Author: Chicago Board of TradePublisher:
ISBN:
Category : Soybean meal
Languages : en
Pages : 19
Book Description
Trading in Soybean Meal Futures
Author: Chicago Board of TradePublisher:
ISBN:
Category : Soybean meal
Languages : en
Pages : 19
Book Description
Trading in Soybean Meal Futures
Author: Chicago Board of TradePublisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 18
Book Description
Trading in Soybean Complex Futures
Author: World Agricultural Supply and Demand Estimates
Author: Publisher:
ISBN:
Category : Agricultural productivity
Languages : en
Pages : 40
Book Description
Intra-year Price Prediction and Trading in Soybean, Soybean Meal, and Soybean Oil Futures
Author: Robert Kent BucheleThe Soybean
Author: Commodity Options
Author: Carley GarnerPublisher:
ISBN: 9788131744260
Category :
Languages : en
Pages : 285
Book Description
Investors worldwide are discovering the enormous opportunities available through commodity options trading. However, because commodities have differing underlying characteristics from equities, commodity options behave differently as well. In this book, two of the field's most respected analysts present strategies built from the ground up for commodity options. Carley Garner and Paul Brittain begin with a quick primer on how commodity options work, how they evolved, and why conventional options strategies often fail in the commodity options markets. Next, using detailed examples based on their.
Arbitrage Using Soya Bean and Soya Oil Futures Contract
Author: Thian LimPublisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
We investigate the price discovery process among the futures prices of soybean and soya meal contracts in the Dalian Commodity Exchange. Granger Causality Test, Co-integration Test and Error Correction Model (ECM) will be used to measure soybean, and soybean meal future price. If the two commodities' future price have strong relationship in short or long term, the portfolio of cross-species arbitrage was produced through Co-integration Relationship. Other factors such as liquidity, transaction costs, and other market restrictions may produce an empirical lead-lag relationship between price changes in the two markets. Moreover, all the markets do not trade simultaneously for many assets and commodities. We select the main contract from November 15th, 2005 to March 28th, 2012, which contain 1547 data respectively. All the data can be divided into two groups, one is from November 15th, 2005 to December 31th, 2010, which contain 1247 data respectively; the other is from January 4th, 2011 to March 28th. Our test results suggest a strong bi-directional causality in futures prices. We also find that the soybean contract bears the burden of convergence between soybean and soymeal prices.
Price Limits and Volatility in Soybean Meal Futures Markets
Author: Richard CantorPublisher:
ISBN:
Category : Futures market
Languages : en
Pages : 52
Book Description
The Story of a Great Association
Author: Memphis Merchants' ExchangePublisher:
ISBN:
Category : Cottonseed meal
Languages : en
Pages : 64
Book Description