Commodities, Volume 3, Issue 2

In this study, we investigate the ability of three higher-order risk-neutral return cumulants to predict short maturity (weekly) returns of oil futures. Our data includes weekly West Texas Crude Oil futures options that expire in 7 days (7DTE). Using...

We revisit, and document new facts regarding, the financialization of U.S. energy markets in 2000–2010. We show that, after controlling for macroeconomic factors and physical energy market fundamentals, the strength of energy markets’ co-...

The COVID-19 pandemic, with increased home cooking and decreased restaurant dining, significantly altered seafood consumption patterns. By applying an ordered logit model to identify factors affecting seafood consumption during the pandemic, this stu...

This study aims to investigate the impact of the banking sector on economic growth and commodity prices. Through panel data analysis, the research explores the relationship between the banking sector and economic growth in Spain, France, and Romania...

The Seychelles blue bond is an innovative finance mechanism that has played a pivotal role in shaping the global landscape of blue bonds. Seychelles leadership in the blue economy sets a significant precedent. However, this precedent has also raised...

This study presents a comprehensive bibliometric analysis conducted in R Studio of the scientific landscape regarding commodity markets, trading strategies, sustainable production, integration of technologies such as machine learning, and their econo...