contracts. The implications of these results for hedging and forecasting crude oil spot prices are also discussed …

contracts. The implications of these results for hedging and forecasting crude oil spot prices are also discussed …

/ATHEX 20 indices by comparing the in- and out-of-sample hedging effectiveness. The selection of the FTSE/ATHEX 20 index was on …

contracts. The implications of these results for hedging and forecasting crude oil spot prices are also discussed …

contracts. The implications of these results for hedging and forecasting crude oil spot prices are also discussed …

In this paper, we show that large inflows into commodity investments, a recent phenomenon known as financialization …

In this paper, we show that large inflows into commodity investments, a recent phenomenon known as financialization …

financial speculation on commodity prices. The sample covers 2,106 manually collected p-values from Granger causality (GC) tests … commodity type under examination, sample period of the data, the measurement of the focus variables (return, volatility or … for speculation to drive commodity prices. Moreover, we use the Meta-Granger results to predict ‘best choice' models …

The aim of this paper is to investigate the impact of the financialization of commodity markets on the profitability of … strategies based on momentum and term structure investing in commodity markets. Secondly, it proves that term structure … asset allocation in commodity markets. They imply that investors who implement momentum or term structure based strategies …