Search Results - subject:"Commodity Futures"

Do financial markets and safe-haven assets affect CBDCs? : examining the Nexus between CBDC, Stock Index, metal commodity futures, oil price, and volatility

Memon, Bilal Ahmed; Nusratova, Gulhayo - In: Journal of central banking theory and practice 14 (2025) 2, pp. 151-167

Understanding the determinants of central bank digital currencies (CBDCs) is crucial for ensuring financial stability, fostering innovation, and framing effective policies associated with the digitalization of currency. Therefore, we study how financial markets and safe haven assets can affect...

Persistent link: https://www.econbiz.de/10015438639

Macroeconomic conditions, speculation, and commodity futures returns

Adhikari, Ramesh; Putnam, Kyle J. - In: International Journal of Financial Studies : open … 13 (2025) 1, pp. 1-26

between macroeconomic factors, speculative activities, and commodity futures returns is time varying. Among the macroeconomic … to predict commodity futures returns. The relationship between speculation and commodity returns is bi-directional across …-switching models, and time-varying Granger causality tests. Our results reveal that the impact of speculative activities on commodity …

Persistent link: https://www.econbiz.de/10015338404

News sentiment and commodity futures investing

Chi, Yeguang; Jahel, Lina el; Vu, Thanh - In: The journal of futures markets 45 (2025) 10, pp. 1740-1756

Persistent link: https://www.econbiz.de/10015464910

The impact of financial speculation on futures contracts price movements : a study of the US markets for dairy commodities

Staugaitis, Algirdas Justinas; Christauskas, Česlovas - In: Equilibrium : quarterly journal of economics and … 18 (2023) 3, pp. 661-686

Persistent link: https://www.econbiz.de/10014430616

Food financialization : impact of derivatives and index funds on agri-food market volatility

Rosario Venegas, María del; Feregrino, Jorge; Lay, Nelson - In: International Journal of Financial Studies : open … 12 (2024) 4, pp. 1-29

speculation, especially via passive investments such as ETFs, has intensified price volatility in commodity futures, leading to a …

Persistent link: https://www.econbiz.de/10015337765

Option listing and underlying commodity futures volatility in China

Guo, Jin; Wen, Xiaoqian - In: Economic modelling 141 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015191903

Grain futures market response to the Black Sea Grain Initiative

Steinbach, Sandro; Yildirim, Yasin - In: German journal of agricultural economics : GJAE 73 (2024) 2, pp. 1-22

This paper assesses the impact of the Black Sea Grain Initiative on the grain futures market. We rely on counterfactual evaluation techniques and detailed futures price series to estimate how corn and wheat futures prices and historical volatility responded to the Grain Deal enforcement,...

Persistent link: https://www.econbiz.de/10015080960

Does market quality benefit from internationalization? : evidence from Chinese commodity futures markets

Xiong, Tao; Li, Miao - In: Research in international business and finance 70 (2024) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10015053673

Futures markets and the baltic dry index : a prediction study based on deep learning

Su, Miao; Nie, Yufei; Li, Jiankun; Yang, Lin; Kim, Woohyoung - In: Research in international business and finance 71 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015062083

Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets

Zhou, Xuewei; Ouyang, Zisheng; Gupta, Rangan; Ji, Qiang - 2024

Persistent link: https://www.econbiz.de/10014553235