On Contango, Backwardation, and Seasonality in Index Futures

Mohd Asraf Abd Wahab; Azhar Mohamad; Imtiaz Sifat

doi:10.3905/jpe.2019.1.076

On Contango, Backwardation, and Seasonality in Index Futures

Mohd Asraf Abd Wahab, Azhar Mohamad and Imtiaz Sifat

The Journal of Private Equity Spring 2019, 22 (2) 69-82; DOI: https://doi.org/10.3905/jpe.2019.1.076

Mohd Asraf Abd Wahab

holds a master of science degree in finance from International Islamic University Malaysia in Kuala Lumpur, Malaysia

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Azhar Mohamad

is an associate professor of finance in the Department of Finance, Kulliyyah of Economics and Management Sciences at the International Islamic University in Kuala Lumpur, Malaysia,

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For correspondence: dr@azharmohamad.asia

Imtiaz Sifat

is an independent researcher based in Kuala Lumpur, Malaysia

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On Contango, Backwardation, and Seasonality in Index Futures