Search Results - subject:"commodity futures"

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

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

Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis

Zhao, Ruwei; Xiong, Xiong; Ma, Junjun; Zhang, Yuzhao; … - In: Financial innovation : FIN 11 (2025), pp. 1-24

relationship with return volatility in Chinese commodity futures and to test two competing hypotheses. We examine the … of commodity futures, which is consistent with SIAH. In other words, a partial equilibrium exists before reaching the … Chinese commodity futures. …

Persistent link: https://www.econbiz.de/10015557930

Psychological factors as triggers for futures trading adoption : evidence from German farmers

Michels, Marius; Mußhoff, Oliver - In: Agricultural and Food Economics : AFE 13 (2025) 1, pp. 1-19

Research has often attributed commodity futures contracts (CFC) adoption in agriculture to structural factors, such as …

Persistent link: https://www.econbiz.de/10015576557

Relative basis and the expected returns of commodity futures

Gu, Ming; Kang, Wenjin; Lou, Dong; Tang, Ke - 2025 - This draft: July 2024

Persistent link: https://www.econbiz.de/10015578931

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

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

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