Using Artificial Intelligence (AI) techniques, we quantitatively examine the mentions of ESG terms in the U.S. corporate filings with the SEC over the 2019-20 period. We find that in our sample of companies, the management tends to focus ESG discussions in corporate filings along three...

Using daily returns on 34 futures contracts over the 2010-2022 period, we examine the factors driving these returns. We show that all commodities can be grouped by their drivers into intuitive groups based on their factorization into 1) food, 2) metals and oil and 3) precious metals. The three...