Results 201 to 210 of about 109,853 (293)

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

open access: yesJournal 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

Why Do Hedgers Hedge? The Role of Ambiguity

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley   +1 more source

The global implications of a Russian gas pivot to Asia. [PDF]

open access: yesNat Commun
Pye S   +7 more
europepmc   +1 more source

Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper uses GARCH‐MIDAS to predict US natural gas futures volatility using national and state‐level Climate Concern Indexes (CCIs). We find that both national and state‐level CCIs positively affect price volatility. Notably, models using state‐level data—specifically those utilizing least‐squares (LS) weighting combinations—surpass the ...
Afees A. Salisu   +3 more
wiley   +1 more source

Mobilities I: Crisis. [PDF]

open access: yesProg Hum Geogr
Temenos C.
europepmc   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

open access: yesGeological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu   +3 more
wiley   +1 more source

FORUM 2017 [PDF]

open access: yes, 2017
Achiume, E Tendayi   +4 more
core  

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