Empirical Futures

Empirical Futures
Author: George Baca
Publisher: Univ of North Carolina Press
Total Pages: 242
Release: 2009
Genre: Social Science
ISBN: 0807833452

Since the 1950s, anthropologist Sidney W. Mintz has been at the forefront of efforts to integrate the disciplines of anthropology and history. Author of Sweetness and Power: The Place of Sugar in Modern History and other groundbreaking works, he wa

Empirical Futures

Empirical Futures
Author: George Baca
Publisher: ReadHowYouWant.com
Total Pages: 470
Release: 2010-05-07
Genre: History
ISBN: 1458755576

Since the 1950s, anthropologist Sidney W. Mintz has been at the forefront of efforts to integrate the disciplines of anthropology and history. Author of Sweetness and Power: The Place of Sugar in Modern History and other groundbreaking works, he was one of the first scholars to anticipate and critique globalization studies. However, a strong...

Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
Author: Robert J. Hodrick
Publisher: CRC Press
Total Pages: 190
Release: 2023-08-18
Genre: Mathematics
ISBN: 1000943380

This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.

Stock Index Futures

Stock Index Futures
Author: Charles M.S. Sutcliffe
Publisher: Routledge
Total Pages: 534
Release: 2018-01-18
Genre: Business & Economics
ISBN: 1351148559

The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.

The Future: A Very Short Introduction

The Future: A Very Short Introduction
Author: Jennifer M. Gidley
Publisher: Oxford University Press
Total Pages: 193
Release: 2017-03-13
Genre: Social Science
ISBN: 0191054259

From the beginning of time, humans have been driven by both a fear of the unknown and a curiosity to know. We have always yearned to know what lies ahead, whether threat or safety, scarcity or abundance. Throughout human history, our forebears tried to create certainty in the unknown, by seeking to influence outcomes with sacrifices to gods, preparing for the unexpected with advice from oracles, and by reading the stars through astrology. As scientific methods improve and computer technology develops we become ever more confident of our capacity to predict and quantify the future by accumulating and interpreting patterns form the past, yet the truth is there is still no certainty to be had. In this Very Short Introduction Jennifer Gidley considers some of our most burning questions: What is "the future "?; Is the future a time yet to come?; Or is it a utopian place?; Does the future have a history?; Is there only one future or are there many possible futures? She asks if the future can ever be truly predicted or if we create our own futures - both hoped for and feared - by our thoughts, feelings, and actions, and concludes by analysing how we can learn to study the future. ABOUT THE SERIES: The Very Short Introductions series from Oxford University Press contains hundreds of titles in almost every subject area. These pocket-sized books are the perfect way to get ahead in a new subject quickly. Our expert authors combine facts, analysis, perspective, new ideas, and enthusiasm to make interesting and challenging topics highly readable.

Empirical Finance

Empirical Finance
Author: Shigeyuki Hamori
Publisher: MDPI
Total Pages: 276
Release: 2019-03-25
Genre: Business & Economics
ISBN: 3038977063

There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.

Quantitative and Empirical Analysis of Energy Markets

Quantitative and Empirical Analysis of Energy Markets
Author: Apostolos Serletis
Publisher: World Scientific
Total Pages: 304
Release: 2007
Genre: Business & Economics
ISBN: 9812770461

Bringing together leading-edge research and innovative energy markets econometrics, this book collects the authorOCOs most important recent contributions in energy economics. In particular, the book: . OCo applies recent advances in the field of applied econometrics to investigate a number of issues regarding energy markets, including the theory of storage and the efficient markets hypothesis. OCo presents the basic stylized facts on energy price movements using correlation analysis, causality tests, integration theory, cointegration theory, as well as recently developed procedures for testing for shared and codependent cycles. OCo uses recent advances in the financial econometrics literature to model time-varying returns and volatility in energy prices and to test for causal relationships between energy prices and their volatilities. OCo explores the functioning of electricity markets and applies conventional models of time series analysis to investigate a number of issues regarding wholesale power prices in the western North American markets. OCo applies tools from statistics and dynamical systems theory to test for nonlinear dynamics and deterministic chaos in a number of North American hydrocarbon markets (those of ethane, propane, normal butane, iso-butane, naptha, crude oil, and natural gas)."

Standards of Futures Research

Standards of Futures Research
Author: Lars Gerhold
Publisher: Springer Nature
Total Pages: 164
Release: 2022-07-13
Genre: Social Science
ISBN: 3658358068

Foresight, futures studies, but also technology assessment and trend research are characterized by a research perspective directed towards the future. These results in fundamental peculiarities have to be taken into account in the conception of studies and in practical research work. The contributions to this anthology offer guidance for scientists and practitioners and describe the criteria and standards by which the quality of results and processes in futures studies can be assessed.

Does speculation with agricultural commodity futures cause price bubbles in the event of negative production shocks?

Does speculation with agricultural commodity futures cause price bubbles in the event of negative production shocks?
Author: Tobias Thürer
Publisher: Logos Verlag Berlin GmbH
Total Pages: 222
Release: 2016-02-05
Genre: Business & Economics
ISBN: 3832538763

Since the mid 2000s, an increasing financialization of commodity futures markets is taking place. This has fueled an ongoing discussion about the effect of financial investments on the development of commodity prices. Against this background, the trading activities of financial speculators also come to the fore. There is the concern that such speculators can cause irrational overshootings of agricultural commodity prices, e.g. in the event of global production shocks. In such an event the decrease of total supply induces a price surge menacing food security in developing countries. Yet, the question emerges whether speculation aggravates this price increase, eventually inducing a price bubble. The relevance of this concern is reinforced by the fact that due to climate change an increased frequency and severity of global agricultural production shortfalls is at stake. If speculation evokes an additional threat to food security in the event of a production shock, the political agenda should not be confined to focus solely on the adaptation to climate change. Instead, it is then also necessary to address speculative activities on agricultural commodity markets. This book scrutinises whether speculative bubbles can be identified in the event of severe global production shocks. For this, a framework for tracing the transmission of the futures price's development on the spot market is developed. Using annual data from 1979-2012 for maize it is analysed whether production shock related price bubbles occurred.

Teaching about the Future

Teaching about the Future
Author: P. Bishop
Publisher: Springer
Total Pages: 192
Release: 2012-06-26
Genre: Business & Economics
ISBN: 1137020709

The faculty at the University of Houston's program in Futures Studies share their comprehensive, integrated approach to preparing foresight professionals and assisting others doing foresight projects. Provides an essential guide to developing classes on the future or even establishing whole degree programs.