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https://www.researchgate.net/publication/46539275_Estimating_the_Value_of_Delivery_Options_in_Futures_Contracts
Estimating the Value of Delivery Options in Futures Contracts Article in Journal of Financial Research 28(3):363-383 · September 2005 with 85 Reads How we measure 'reads'
https://www.onlinelibrary.wiley.com/doi/abs/10.1111/j.1475-6803.2005.00129.x
Jul 28, 2005 · We analyze the effect various delivery options embedded in commodity futures contracts have on the futures price. The two embedded options considered are the timing and location options. We show that early delivery is always optimal when only a timing option is present, but not so when joint options are present.Author: Jana Hranaiova, Robert A. Jarrow, William G. Tomek
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.631.4449
CiteSeerX - Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): We analyze the effect various delivery options embedded in commodity futures contracts have on the futures price. The two embedded options considered are the timing and location options. We show that early delivery is always optimal when only a timing option is present, but not so with joint options.
https://ideas.repec.org/a/bla/jfnres/v28y2005i3p363-383.html
Downloadable! We analyze the effect various delivery options embedded in commodity futures contracts have on the futures price. The two embedded options considered are the timing and location options. We show that early delivery is always optimal when only a timing option is present, but not so when joint options are present. The estimates of the combined options are much smaller than the ...
https://www.investopedia.com/ask/answers/042215/how-can-i-calculate-notional-value-futures-contract.asp
Jan 06, 2020 · The term notional value refers to the value or spot price of an underlying asset in a derivatives trade. The notional value calculation of a futures contract determines the value of the assets ...
https://www.thebalance.com/taking-delivery-of-commodities-via-the-futures-market-4118366
Dec 12, 2019 · While less than 5% of futures with a delivery mechanism result in parties making or taking delivery of a commodity, the fact that it exists is a comfort to many hedgers and market participants. The goal of a futures contract or an option on a futures contract is to replicate the price action in the underlying commodity or instrument.
https://www.investopedia.com/articles/active-trading/052214/trading-options-futures-contracts.asp
May 22, 2014 · Futures contracts are available for all sorts of financial products, from equity indexes to precious metals. Trading options based on futures means buying call or put options based on the ...
https://budgeting.thenest.com/difference-between-futures-price-value-futures-contract-28318.html
The delivery dates, which are standardized and occur monthly, can range from one month to several years into the future. The value of a futures contract at any given moment is the current futures price of one unit of the underlying asset times the number of units in the contract.
https://www.thebalance.com/should-you-trade-futures-contracts-or-options-809157
Jun 15, 2019 · Futures contracts are the purest vehicle to use for trading commodities. These contracts are more liquid than option contracts, and you don’t have to worry about the constant options time decay in value that options can experience.
https://quizlet.com/46126004/comm-385-chapter-19-flash-cards/
Futures contracts are traded on the organized exchanges and are standardized as to the contract size, the acceptable grade of the commodity, and the contract delivery date. A forward contract is only a commitment to contract in the future. No money exchanges hands initially. The contract is for a deferred delivery of an asset at an agreed upon ...
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