Some Models used for setting up the Futures Price

Mario G.R. Pagliacci, Madalina Gabriela Anghel, Sacala Cristina () and Vasile Lucian Anton
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Mario G.R. Pagliacci: University of Perugia, Italy
Madalina Gabriela Anghel: “Artifex” University of Bucharest
Vasile Lucian Anton: The Bucharest University of Economic Studies

Romanian Statistical Review Supplement, 2015, vol. 63, issue 6, 72-78

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: regression; quotation; futures; investment; capital (search for similar items in EconPapers)
Date: 2015
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