“These two anticompetitive effects — guaranteed winners and guaranteed losers — represent a severe injury to competition. The competition in the commodity futures markets previously had been based on equal information. Here the effect of allowing preferred HFTs to see market information i...
a To take advantage of various derivatives tools, such as plain vanilla option, exotic option, interest rate swap, currency swap, swap option, equity linked, credit linked, commodity linked products, etc. to help customers to manage fix assets and liabilities more effectively 要利用各种...
摘要: Kuwait Petroleum Corporation(KPC)is looking at building large-scale refinery and petrochemicals projects in the country and is in talks with companies like Reliance Industries Ltd(RIL)and Indian Oil Corporation Ltd(IOC)for the proposed projects.The capacity of a large-scale refinery is likely...
While macroeconomic factors used to have a significant impact on crypto prices, bitcoin’s latest rally is not driven by the anticipation of interest-rate cuts, according to Greg Magadini, director of derivatives at Amberdata. “The futures basis in bitcoin right now...
you’d have to look at a managed fund like BT Microcap Opportunities or the equivalent, so in a sense this is rather academic, but it does give you a pointer to the extent that the Australian economy is dependent on these sectors, even after a commodity price fall and the banking price...
Lee, Y., S. Oren. 2009. An equilibrium pricing model for weather derivatives in a multi-commodity setting. Energy Econom. 31(5) 702-713.Lee, Y. and S.O. Oren, 2009. An Equilibrium Pricing Model for Weather Derivatives in a Multi-cmmodity Setting, Energy Economics, 31, 702-713....
The construct of volatility derivatives is just modestly positive for stocks. That is, the term structure of the VIX futures VX00 slopes upward slightly through October, and then slopes down after that. The front-month July futures continue to trade below the price of August futures...
However in the short term there has been a flight to US dollars in relation toUK sterlingandAustralian dollarby around 12% and 30% (!) respectively (it is likely the A$ has been punished by the fall-off in commodity prices as well as general risk aversion). ...