What drives the demand for information in the commodity market?

  title={What drives the demand for information in the commodity market?},
  author={David Yechiam Aharon and Mahmoud Qadan},
  journal={Resources Policy},

Economic policy uncertainty and commodity market volatility: implications for economic recovery

As a consequence of the COVID-19 pandemic outbreak, most commodities experienced significant price drops, which were expected to continue well into 2020. As a result, the Markov switching model is

Investment Sentiment in Finance Market

  • Han ChenLiang ShanChen-Hao Wang
  • Economics
    Proceedings of the 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021)
  • 2021
Investment emotions are a huge topic in investment finance. Investment emotions influence the entire investment process, from choices to decisions to returns. However, not everyone has a deep

Expectations of Macroeconomic News Announcements: Bitcoin vs. Traditional Assets

Research on cryptocurrencies has proliferated in recent years. Our research objective was to answer the question of whether macroeconomic news from the U.S. affects Bitcoin in the same way it affects

An Application on Building Information Model to Procurement Strategy of Copper Raw Material with Big Data Analytics

This research uses big data analysis to find the key factors of copper futures price fluctuations, successfully predicts copper price fluctuations, and applies them to the purchase strategy of copper



Investor Flows and the 2008 Boom/Bust in Oil Prices

It is argued that informational frictions and the associated speculative activity may induce prices to drift away from “fundamental” values, and may result in price booms and busts.

Speculators, Commodities and Cross-Market Linkages

We use a unique, non-public dataset of trader positions in 17 U.S. commodity futures markets to provide novel evidence on those markets' financialization in the past decade. We then show that the

Predictable Behavior, Profits, and Attention

Stocks in the Shanghai market that hit upper price limits typically exhibit three characteristics: high returns, high volumes, and news coverage. We show that these price limit events attract

What moves the gold market

In this article, we provide a detailed characterization of the intraday return volatility in gold futures contracts traded on the COMEX division of the New York Mercantile Exchange. The approach

Information Markets and the Comovement of Asset Prices

Traditional asset pricing models predict that covariance between prices of different assets should be lower than what we observe in the data. This paper introduces markets for information that

The Sum of All FEARS: Investor Sentiment and Asset Prices

We use daily Internet search volume from millions of households to reveal market-level sentiment. By aggregating the volume of queries related to household concerns (e.g., "recession,"

Index Investment and the Financialization of Commodities

The authors found that, concurrent with the rapidly growing index investment in commodity markets since the early 2000s, prices of non-energy commodity futures in the United States have become