The integration of ESG factors into the investment process is increasingly becoming mainstream for institutional investors. However, investors struggle with how to incorporate ESG criteria into their top-down asset allocation decisions. In this report we show how ESG criteria can be...

This analysis aims at developing forecasting models for both commodity volatility and commodity returns based on monthly data. I show that standard models of realized volatility are able to outperform both GARCH models and the random walk in terms of in-sample explanation power and out-of-sample...

Today’s investors need to understand geopolitical trends as a main driving force of markets. This book provides just that: an understanding of the interplay between geopolitics and economics, and of the impact of that dynamic on financial markets.To me, geo-economics is the study of how...