We analyze the impact of macroeconomic news surprises for Canada, the Euro area, Japan, the UK, and the US relating to returns and volatility for West Texas Intermediate and Brent crude oil futures. We look at futures ...
We analyze the ability of economic and financial uncertainties in predicting movements in commodity futures markets. Using daily data over the period of 8th May 1992 to 31st August 2016 on 21 commodity futures covering ...
Ji, Qiang; Bahloul, Walid; Geng, Jiang-Bo; Gupta, Rangan(Elsevier, 2020-04)
This paper analyses the connectedness network for commercial traders’ sentiment across agriculture, energy, metals and livestock futures markets. The findings find that: (a) producer/merchant/processor/user (PMPU) in ...
