WebJun 1, 2024 · Fear of hazards in commodity futures markets. J. Bank. Finance (2024) I.O. Fasanya et al. Are commodity prices good predictors of inflation? The African perspective ... Our results suggest that the anomalous returns from the traditional 12-month momentum strategy in the commodity futures markets mainly stem from the strong … WebA long-short portfolio strategy that sorts the cross-section of commodity futures by a hazard fear signal -inferred from the co-movement of past excess returns with the active attention -is able to capture an economically and statistically significant premium… Expand

Fear of Hazards in Commodity Futures Markets Request PDF

WebThe Commodity Futures Trading Commission relies on data collected from market participants to conduct all of its mission functions including market oversight, monitoring for liquidity and systemic risk, oversight of market participants, regulatory compliance, and enforcement of the CEA. Data is a critical asset to the CFTC’s mission. WebJul 1, 2024 · Exposure to hazard-fear is strongly priced in the cross-section of commodity portfolios. The hazard fear premium exacerbates during periods of adverse … dr brown\u0027s baby bottle warmer

Fear of Hazards in Commodity Markets - GCARD

WebThis commodity hazard fear premium reflects compensation for extant fundamental, tail, volatility and liquidity risks factors, but it is not subsumed by them. Exposure to … WebAug 6, 2024 · The new scheme was announced in October 2024, triggered by the region’s severe heat, wildfire and droughts. While this could clear up uncertainty around water prices, treating water as a tradable commodity puts basic human rights in the hands of financial institutions and investors. —. Water scarcity has already impacted every continent ... WebThis commodity hazard fear premium reflects compensation for extant fundamental, tail, volatility and liquidity risks factors, but it is not subsumed by them. Exposure to hazard … encircle for restoration contractors