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The future of AIDS in Africa: lessons from two scenario projects
Item type: Journal Article • Journal: African Journal of AIDS Research • Authors: Pieter FourieScenario planning or futures studies have their origin in military planning, but have also been used with great success in the private sector, most notably in the energy industry. UNAIDS and the South African financial services group Metropolitan each recently... -
Accounting for futures and options in terms of IASC proposals: practitioners’ views in South Africa
Item type: Journal Article • Journal: South African Journal of Accounting Research • Authors: S Baker --- South African Breweries, G K Everingham --- Department of Accounting,This paper outlines the development and nature of the International Accounting Standards Committee’s proposals in relation to financial instruments. It considers the applicability of the specific principles therein in relation to accounting for futures and options traded on the South... -
Effect of the subprime mortgage crisis on a leading emerging market
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Jun Sik Kim --- Division of International Trade, Korea Doojin Ryu --- College of Economics, KoreaThis study examines how the US subprime mortgage crisis affects the behaviour of the Korean stock and futures market and how the futures traders react to the shocks related to the crisis. Analysing a unique and high-quality daily data set... -
‘Anthropological futures’? Thoughts on social research and the ethics of engagement
Item type: Journal Article • Journal: Anthropology Southern Africa • Authors: Shannon Morreira --- Department of Social Anthropology,This article was presented as the keynote address at the 2012 Anthropology Southern Africa Conference. The theme of the conference was Southern African Anthropological Futures: Opportunities and Constraints, and as such in this piece I consider some of the themes... -
Analysis of price discovery and non-linear dynamics between volatility index and volatility index futures
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Yen-Hsien Lee --- Department of Finance, Taiwan, R.O.C. Wan-Shin Mo --- Department of Finance, Taiwan, R.O.C.This study utilises a smooth transition vector error correction model with a Generalised AutoRegressive Conditional Heteroskedasticity GARCH model to investigate the price-discovery and non-linear dynamics at different times when a deviation occurs in the co-movement equilibrium between the spot volatility... -
The effectiveness of price limits in the South African white maize futures market
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Ayesha Sayed --- Finance Division, South Africa Christo Auret --- Finance Division, South AfricaFutures markets perform two essential functions by creating a platform for price discovery and permitting low cost hedging of risk. Some futures markets impose limits on the amount asset prices can change within a trading day to prevent the market... -
Together we stand stronger
Item type: Journal Article • Journal: Research in Hospitality Management • Authors: Marco Bevolo --- Academy for Leisure, The Netherlands Anique Gerrits --- Academy for Leisure, The NetherlandsThis is an action research case study investigating social participation roadblocks and opportunities through leisure-related factors for Eritrean refugee status holders in the city of Nijmegen, the Netherlands. The intent of this paper is to report on challenges and opportunities... -
Using deliberative foresight to envision a neo-carbon energy innovation ecosystem – a case study of Kenya
Item type: Journal Article • Journal: African Journal of Science, Technology, Innovation and Development • Authors: Joni Karjalainen --- Finland Futures Research Centre (FFRC), Finland Sirkka Heinonen --- Finland Futures Research Centre (FFRC), FinlandForesight is a pragmatic futures studies approach as structured debate about future-related topics. Deliberative foresight addresses stakeholders affected by specific futures. This paper goes beyond a low-carbon strategy to present the potential of futures based on renewable energy. In the... -
Time-dependent volatility in futures contract options
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Jilong Chen --- International Business School, School of Finance, China Christian Ewald --- University of Glasgow, UK Ali M. Kutan --- Business School, Department of Economics and Finance, USAThe Schwartz (1997) two-factor model is the benchmark model for pricing futures options, and the volatility is constant, which is similar to the Black-Scholes model. In this paper, we use a similar method which can make the Black-Scholes model be... -
Volatility transmission in maize futures markets of major exporters
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Ayesha Sayed --- Lecturer of Finance, School of Economic and Business Sciences, South Africa Christo Auret --- Head of Finance Division, School of Economic and Business Sciences, South AfricaThe United States, Brazil, Argentina and South Africa are the largest exporters of maize. This paper examines volatility transmission in maize futures listed on SAFEX, CBOT, MATBA (Argentina) and BMF (Brazil). Four multivariate GARCH models are employed to investigate the... -
The effects of uncertainty on investor expectations and volatility in the South African white maize futures market
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Christo Auret --- , South Africa Ayesha Sayed --- , South AfricaGiven the rapidly changing nature of financial markets, volatility indices often influence the trading behaviour of market participants, as they identify market patterns, predict market risk and gauge market sentiment. This paper examines the effects of uncertainty on the expectations... -
Investor sentiment and market dynamics: Evidence from index futures markets
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Heejin Yang --- , KoreaThis study presents an investor sentiment proxy with a greater explanatory power in determining price changes in the Korean futures market and examines the effect of investor sentiment on futures price changes. We also consider how investor-trading behaviour affects the... -
Weak signal detection: A discrete window of opportunity for achieving ‘Vision 90:90:90’?
Item type: Journal Article • Journal: SAHARA-J: Journal of Social Aspects of HIV/AIDS • Authors: Christopher J. Burman --- , , South Africa Marota Aphane --- , , South Africa Peter Delobelle --- , , South AfricaIntroduction: UNAIDS’ Vision 90:90:90 is a call to ‘end AIDS’. Developing predictive foresight of the unpredictable changes that this journey will entail could contribute to the ambition of ‘ending AIDS’. There are few opportunities for managing unpredictable changes. We introduce... -
Gathering the Dust: Narrating National Hauntologies and Futures in Yvonne Adhiambo Owour’s Dust
Item type: Journal Article • Journal: Eastern African Literary and Cultural Studies • Authors: Felix Mutunga Ndaka --- University of Johannesburg, South AfricaThis paper offers a reading of Yvonne Owour’s Dust as a text that engages with national histories in a bid to trouble official Kenyan public memories and re-imagine Kenyan visions of the future. In this article, I argue that the... -
Pandemic impact on the co-movement and hedging effectiveness of the global futures markets
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Ahmad Danial Zainudin --- CIMB Investment Bank Malaysia, Malaysia Azhar Mohamad --- International Islamic University Malaysia, MalaysiaThis paper examines the impact of COVID-19 on five of the world's most liquid futures markets. The results of our wavelet coherence analysis for spot futures reveal two important findings. First, spot futures coherence movements during the pandemic period are... -
Forecasting oil futures markets using machine learning and seasonal trend decomposition
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Ahhyun Kim --- Sungkyunkwan University, Korea Doojin Ryu --- Sungkyunkwan University, Korea Alexander Webb --- University of Wollongong, AustraliaCan machine learning improve prediction for seasonal commodity prices? We explore the effectiveness of a combined method that integrates seasonal trend decomposition using LOESS (STL) with machine learning (ML), referred to as STL-ML. We apply Extreme Gradient Boosting and Random... -
Making a Home together: Class Entanglements and Dependency on Cheap Labour in the Afromodern City
Item type: Journal Article • Journal: Eastern African Literary and Cultural Studies • Authors: Lena L. Kroeker --- University of Bayreuth, GermanyThis ethnographic article focuses on a Kenyan upper-middle-class neighbourhood to draw conclusions about the practices of social boundaries. The city of Kisumu appears geographically segregated along several class divides. In the upper-middle-class quarter this study examines, I describe the neighbourhood...
