Search Results - subject:"Commodity risk"

Asymmetric risk contagion effect of the interaction between the real economy and the financial sector : an analysis based on the domestic commodity price index

Yonghui, Quan; Wenlong, Miao - In: Financial innovation : FIN 11 (2025), pp. 1-26

As the uncertainty of the global economy intensifies, domestic real economy risks and financial risks may interact and worsen under international risk shocks. Commodity prices are an important channel for transmitting international economic and financial risks. Taking January 2007 to July 2021...

Persistent link: https://www.econbiz.de/10015560534

Term structure and risk premiums of commodity futures with linear regressions

Kim, Daejin - In: The journal of futures markets 45 (2025) 2, pp. 118-142

Persistent link: https://www.econbiz.de/10015376395

Risk assessment method for cross-border e-commerce products based on social network analysis

Sun, Hao - In: International journal of networking and virtual … 30 (2024) 1, pp. 100-110

Persistent link: https://www.econbiz.de/10015066413

Convenience yield risk

Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Energy economics 120 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014283248

The commodity risk premium and neural networks

Rad, Hossein; Low, Rand Kwong Yew; Miffre, Joëlle; … - In: Journal of empirical finance 74 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014477111

A Bayesian perspective on commodity style integration

Fuertes, Ana María; Zhao, Nan - In: Journal of commodity markets 30 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014426739

Fourteen large commodity trading disasters : what happened and what can we learn?

Westgaard, Sjur; Frydenberg, Stein; Mohanty, Sunil - In: Journal of commodity markets 27 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014276627

Rwanda Economic Update, No. 7 : Managing Uncertainty for Growth and Poverty Reduction

Economics Research, World Bank Group; World Bank Group - 2015

Persistent link: https://www.econbiz.de/10011201299

Unlocking the 'Triple Dividend' of Resilience : Why Investing in Disaster Risk Management Pays Off

Economics Research, World Bank Group; Overseas …; … - 2015

Persistent link: https://www.econbiz.de/10011210746

Commodity Risk Factors and the Cross-Section of Equity Returns

Brooks, Chris; Fernandez-Perez, Adrian; Miffre, Joëlle; … - Henley Business School, University of Reading - 2014

The article examines whether commodity risk is priced in the cross-section of equity returns. Alongside a long …-only equally-weighted portfolio of commodity futures, we employ as an alternative commodity risk factor a term structure portfolio … greater sensitivities to the two commodity risk factors command higher average returns. The two commodity portfolios are also …

Persistent link: https://www.econbiz.de/10010934886