The Linear Regression Model for setting up the Futures Price

Mario G.R. Pagliacc, Janusz Grabara, Madalina Gabriela Anghel, Sacala Cristina () and Vasile Lucian Anton
Additional contact information
Mario G.R. Pagliacc: University of Perugia, Italy
Janusz Grabara: Politechnik University of Czestochowa, Poland
Madalina Gabriela Anghel: “Artifex” University of Bucharest
Vasile Lucian Anton: Academy of Economic Studies, Bucharest

Romanian Statistical Review Supplement, 2015, vol. 63, issue 1, 52-66

Abstract: To realize a linear regression, we have considered the computation method for futures prices that, according to economic culture, is based on the rate of the supporting asset and internal/external interest ratios, and also on the time period until maturity. The market price of a futures instrument is influenced by the demand and supply, that is the number of units traded within a certain period.

Keywords: capital; futures; investment; quotation; regression (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.revistadestatistica.ro/supliment/wp-con ... RRSS_01_2015_A06.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:63:y:2015:i:1:p:52-66

Access Statistics for this article

More articles in Romanian Statistical Review Supplement from Romanian Statistical Review Contact information at EDIRC.
Bibliographic data for series maintained by Adrian Visoiu ().