Prof. Mario G.R. PAGLIACCI PhD
University of Perugia, Italy
Prof. Janusz GRABARA PhD
Politechnik University of Czestochowa, Poland
Lecturer Mădălina Gabriela ANGHEL PhD
“Artifex” University of Bucharest
Cristina SACALĂ PhD Student
Vasile Lucian ANTON Master student
Academy of Economic Studies, Bucharest
Abstract
To realize a linear regression, we have considered the computation method for futures prices that, according to economic culture, is based on the rate of the supporting asset and internal/external interest ratios, and also on the time period until maturity. The market price of a futures instrument is influenced by the demand and supply, that is the number of units traded within a certain period.
