Fear of hazards in commodity futures markets

We examine the commodity futures pricing role of active attention to weather, disease, geopolitical or economic threats or “hazard fear” as proxied by the volume of internet searches by 149 query terms. A long-short portfolio strategy that sorts the cross-section of commodity futures contracts accor...

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Bibliographic details
Volume: 119
Main Author: Fernandez-Perez, Adrian
Fuertes, Ana-Maria
Gonzalez-Fernandez, Marcos
Miffre, Joelle
Format: Journal Article
Language: English
Place of publication: AMSTERDAM Elsevier B.V 01.10.2020
published in: Journal of banking & finance Vol. 119; pp. 105902 - 105919
ORCID: 0000-0002-0977-370X
Data of publication: October 2020
ISSN: 0378-4266
EISSN: 1872-6372
Discipline: Business
Online Access: available in Bonn?
Database: Web of Knowledge
Web of Science - Social Sciences Citation Index – 2020
Social Sciences Citation Index
Web of Science
Database information Databases - DBIS