This paper constructs a comprehensive media climate change concern index based on the media coverages about climate change across a wide range of media channels from print text (newspapers) to voice (radios), and further to video (televisions). We find that the monthly change in the...

This paper investigates the significance of an intertemporal relation between expected return and risk for the futures markets. The paper not only takes a look at the domestic futures, but the relationship between conditional risk and return is examined in international futures markets as well....