Price movements in many commodity markets exhibit significant seasonal patterns. However, given an observed futures price, a deterministic seasonal component at the price level is not relevant for the pricing of commodity options. In contrast, this is not true for the seasonal pattern observed...

This paper reviews extant research on commodity price dynamics and commodity derivative pricing models. In the first half, we provide an overview of key characteristics of commodity price behavior that have been explored and documented in the theoretical and empirical literature. In the second...

Purpose: This study examines the prediction power of investor sentiment on Bitcoin return. Design/methodology/approach: We construct a Financial and Economic Attitudes Revealed by Search (FEARS) index using search volume from Google's search engine to reveal household-level (“bankruptcy”,...

Purpose – In this paper the authors aim to study the impact of customer demographics on service value, customer satisfaction, and customer loyalty in the private banking industry, i.e. a high‐involvement context. Design/methodology/approach – The authors estimate a structural equation...