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  • 标题:An econometrics method for estimating gold coin futures prices ,
  • 本地全文:下载
  • 作者:Fatemeh Pousti ; Jamshid Salehi Sadaghiani
  • 期刊名称:Management Science Letters
  • 印刷版ISSN:1923-9335
  • 电子版ISSN:1923-9343
  • 出版年度:2011
  • 卷号:1
  • 期号:4
  • 页码:621-630
  • DOI:10.5267/j.msl.2011.04.008
  • 出版社:Growing Science
  • 摘要:In this paper, we present some regression functions to estimate gold coin future price based on gold coin price, future exchange price, price of gold traded globally and trend of time. The proposed model of this paper is used for price estimation of special gold coin traded in Iran. The proposed model of this paper is applied for historical data of future gold prices and the results are discussed. The preliminary results indicate that an increase on gold coin price could increase gold coin future price. An increase on foreign exchange price has negative impact on gold coin future and present trend on time has positive impact on gold coin future
  • 关键词:Econometrics; Gold coin future price; Gold price; Futures contract; Hedging price
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