Hi guys,
I'm seekeng for examples of models that put in relation the spot prices to the forward prices in the stock market. I'm thinking about using a structure similiar to those described in Prof. Sterman's Book, Ch 21 , where he describes the price discovery process for a commodity.
What I'm searching for are examples of factors that may influence the sport prices (or returns) . Maybe a structure similiar to speculative bubbles may help.
Please share ideas