Results 111 to 120 of about 2,326,753 (341)

The Silent Disco—Speculation in Bearish Commodity Markets and the Role of Liquidity

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper analyzes the possibility of speculative traders influencing the prices of commodity futures in the presence of liquidity constraints. We identify phases of price explosiveness following Phillips, Shi, and Yu and use a series of multinomial logistic models to analyze the influence of speculators on the probability of these explosive ...
Chanaka N. Ganepola   +1 more
wiley   +1 more source

Water Shortage and Mitigation Solutions: A Focus on New Physical and Financial Hedging Tools

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT Climate change, water mismanagement, and overconsumption are intensifying droughts and water shortages worldwide. Beyond health risks, water scarcity threatens food security, disrupts agriculture, and can fuel conflicts—underscoring the need for sustainable water management.
Nicola Bartolini   +2 more
wiley   +1 more source

Mathematical Background as a Success Factor in Economics and Business Degrees [PDF]

open access: green, 2020
Rosario Asián-Chaves   +3 more
openalex   +1 more source

Systemic Credit Risk Premium: Insights From Credit Derivatives Markets

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This study examines the market‐implied premiums for bearing systemic credit risk by analyzing credit derivatives on the CDX North American Investment Grade portfolio from September 2005 to March 2021. We construct systemic credit risk premium (SCRP) as the difference between the observed prices of multiname super‐senior tranches and their ...
Kiwoong Byun, Baeho Kim, Dong Hwan Oh
wiley   +1 more source

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