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Some Models used for setting up the Futures Price

Author

Listed:
  • Mario G.R. PAGLIACCI

    (University of Perugia, Italy)

  • Madalina Gabriela ANGHEL

    (“Artifex” University of Bucharest)

  • Cristina SACALA

    (The Bucharest University of Economic Studies)

  • Vasile Lucian ANTON

    (The Bucharest University of Economic Studies)

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.

Suggested Citation

  • Mario G.R. PAGLIACCI & Madalina Gabriela ANGHEL & Cristina SACALA & Vasile Lucian ANTON, 2015. "Some Models used for setting up the Futures Price," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(6), pages 72-78, June.
    • Handle: RePEc:rsr:supplm:v:63:y:2015:i:6:p:72-78
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    Cited by:

    1. Renuka Sane, 2019. "The Way Forward for Personal Insolvency in the Indian Insolvency and Bankruptcy Code," Working Papers id:12987, eSocialSciences.
    2. Wang, Deshen & Chen, Bintong & Chen, Jing, 2019. "Credit card fraud detection strategies with consumer incentives," Omega, Elsevier, vol. 88(C), pages 179-195.

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