The authors of this paper study the forecasting performance of Nordic power futures in order to see whether the futures bias reported in a number of previous studies still prevails and, if so, whether this means that the market is inefficient.
Commercial banks barred despite support for their entry from securities regulator
Rerun of short squeeze on Vix futures could backfire on speculators
Product issuers look to derivatives to boost returns, but options are limited
The authors of this study investigate the distributions of returns on crude oil, heating oil and natural gas futures.
One year on, NFX faces uphill battle to draw commercial hedgers
The convenience yield implied in the European natural gas markets: the impact of storage and weather
This paper aims to determine the convenience yield implied in the European natural gas markets by investigating driving factors and according dynamics.
Foreign investors can now hedge CNY bonds but dealers expect limited uptake
Sales head Rick Beaman to take over upstart US futures exchange
Panellists at FIA conference say cleared OTC market is holding off futures challenge
Power exchange’s new clearing house boasts plenty of ‘skin in the game’
Oversight from clearing members is good for central counterparties, says LME Clear CEO
Regulators want to switch CEM for SA-CCR, conference told
This paper investigates a sector-rotation strategy in order to elucidate two congruent objectives.
Approximation of the price dynamics of heating degree day and cooling degree day temperature futures
This paper proposes an approximation that makes the price dynamics of HDD and CDD temperature futures linearly dependent on the underlying temperature.
Sefs, FCMs and CCPs not interested in finding a solution, however
SA-CCR likely to treat swaps and swap futures equally, says Barclays' Kahn
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