, characterized either by seasonality in the delivery period or by a term-structure effect, and identify the resulting MPDP in both …

, has changed the behavior and dependence structure between commodities and the general stock market. The common perception … argue that commodities have become an investment style for institutional investors. Given that institutional investors … continue to target funds into commodities, we predict spillovers between commodities and the stock market to remain high in the …

frequently than in stock markets. Nonetheless, jump correlations across commodities can be high depending on the commodity … sectors. Energy, metal and grains commodities show high jump correlations while jumps of meats and softs commodities are … barely correlated. Looking at crossmarket correlations, we find that returns of commodities co-move with the stock market …

financial speculation on the markets for agricul-tural commodities: According to this current state of research, there is little …

We examine how media coverage of fluctuations in the price of agricultural commodities affects these prices and their … commodities. We find price effects that are economically important in size. Our estimates imply a net increasing effect of media … coverage on the price of these four commodities; these effects are mostly concentrated in 2012 and from 2015 onwards, meaning …