Effects of delivery risk on futures markets : theory and empirical evidence
This dissertation consists of four essays on the effects of delivery risk in futures markets. In this dissertation, the delivery risk is defined as the uncertainty arising from the multiple delivery specifications that causes futures price to diverge from the spot price of the par-delivery asset und...
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sg-ntu-dr.10356-79242023-05-19T07:19:59Z Effects of delivery risk on futures markets : theory and empirical evidence Charnwut, Roongsangmanoon Kang Choong Seok, Joseph Nanyang Business School DRNTU::Business::Finance::Futures This dissertation consists of four essays on the effects of delivery risk in futures markets. In this dissertation, the delivery risk is defined as the uncertainty arising from the multiple delivery specifications that causes futures price to diverge from the spot price of the par-delivery asset underlying the futures contract. DOCTOR OF PHILOSOPHY (NBS) 2008-09-18T07:53:37Z 2008-09-18T07:53:37Z 2005 2005 Thesis Charnwut, R. (2005). Effects of delivery risk on futures markets : theory and empirical evidence. Doctoral thesis, Nanyang Technological University, Singapore. https://hdl.handle.net/10356/7924 10.32657/10356/7924 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| topic |
DRNTU::Business::Finance::Futures |
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DRNTU::Business::Finance::Futures Charnwut, Roongsangmanoon Effects of delivery risk on futures markets : theory and empirical evidence |
| description |
This dissertation consists of four essays on the effects of delivery risk in futures markets. In this dissertation, the delivery risk is defined as the uncertainty arising from the multiple delivery specifications that causes futures price to diverge from the spot price of the par-delivery asset underlying the futures contract. |
| author2 |
Kang Choong Seok, Joseph |
| author_facet |
Kang Choong Seok, Joseph Charnwut, Roongsangmanoon |
| format |
Theses and Dissertations |
| author |
Charnwut, Roongsangmanoon |
| author_sort |
Charnwut, Roongsangmanoon |
| title |
Effects of delivery risk on futures markets : theory and empirical evidence |
| title_short |
Effects of delivery risk on futures markets : theory and empirical evidence |
| title_full |
Effects of delivery risk on futures markets : theory and empirical evidence |
| title_fullStr |
Effects of delivery risk on futures markets : theory and empirical evidence |
| title_full_unstemmed |
Effects of delivery risk on futures markets : theory and empirical evidence |
| title_sort |
effects of delivery risk on futures markets : theory and empirical evidence |
| publishDate |
2008 |
| url |
https://hdl.handle.net/10356/7924 |
| _version_ |
1770567124766425088 |