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Information Journal Paper

Title

Methods to improve future contracts in Iran's Mercantile Exchange

Pages

  171-198

Abstract

 Past years economic changes have made Producers and Consumers to pay more attention to price fluctuations, and try to remove uncertainties and decrease losses caused by the risks. In other words, sellers and buyers are looking for ways to be assured about the future transaction of their product with a determined price, so both sides desire to avoid uncertainty. In addition to sellers and buyers, Arbitragers are the other player who by getting advantage of arbitrage opportunities remove them and increase the market efficiency. Governments, also, need signals from economic actors for suitable planning for policymaking and on time decision making to avoid crises and manage financial concerns. Commodity exchange provides tools for financing and risk management to market actors as well as governments by making a transparent market to easing deals and discovery of prices. Future contracts are an important financial derivative to hedge volatility risks but have not been successful after nearly a decade from their commencement, except gold coin and saffron. We study the failure reasons through questionnaires, and find out that “ oppressed pricing of Underlying commodity” and “ investors unawareness” are the most important factors.

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    • Cite

    APA: Copy

    Talebian, Masoud, & Ahmadi Zad, Saeed. (2020). Methods to improve future contracts in Iran's Mercantile Exchange. JOURNAL OF SECURITIES EXCHANGE, 13(50 ), 171-198. SID. https://sid.ir/paper/960783/en

    Vancouver: Copy

    Talebian Masoud, Ahmadi Zad Saeed. Methods to improve future contracts in Iran's Mercantile Exchange. JOURNAL OF SECURITIES EXCHANGE[Internet]. 2020;13(50 ):171-198. Available from: https://sid.ir/paper/960783/en

    IEEE: Copy

    Masoud Talebian, and Saeed Ahmadi Zad, “Methods to improve future contracts in Iran's Mercantile Exchange,” JOURNAL OF SECURITIES EXCHANGE, vol. 13, no. 50 , pp. 171–198, 2020, [Online]. Available: https://sid.ir/paper/960783/en

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