In the last few years, rare earth materials (REM) prices have experienced a strong increase due to geopolitical and sustainability issues. Financial markets could already have factored in concerns about shortages of REM supplies into clean energy companies’ valuations. We use a multifactor...

This paper relates to internet, noise trading and commodity futures prices. The theoretical framework is the Mixture Distribution Hypothesis (MDH) that posits a joint dependence of return volatility and information. We use two different proxies for the observed component of information flows,...

This article investigates the long-run relationship between spot and futures prices for corn and soybean. We apply cointegration methodology, allowing for the presence of potentially unknown structural breaks and then study the causality relationships between spot and futures prices within each...

The present paper analyses the long-run relationship between vegetable oil prices and conventional diesel prices in the EU for the period 2005-2007. We applied recent developments in the threshold cointegration approach to investigate the presence of asymmetric dynamic adjusting processes...

The growing expansion of biofuel production in the European Union is a direct consequence of the political framework specifically implemented to reduce the impact of oil price rises and to achieve fuel security and environmental goals. These policies have activated a new relationship between...

Consumer credit has become a topical issue for researchers, regulators and the banking industry in Europe as a result of increasing market integration, regulatory changes and a growing tendency of households to use debt to finance consumption. This study uses a cross-country approach to look at...