joseph E. Intraday return and volatility patterns in the stock market: Futures versus spot. [Urbana, Ill.]: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1986.

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23

United States. Government Accountability Office. Spot cheese market: Market oversight has increased, but concerns remain about potential manipulation : report to congressional requesters. Washington, D.C: GAO, 2007.

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24

Goodhart, C. A. E. Reuters screen images of the foreign exchange market: Cont'd the yen/dollar and the /dollar spot market. London: LSE Financial Markets Group, 1990.

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25

Fesharaki, Fereidun. Spot oil, netbacks and petroleum futures: The emergence of a new oil market. London: Economist Intelligence Unit, 1986.

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26

Goodhart, C. A. E. Reuters screen images of the foreign exchange market: The deutschemark/dollar spot rate. London: LSE Financial Markets Group, 1990.

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27

Sport and the transformation of modern Europe: States, media and markets, 1950-2010. Abingdon, Oxon: Routledge, 2011.

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28

No holier spot of ground: Confederate monuments and cemeteries of South Carolina. Charleston, SC: History Press, 2009.

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29

Hartmann, Philipp. Trading volumes and transaction costs in the foreign market: Evidence fron daily dollar-yen spot data. London: London School of Economics, Financial Markets Group, 1996.

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30

Breedveld, Koen, and Jeroen Scheerder. Running across Europe: The rise and size of one of the largest sport markets. New York: Palgrave Macmillan, 2015.

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31

Great Britain. Foreign and Commonwealth Office. Britain's sport & fitness industry: Playing a leading role in the world market. London: Foreign and Commonwealth Office, 1999.

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32

Pesando, James E. Discontinuities in pension benefit formulas and the spot model of the labor market: Implications for financial economists. Toronto: Dept. of Economics, University of Toronto, 1985.

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33

Lisa, Witter, ed. The she spot: Why women are the market for changing the world and how to reach them. San Francisco: Berrett-Koehler Publishers, 2008.

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34

MacDonald, Ronald. On unit root tests in exchange rates, spot market efficiency and coinregration: Some evidence from the recent float. Aberdeen: University of Aberdeen. Department of Economics, 1987.

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35

Scully, Gerald W. The market structure of sports. Chicago: University of Chicago Press, 1995.

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36

Scully, Gerald W. The market structure of sports. Chicago: University of Chicago Press, 1995.

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37

Hale, C. The relationship between spot and period rates in the dry bulk market: Some tests for the period 1980-1986. London: Department of Economics, Queen Mary College, 1988.

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38

Eccles, Dominic F. J. The changing structure of spot price volatility in the underlying securities market as a result of equity options listing: Some UK evidence. (s.l: The Author), 2001.

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39

Investments: Spot and Derivative Markets. Wiley, 2001.

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40

Nitzsche, Dirk, and Keith Cuthbertson. Investments: Spot and Derivatives Markets. Wiley & Sons, Incorporated, John, 2007.

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41

Bialkowski, Jedrzej. Between Futures and Spot Markets- An Approach to Modelling Linkages among Financial Markets. VDM Verlag Dr. Mueller e.K., 2007.

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42

Frost & Sullivan., ed. U.S. home improvement product markets: DIY booming : a bright spot in a mature construction industry. Mountain View, CA: Frost & Sullivan, 1993.

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43

Ielpo, Florian. The Economics of Commodities and Commodity Markets. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0002.

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This chapter covers the economic fundamentals of commodity markets (i.e., what shapes the evolution of the price of raw materials) in three steps. First, it covers the theories explaining why the futures curve can be upward or downward sloping, an essential element for commodity producing companies. The evolution of inventories and hedging pressures are the two dominant sources of explanation. Second, the chapter reviews the fundamentals of commodity spot prices: technologies, supply, demand, and speculation. Production costs draw the long-term evolution of prices, but demand and supply shocks can trigger substantial variations in commodity prices. Third, the chapter presents how commodity prices interact with the business cycle. Commodities are influenced by the world activity but can also have a material impact on it.

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44

Krause, Timothy A. Pricing of Futures Contracts. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0015.

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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 during the delivery period just before contract expiration. However, “no arbitrage” arguments that dictate the fair value of futures contracts largely determine pricing relations before expiration. Although the cost of carry model in its various forms largely determines futures prices before expiration, the chapter presents alternative explanations. Related commodity futures complexes exhibit mean-reverting behavior, as seen in commodity spread markets and other interrelated commodities. Energy commodity futures prices can be somewhat accurately modeled as a generalized autoregressive conditional heteroskedastic (GARCH) process, although whether these models provide economically significant excess returns is uncertain.

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45

Devos, Erik. Physical Commodities. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0007.

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Unlike other financial assets, commodities have a physical component that introduces additional complexities for valuation and hedging. Physical commodities are broadly classified into energy, metals, agricultural, and livestock with each having unique characteristics. Still, commodities of the same type are subject to varying degrees of quality. Commodity investments typically use futures contracts, as opposed to spot transactions. Most futures transactions are closed before expiration and physical delivery is infrequent. The futures price is rarely equal to the spot price, and the intertemporal difference is related to the carrying costs and benefits of possessing the underlying commodity. Carrying costs include transportation, insurance, storage, and opportunity costs, while benefits are reflected in convenience yield and lease rate. Speculators seek to profit from discrepancies between markets over time. Manufacturers and end users are more likely to conduct hedging transactions, while large-scale financial institutions are more likely to conduct speculative positions.

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46

Milliken, Christopher. Commodity Exchange-Traded Funds. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0013.

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Commodity exchange-traded funds (ETCs), which debuted in 2004, enable investors to access an asset class previously difficult or expensive to access. Although a small segment of the overall exchange-traded fund (ETF) universe, ETCs have grown in popularity with both speculators and investors looking for long-term portfolio diversification. Examples of the types of commodities that are now accessible through ETCs include gold, oil, and agricultural. The literature on ETCs is limited, but academic and industry work has centered on using futures contracts to replicate the performance of the underlying commodities spot price as well as the effect additional capital has had on the integrity of the futures market. This chapter covers this topic by reviewing the growth, investment strategies, and regulatory structure of ETCs as well as the underlying effects these funds have had on the underlying markets with which they engage.

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47

1963-, Burton Paul T., ed. Spot cheese market and potential manipulation. Hauppauge, NY: Nova Science Publishers, 2009.

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48

Frost & Sullivan., ed. U.S. fluid and drug delivery system markets: Annual update identifies market hot spots. Mountain View, Calif: Frost & Sullivan, 1994.

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49

J, Murphy John. Visual Investor: How to Spot Market Trends. Wiley & Sons, Incorporated, John, 2008.

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50

Sport market forecasts 2001-2005. Sheffield: Sport Industry Research Centre, 2001.

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