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allows them to reduce their consumption volatility, it has a decisive effect with respect to overall welfare effects who can …
Persistent link: https://www.econbiz.de/10011539849
allows them to reduce their consumption volatility, it has a decisive effect with respect to overall welfare effects who can …
Persistent link: https://www.econbiz.de/10011448180
its supply and demand. However, values of assets are also determined by other business fundamentals, company's and world … volatility in recent years. Based on the data examined it distinguishes the involvement of both commercial and non … volatility in raw and soft commodity markets. Along with market examination the paper focuses on possible future outcomes in …
Persistent link: https://www.econbiz.de/10013098779
its supply and demand. However, values of assets are also determined by other business fundamentals, company's and world … volatility in recent years. Based on the data examined it distinguishes the involvement of both commercial and non … volatility in raw and soft commodity markets. Along with market examination the paper focuses on possible future outcomes in …
Persistent link: https://www.econbiz.de/10009492027
Persistent link: https://www.econbiz.de/10011798631
Persistent link: https://www.econbiz.de/10012264262
(ETFs), amplified the volatility transmission channel introduced by financialization. This paper focuses on the volatility … an impact on the volatility of commodity prices, predominantly for non-energy commodities. However, the impact on … volatility is not symmetric across all commodities. The analysis of index investment and investors’ positions in futures markets …
Persistent link: https://www.econbiz.de/10011961264
We study the returns to a simple trend following strategy in commodity futures markets and their drivers. Returns correlate positively to calendar spread liquidity and constraints on intermediation capital. The strategy delivers low annualized excess returns in the period from 1990 to 2004 of...
Persistent link: https://www.econbiz.de/10013003136
Persistent link: https://www.econbiz.de/10011430703
price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility … dealing with extreme volatility. …
Persistent link: https://www.econbiz.de/10011685744