The forward price
case requires the introduction of a component which could be able to reflect the fact that the forward price
depends also on the time to maturity.
The relationship between spot and forward price
behaviour shows that the spot price in a daily pattern is volatile and the forward price
Thus, the hedge position is independent of the market structure of the forward price
Currenex subscribers can also sub scribe to premium FENICS services, including the ability to price exotic options and use third-party mathematical models, as well as near-time volatility, spot and forward price
Falling sales will help spur the main manufacturers into bringing forward price
cuts - if only to shift the cars lying on forecourts.
Pool 1 is closed to additional acquisition although development continues and PGP projects that participants will receive the gas at a price below the applicable forward price
During the October - December 2010 period, the power forward price
for the first quarter of 2011 in Nord Pool climbed to EUR84 per MWh in December from EUR51 per MWh in October with the highest increase of EUR22 being observed for December.
5p) have almost trebled since hitting a low of 49p three years ago and are trading on a forward price
earnings ratio of 14 times.
A quotable contingent payment is a contingent payment substantially similar to a property right for which forward price
quotes are readily available.
The forward price
was still at $3,051 on Friday thanks to some fund buying but then the market was hit by a surge in the value of the US dollar and the three-months price closed the week unchanged at $3,001.
Having touched $3,297 on Friday, the forward price
finally closed the week $57 up at $3,287.
From the wellhead or power station gate to the end-user, volatility in the spot and forward price
of power and gas is creating an increasingly challenging environment for all market participants.