The Linear Regression Model for setting up the Futures Price

Journal Title: Revista Romana de Statistica - Year 2015, Vol 63, Issue 1

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.

Authors and Affiliations

Mario PAGLIACCI, Janusz GRABARA, Mădălina Gabriela ANGHEL, Cristina SACALĂ, Vasile Lucian ANTON

Keywords

Related Articles

Tourism Demand in Romania

This paper presents an analysis of the evolution and main characteristics of tourism in Romania from the demand side. The study is organized in two parts.The first part focuses on the holiday trips of at least one overn...

Defining Public Debt and External Debt and Revealing Their Statistical Trends and Econometric Models

The reminder of this paper is the following: the first section of the paper defines public and external debt, and underlines the significances of these basic concepts in modern and global economy, describing some specifi...

LABOUR FORCE DEMAND AND SUPPLY DEVELOPMENTS OF ROMANIA’S AGRICULTURE

As based on available data sets from the World Bank’s Yearbook (2008), a statistical analysis was made to highlight some characteristics of Romanian agriculture during 1961-2003. It is presented a series of models (Grabo...

Evaluation of Corporate Governance Influence on Performance of roumanian Companies

The main purpose of this study is to examine the impact of the corporate governance mechanism on financial performance of the company. Previous research, largely conducted using international data, has suggested that bet...

Les barrières sociales à l’entreprenariat en Afrique : l’hypothèse de l’entre-aide obligatoire

Le secteur informel en Afrique est plus important que dans les pays riches. En effet, plus de 90 pourcent des nouveaux emplois créés entre 1990 et 1994 l’ont été dans le secteur informel (Kuchta – Helbing 2000). Cette ex...

Download PDF file
  • EP ID EP153367
  • DOI -
  • Views 175
  • Downloads 0

How To Cite

Mario PAGLIACCI, Janusz GRABARA, Mădălina Gabriela ANGHEL, Cristina SACALĂ, Vasile Lucian ANTON (2015). The Linear Regression Model for setting up the Futures Price. Revista Romana de Statistica, 63(1), 52-66. https://europub.co.uk/articles/-A-153367