On the Comovement of Contango and Backwardation Across Futures Commodity Markets
Journal of Futures Markets, EarlyView.ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi +2 more
wiley +1 more source
Too Sensitive to Fail: The Impact of Sentiment Connectedness on Stock Price Crash Risk. [PDF]
Entropy (Basel)Cao J, He G, Jiao Y.
europepmc +1 more source
Aftershock: CEO Great Famine Experience and Stock Price Crash Risk. [PDF]
Front Psychol, 2021 Cheng F, Ruan W, Huang G, Zhang L.
europepmc +1 more source
The Impact of Geopolitical Risk on Trade Credit
International Journal of Finance &Economics, EarlyView.ABSTRACT In light of escalating global geopolitical tensions, understanding how firms respond to external shocks has become a critical issue for policymakers, corporate managers, and investors. This study investigates the impact of geopolitical risk (GPR) on firms' reliance on trade credit (TC)—an essential form of short‐term financing, particularly ...
Wafa'a B. Al‐Yafei, Hamdi Bennasr
wiley +1 more source
Connected multi-vehicle crash risk assessment considering probability and intensity. [PDF]
PLoS OneJia S, Xu J, Wang S, Liu X.
europepmc +1 more source
Green Credit Policy and Corporate Stock Price Crash Risk: Evidence From China. [PDF]
Front Psychol, 2022 Zhang W, Liu Y, Zhang F, Dou H.
europepmc +1 more source
Diversifying Environmental, Social and Governance Portfolios: Evidence From China
International Journal of Finance &Economics, EarlyView.ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li +3 more
wiley +1 more source
The Path to Driving Aggression and Crash Risk: The Role of Metacognition and Anger Rumination in Anger Expression Among Chinese Drivers. [PDF]
Aggress BehavZhai C, Öztürk İ.
europepmc +1 more source
Information disclosure of COVID-19 specific medicine and stock price crash risk in China. [PDF]
Financ Res Lett, 2022 Duan J, Lin J.
europepmc +1 more source