The article models the risk premium present in energy futures markets. This is done first by analyzing the performance of long-short portfolios based on single styles, and then by integrating these styles into an unique portfolio. Aligned with the hedging pressure hypothesis and the theory of...

A large sample of developed and emerging economies is utilized to investigate import pass-through. Panel models reveal that various economic aspects of the destination country can explain about one third of the total variation in pass-through elasticities and the remaining variation comes...