Volume 28 (2023)
Volume 27 (2022)
Volume 26 (2021)
Volume 25 (2020)
Volume 24 (2019)
Volume 23 (2018)
Volume 22 (2017)
Volume 21 (2016)
Volume 20 (2015)
Volume 19 (2014)
Volume 18 (2013)
Volume 17 (2012)
Volume 16 (2011)
Volume 15 (2010)
Volume 14 (2010)
Volume 13 (2009)
Volume 12 (2008)
Volume 11 (2008)
Volume 10 (2008)
Volume 9 (2007)
Volume 8 (2006)
Volume 7 (2005)
Volume 6 (2004)
Volume 5 (2003)
Volume 4 (2002)
Volume 3 (2001)
Volume 2 (2000)
Volume 1 (1995)
Derivatives and the Financial Crisis of 2008: Managing Risk, Creating Risk, and Regulations

Atefeh Taklif

Volume 17, Issue 50 , April 2012, , Pages 159-177

Abstract
  Exchange-traded derivatives, i.e., futures and options are the most powerful financial instruments in financial markets for hedging policies aimed at managing the price risks which are originated in physical markets as well as for speculative strategies.  After a brief reference to the nature of ...  Read More

Analysis of the Behaviour of Futures Trading in NYMEX (1986-2010) with Regard to Varations in the Level and Volatility of Crude Oil Prices

Atefeh Taklif

Volume 16, Issue 47 , July 2011, , Pages 31-52

Abstract
  This paper examines the relationship between the volatility of WTI prices and the open interest volumes (OIV) in NYMEX using a VAR model for the period 1986-2010.  The results from the estimated model imply the existence of a causal relationship from OIV to the price volatility of WTI.  Based ...  Read More