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https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.3990130203
The impact of delivery options on futures prices: A survey. Don M. Chance. Don M. Chance is a Professor of Finance at Virginia Polytechnic Institute and State University. Search for more papers by this author. Michael L. Hemler. Michael L. Hemler is an Assistant Professor at the University of Notre Dame.Author: Don M. Chance, Michael L. Hemler
https://www.sciencedirect.com/science/article/pii/S1059056004000723
The first generation of empirical studies on physical delivery versus cash-settlement for the feeder cattle contracts used simulation to compare the two settlement methods. Hauser, Chaherli and Thompson (1992) and Chaherli and Hauser (1993) considered the hypothetical effects of converting soybean futures from physical delivery to cash settlement.Author: Donald Lien, Yiu Kuen Tse
https://www.researchgate.net/scientific-contributions/80171758_Michael_L_Hemler
Michael L. Hemler's 3 research works with 143 citations and 230 reads, including: The Impact of Delivery Options on Futures Prices: A Survey
https://www.investopedia.com/terms/d/deliveryprice.asp
Mar 07, 2018 · Delivery Price: The financial value of the conveyance of the underlying commodities when a futures or forward contract expires. The delivery price is the price at which one party agrees to deliver ...
https://www.researchgate.net/publication/23504138_DELIVERY_OPTION_IN_FUTURES_CONTRACTS_AND_BASIS_BEHAVIOR_AT_CONTRACT_MATURITY
Delivery Options in Futures Contracts and Basis Behavior at Contract Maturity Practitioner’s Abstract This paper estimates values of the delivery options implicit in the CBOT corn futures contract.
https://www.thebalance.com/taking-delivery-of-commodities-via-the-futures-market-4118366
Dec 12, 2019 · The delivery mechanism differs for each commodity and all exchanges, like the Chicago Mercantile Exchange (CME), have detailed information about the process available on their websites. Delivery is one of the primary reasons that futures prices converge with underlying physical commodities prices over time.
https://www.deepdyve.com/lp/elsevier/negative-option-values-are-possible-the-impact-of-treasury-bond-pu2K8eeya6
Read "Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market, Journal of Financial Economics" on DeepDyve, the largest online rental service for scholarly research with thousands of academic publications available at your fingertips.
https://www.investopedia.com/terms/d/deliveryoption.asp
May 26, 2018 · Delivery Option: A feature added to some futures contracts permitting the short position to determine the combination of timing, location, quantity, and quality of the underlying commodity stated ...
http://www.futurestradingpedia.com/physical_delivery.htm
Physical Delivery is one of two forms of delivery method covered by futures contracts in futures trading. The other form of delivery is Cash Delivery. Futures contracts that states physical delivery are referred to as "Physically Delivered Futures Contracts" and the long is obligated to purchase the underlying asset from the short upon maturity ...
https://www2.bc.edu/alan-marcus/papers/RFE_2010.pdf
Delivery options and convexity in Treasury bond and note futures Robin Grievesa, Alan J. Marcusb,⁎, Adrian Woodhamsc a University of Otago, New Zealand b Boston College, Wallace E. Carroll School of Management, Fulton 330, Chestnut Hill, MA 02467, United States c Goldman Sachs JBWere, New Zealand article info abstract Article history: Received 30 March 2009
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