The assets prices in the spot markets generally diverge from those in the futures markets. The drivers of the misalignments derive from the configurations of the rates curve and from the types of financial products traded on both markets. In particular, the prices in the futures markets are very sensitive and, following the changes of economic scenario and the new information, they readjust themselves ahead compared to the spot prices. For this reason, the analysis of the forecast of the new relationships that may set up between the prices of the two markets allows to address in a more rational manner the choice of portfolio, which is the positioning, as appropriate, in the most advantageous market. The corally for all the previous statements is the possible increasing of profits and the potential restraints of losses.
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|Titolo:||Futures prices and basis risk: relationship and strategies|
|Appare nelle tipologie:||1.1 Articolo in rivista|
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