Effects of delivery risk on futures markets : theory and empirical evidence

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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Main Author: Charnwut, Roongsangmanoon
Other Authors: Kang Choong Seok, Joseph
Format: Theses and Dissertations
Published: 2008
Subjects:
DRNTU::Business::Finance::Futures
Online Access:https://hdl.handle.net/10356/7924
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Institution: Nanyang Technological University
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spelling 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
spellingShingle 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

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