Cloud-aided mobile edge networks (CAMENs) allow edge servers (ESs) to purchase resources from remote cloud servers (CSs), while overcoming resource shortage when handling computation-intensive tasks of mobile users (MUs). Conventional trading mechanisms (e.g., onsite trading) confront many challenges, including decision-making overhead (e.g., latency) and potential trading failures. This paper investigates a series of cross-layer matching mechanisms to achieve stable and cost-effective resource provisioning across different layers (i.e., MUs, ESs, CSs), seamlessly integrated into a novel hybrid paradigm that incorporates futures and spot trading. In futures trading, we explore an overbooking-driven aforehand cross-layer matching (OA-CLM) mechanism, facilitating two future contract types: contract between MUs and ESs, and contract between ESs and CSs, while assessing potential risks under historical statistical analysis. In spot trading, we design two backup plans respond to current network/market conditions: determination on contractual MUs that should switch to local processing from edge/cloud services; and an onsite cross-layer matching (OS-CLM) mechanism that engages participants in real-time practical transactions. We next show that our matching mechanisms theoretically satisfy stability, individual rationality, competitive equilibrium, and weak Pareto optimality. Comprehensive simulations in real-world and numerical network settings confirm the corresponding efficacy, while revealing remarkable improvements in time/energy efficiency and social welfare.
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