The recent and rapidly growing interest in biofuel as a green energy source has raised concerns about its impact on the prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural commodities and biofuel helps commodity suppliers hedge...

The agricultural and energy industries are closely related, both biologically and financially. The paper discusses the relationship and the interactions on price and volatility, with special focus on the covolatility spillover effects for these two industries. The interaction and covolatility...

Der Beitrag untersucht den Einfluss von Spekulation mit Terminkontrakten auf die Preise von Agrarrohstoffen. Konkret wird der öffentlich diskutierte Vorwurf aufgegriffen, Spekulation sei für den Preisanstieg und die Preisschwankungen auf Agrarmärkten mit verantwortlich und trage so zur...

The financial inclusion effort achieved positive results, with the number of Mozambicans having access to banking services increasing considerably, particularly after 2011- 12. However, the economic and social impact was limited, considering that farm productivity has remained low and poverty...

Farmers, especially small and marginal, do not directly trade in agri-futures market in India. Their small size, lack of trust and understanding of futures market and dependence on middlemen, are some of the main deterrents. The role of Farmer Producer Organizations (FPOs) is crucial in this...

Research Question- What is the impact of domestic and international uncertainty shocks on the relationship between book value, earnings, and stock price? Motivation- We refer to the prior research on the value relevance of accounting information (Dunham & Grandstaff, 2021) which offers valuable...

Flexibility has progressively become a distinctive feature of the implementation of the Eurosystem's asset purchases. In its many manifestations, flexibility has also been used by asset managers in the daily selection of sovereign bonds to limit the impact of asset purchases on repo market...

In order to reach climate neutrality by 2050, the European Union is taking action in the form of extensive sustainability regulations with the aim to push the private sector towards sustainable economic activities. In this context, a new instrument to finance a company's sustainability...

As the debt ceiling episode unfolds, we highlight a sharp increase in activity across the U.S. credit default swaps (CDS) market and infer the likelihood of a U.S. default from these market prices. Beginning in January 2023, we document a significant increase in U.S. CDS trading activity and...

Using microdata on stock-level lending positions from German mutual funds, we show that active funds use the equity lending market to obtain information about short sale demand. Funds reduce long positions in response to these demand signals, which allows fund managers to front-run public...