This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn … that the connectedness is 23.49%, indicating a low level of connection between Bitcoin and the commodity volatilities … that Bitcoin could be a hedger for commodity volatilities. …

their sentiment for twelve agricultural commodity futures. For this purpose, we dynamically model the equidirectional … trading of long and short commodity futures of long-short speculators as a proxy for their market sentiment. We find evidence …

In 1987, the Commodity Futures Trading Commission (CFTC) began analyzing whether swaps were futures under the Commodity …. While this was of great relief, especially for commodity swaps, the issue could always resurface in litigation. Also, the …

We develop a model to study the impacts of speculative position limits in commodity futures market. In the spirit of …

In this study, we investigate the cross-section of option implied tail risks in commodity markets. In contrast to … findings from equity markets, left and right tail risk implied by option markets are both large. Commodity specific variables … exert the largest influence on tail risk, while there is no evidence of systematic commodity factors that are linked to tail …

Aim: Commodity exporting nations have significant terms of trade swings, making their actual exchange rate unstable …. This study looked at how variations in dollar exchange rate affected food commodity prices in Africa between 1990 and 2021 … least squares and generalized method of moments (GMM) estimators on panel data from some commodity-exporting African, namely …