Journal of Risk and Financial Management

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Special Issue Editor

Dr. Amine Ben Amar

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Guest Editor

1. Faculty of Finance, Africa Business School, UM6P University, Ben Guerir, Morocco
2. Laboratoire d'Economie, University of Picardie Jules Vernes, Management & Innovation - LEFMI [UR 4286], Amiens, France
Interests: commodity markets; environmental economics; financial markets

Special Issue Information

Dear Colleagues,

This Special Issue on "Research on Financial and Commodity Markets: Emerging Trends and Challenges" aims to gather a collection of research articles that explore various aspects of commodity and other financial markets (e.g., stock markets, crypto-currencies markets, bond markets, FX markets, etc.) and their interconnections, with a particular emphasis on the impact of current events such as the war in Ukraine and the COVID-19 crisis. The focus of the issue is to provide a comprehensive examination of the current state of research on financial and commodity markets, and to identify relevant areas for future research.

The scope of this Special Issue covers topics such as market structure, price formation, volatility, financialization, asset allocation, risk management, and market efficiency. It also includes studies on the impact of policy and regulatory measures on financial and commodity markets, as well as the relationship between these markets and the global economy.

The purpose of this issue is to provide a platform for researchers, practitioners, and policymakers to exchange ideas and share their insights on the latest developments in financial and commodity markets. The ultimate goal is to advance our understanding of these markets and their role in the economy, and to inform the development of policies and strategies that promote market stability and efficiency.

This Special Issue will be a valuable addition to the existing literature on financial and commodity markets by providing an in-depth exploration of the current state of research, and by highlighting areas for future research. This issue will be of interest to scholars and practitioners working in the fields of finance, economics, and business, and will provide a useful resource for those who seek to gain a deeper understanding of financial and commodity markets.

Dr. Amine Ben Amar
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

commodity markets
financial markets
financialization
price formation
risk management
financial market integration
extreme events
geopolitical risk

Published Papers (2 papers)

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Research

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21 pages, 6062 KiB

Open AccessArticle

Commodity Prices and the US Business Cycle

by Matthew van der Nest and Gary van Vuuren

J. Risk Financial Manag. 2023, 16(10), 462; https://doi.org/10.3390/jrfm16100462 - 23 Oct 2023

Viewed by 1904

Abstract

This article explores the relationship between commodity price cycles and the US business cycle. Commodity price cycles are known to foster capricious macroeconomic activity, and understanding their behaviour offers valuable economic insight. The US business cycle is a key indicator of the broader economic conditions, reflecting changes in economic activity, consumer spending, and overall market conditions. By examining the dynamics and interplay between these two cycles, this study provides insights into the potential synchronisation, lag, or lead between commodity price cycles and the US business cycle. The study employs a Fourier analysis of commodity price cycles and the US business cycle. In addition, the same empirical method will be used to analyse historical rainfall patterns in the US as a means of furthering the role of historical rainfall patterns in shaping agricultural productivity and subsequent price movements. Results show dominant cycles of 14.2 years throughout the commodity price dataset, 3.8 years within the US business cycle, and 14.2 years in US historical rainfall patterns. The study also identifies several factors that influence the relationship between these two cycles, including global demand, trade policies, and financial market fluctuations. Full article

(This article belongs to the Special Issue Research on Financial and Commodity Markets: Emerging Trends and Challenges)

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Review

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25 pages, 3780 KiB

Open AccessReview

Analyzing Trends in Green Financial Instrument Issuance for Climate Finance in Capital Markets

by Purity Maina, Balázs Gyenge, Mária Fekete-Farkas and Anett Parádi-Dolgos

J. Risk Financial Manag. 2024, 17(4), 145; https://doi.org/10.3390/jrfm17040145 - 4 Apr 2024

Viewed by 951

Abstract

Numerous stakeholders concur that tackling the climate change effect requires massive financial mobilization from the public and private sectors to reduce the climate financing gap. Capital markets are among the key players fostering this mobilization by issuing green financial instruments and facilitating capital flows to green investments. The study aimed to conduct a bibliometric analysis to fill a knowledge gap by evaluating the status and linkages in the literature on capital markets’ green financial instrument issuances. We utilized the Bibliometrix R package and VOS viewer to analyze 314 relevant publications from the Web of Science in 2017–2023 following the Sustainable Stock Exchanges’ green finance voluntary action plan. The analysis entailed mapping the scientific production trends, journal significance, author productivity, keyword linkages, emerging and trending topics, and collaborations within social structures. Further, the study assessed the applicability of Bradford’s, Zipf’s, and Lotka’s bibliometric laws. We highlight six conclusions based on the analysis, their relevance to various stakeholders, and future research directions. The findings are essential in enhancing the decision-making process of policymakers, corporations, responsible investors, and researchers interested in understanding the effectiveness and impact of green financial instruments. Full article

(This article belongs to the Special Issue Research on Financial and Commodity Markets: Emerging Trends and Challenges)

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