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Famous Debacles in the Commodity Markets : Case Studies on Amaranth and MF Global
Till, Hilary - 2017
This article covers the trading blowups at the hedge fund, Amaranth, and at the Futures Commission Merchant, MF Global. Although the lessons from the Amaranth blowup can best be understood in terms of market-risk principles, the lessons from the MF Global bankruptcy are best understood in terms...
Persistent link: https://www.econbiz.de/10012953092
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An Inflation Hedging Strategy with Commodities : <I>A Core Driven Global Macro</I>
Fulli-Lemaire, Nicolas - 2013
Recent academic studies have shown that since the mid-nineties, the pass-through of exogenous oil shocks into headline inflation has been increasing while the pass through into core inflation seems to have ceased. This paper explores the implications in terms of commodity allocation for...
Persistent link: https://www.econbiz.de/10013091277
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The MF Global Debacle : What Were the Red Flags?
Till, Hilary - 2017
In the Fall of 2011, futures market participants were caught off-guard when MF Global filed for bankruptcy. Essentially, this episode educated industry participants that customer protections in the U.S. commodity futures markets had been more ambiguous than expected. That said, there are a...
Persistent link: https://www.econbiz.de/10012951308
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The Impact of Global Climate Policy Announcements on Firm Financial Performance
Misra, Yash - 2019
This paper explores the impact of global climate policy announcements on the performance of the fossil fuel and alternative energy sectors. I conduct an event-study analysis around the yearly United Nations Framework Convention on Climate Change Conference of the Parties (UNFCCC COP) meetings,...
Persistent link: https://www.econbiz.de/10012901311
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Emerging Equity Markets in a Globalizing World
Bekaert, Geert - 2017
emerging markets have increased, the process of integration of these markets into world markets is incomplete. To some degree …, this accounts for the disparity between emerging equity market capitalization in investable world equity market benchmarks … versus emerging market economies in the world economy. Currently, emerging markets account for about 40% of world GDP …
Persistent link: https://www.econbiz.de/10012973844
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Emerging Equity Markets in a Globalizing World
Bekaert, Geert - 2014
emerging markets have increased, the process of integration of these markets into world markets is incomplete. To some degree …, this accounts for the disparity between emerging equity market capitalization in investable world equity market benchmarks … versus emerging market economies in the world economy. Currently, emerging markets account for more than 30% of world GDP …
Persistent link: https://www.econbiz.de/10013051425
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Climate alpha and the global capital market
Golub, Alexander; Anda, Jon; Markandya, Anil; Brody, Michael - 2022
The way in which climate policy and climate risks are currently accounted for in financial and real investment decisions is inadequate. The paper demonstrates weaknesses in methods presently used and proposes an alternative that aims to bridge the duration gap between climate policy modeling and...
Persistent link: https://www.econbiz.de/10013403810
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Emerging impact of Chinese commodity futures market on domestic and global economy
Tu, Zhiyong; Song, Min; Zhang, Liang - In: China & world economy 21 (2013) 6, pp. 79-99
Persistent link: https://www.econbiz.de/10010251394
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Shifting commodity markets in a globalized world
Arezki, Rabah (ed.); Matsumoto, Akito (ed.) - 2018
Persistent link: https://www.econbiz.de/10011864371
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Internationalization of Futures Markets : Lessons from China
Fan, John Hua - 2020
We examine the impact of internationalization on the quality of Chinese iron ore and PTA futures markets, by comparing the trading activities, costs and volatilities before and after the event. Using a difference-in-difference framework, we find that internationalization improves the market...
Persistent link: https://www.econbiz.de/10012846915