buyuksahin.blogspot.com
Commodities: Margin Requirements in Futures Markets*
http://buyuksahin.blogspot.com/2012/05/margin-requirements-in-futures-markets.html
Wednesday, May 23, 2012. Margin Requirements in Futures Markets*. The main hypothesis of proponents of hard position limits is to reduce market share concentration in commodity markets. They argue that doing so ensure that markets are made up of a broad group of market participants with a diversity of views, thereby preventing distortion in market prices. The limit on the concentration of market share is also deemed necessary to reduce systemic risk. The Effects of Margin on Market Activity, Composition ...
buyuksahin.blogspot.com
Commodities: Do Exchange Rates Matter?*
http://buyuksahin.blogspot.com/2012/04/do-exchange-rates-matter.html
Wednesday, April 25, 2012. Do Exchange Rates Matter? The price of oil in different currencies provides further support to the notion that weakness in the US Dollar cannot be the main reason behind the high oil prices. The relationship between the change in oil price and change in the exchange rate is considered to be country-specific. For oil-exporting countries, when oil prices go up, ceteris paribus. April 26, 2012 at 1:28 AM. Subscribe to: Post Comments (Atom). View my complete profile. Jim Hamilton&#...
buyuksahin.blogspot.com
Commodities: Blame Game Continues: Speculators v Regulators
http://buyuksahin.blogspot.com/2012/02/blame-game-continues-speculators-v.html
Friday, February 17, 2012. Blame Game Continues: Speculators v Regulators. On January 13, 2012, I presented at the International Workshop on "Financial Speculation in the Oil Market and the Determinants of the Oil Price", organised by the Fondazione Eni Enrico Mattei in Milano, Italy. My presentation was entitled " Blame Game Continues: Speculators v Regulators. My presentation was based on the following articles that I co-authored:. Fundamentals, Trader Activity and Derivative Pricing. Bahattin Buyuksah...
buyuksahin.blogspot.com
Commodities: High Frequency Traders: Flash Crashers or Liquidity Providers?*
http://buyuksahin.blogspot.com/2012/03/high-frequency-traders-flash-crashers.html
Tuesday, March 27, 2012. High Frequency Traders: Flash Crashers or Liquidity Providers? Some studies suggest that a few high-frequency trading (HFT) firms now account for more than 70 and 60 percent. Of overall trading volume on US e. Quities and futures markets, respectively. HFTs’ share in European markets’ trading volume is estimated to be smaller than that of in US trading; however, they have continued to ramp up their activities on exchanges on both sides of the Atlantic. Others however, see HFT sim...
buyuksahin.blogspot.com
Commodities: Swap Execution Facilities*
http://buyuksahin.blogspot.com/2012/01/swap-execution-facilities.html
Tuesday, January 31, 2012. On 5 December 2011, the CFTC proposed further rules establishing a process for designated contract markets (DCMs) and SEFs to make swaps "available to trade" without defining swap. The proposal calls for DCMs and SEFs to submit to the CFTC a determination that a swap is available to trade. To make a swap available for trading under the proposed rules, DCMs and SEFs must consider:. The readiness and availability of buyers and sellers of the swap. The bid/ask spread for the swap.
buyuksahin.blogspot.com
Commodities: Volatility vs. Price*
http://buyuksahin.blogspot.com/2012/07/volatility-vs-price.html
Wednesday, July 25, 2012. Volatility vs. Price*. IEA Oil Market Report, July 2012. Subscribe to: Post Comments (Atom). Personal blog on energy derivatives markets. View my complete profile. Volatility: How to Measure It*. Exchange Rates and Oil Prices*. Volatility in Crude Oil Prices*. My Discussions on "Investor Flows and the 2008 Boom/Bust in Oil Prices" by Ken Singleton. Margin Requirements in Futures Markets*. The Changing Structure of Energy Trading Markets[†]. Volcker Rule: Grounds for Divorce?
buyuksahin.blogspot.com
Commodities: Treatise on the Definition of Swap*
http://buyuksahin.blogspot.com/2012/08/treatise-on-definition-of-swap.html
Wednesday, August 22, 2012. Treatise on the Definition of Swap*. Almost two years after the Dodd-Frank Act was enacted into law, on 10 July 2012 the US CFTC voted 4-1 to approve a 600-page final rule, jointly developed with the US Securities and Exchange Commission (SEC), to further define the statutory term “swap”. What is a “Swap”? What is not a “Swap”? Exclusions for Energy Companies. IEA Oil Market Report, August 2012. October 31, 2012 at 4:03 AM. Mcx Tips Nifty Tips. April 17, 2013 at 9:39 AM. Margi...
buyuksahin.blogspot.com
Commodities: Seeking Common Ground on Oil Market Drivers*
http://buyuksahin.blogspot.com/2011/12/seeking-common-ground-on-oil-market.html
Tuesday, December 27, 2011. Seeking Common Ground on Oil Market Drivers*. The Impact of Speculation on Prices. Volatility in Oil Prices. Other Emerging Issues in the Oil Market. Participants stressed that the correlation between individual commodities and other asset classes, including equities and exchange rates, has been gradually increasing over the last few years. Some suggested that hedge funds played an important role in causing this cross market linkages. However, others argued that the in...While...
buyuksahin.blogspot.com
Commodities: The Changing Structure of Energy Trading Markets[†]
http://buyuksahin.blogspot.com/2013/02/the-changing-structure-of-energy.html
Wednesday, January 30, 2013. The Changing Structure of Energy Trading Markets[†]. This article first appeared in the International Energy Agency. 8217;s Oil Market Report. Dated 18 January 2013. January 23, 2014 at 5:50 AM. It cant be a better place to read and improve knowledge about commodity or then your blog. It was a pleasant time which i. Spent on your blog. thanks for sharing such a valuable information with us. Hope to visit your blog again and read even more. January 25, 2016 at 6:35 AM. Commodi...
buyuksahin.blogspot.com
Commodities: A New Era in Swaps Markets?*
http://buyuksahin.blogspot.com/2012/11/a-new-era-in-swaps-markets.html
Thursday, November 22, 2012. A New Era in Swaps Markets? As indicated in the latest FSB progress report on OTC market reforms, it now appears that regulatory. Some observers argue that the CFTC has rushed to meet arbitrary deadlines without providing proper. Market participants are already searching for ways to escape from costly and complex regulations of the swaps market. Aside from cross‐border disputes, in the presence of regulatory arbitrage, there are concerns that market participants may...Moving ...
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