We examine return and volatility transmission between the newly established crude oil
futures in China and international major crude oil futures markets using intraday data. For …

Abstract The Russian invasion of Ukraine in late February 2022 marks the beginning of a
new phase in history. For the first time since September 1939, a dictator has invaded a …

Over the last two decades, three countries in the Black Sea Region—Russia, Ukraine, and
Kazakhstan—became global leaders in grain production and trade, and replaced the USA …

During geopolitical crises, the price stability of agricultural commodities is critical for national
security. Understanding the dynamics of pricing power between the US and China and how …

We investigate forward‐looking commodity price volatility expectations (proxied by option‐
implied volatilities or IVols) around scheduled US Department of Agriculture (USDA) reports …

A vast literature on market integration and price transmission has accumulated over the last
half century. This literature has received major impetus, first from the introduction of …

The purpose of this study is to analyze the impact of the growth of the Brazilian winter corn
crop on the dynamics between domestic Brazilian prices and international prices as well as …

Black Sea wheat exporters, led by Russia, dominate Egypt's wheat imports via a tender
system. The tenders are managed by the GASC and their outcomes are communicated …

The CFTC's Commitments of Traders reports (DCOT and SCOT) are a key source of
information about the open interest in commodity derivatives markets. While informative …

Price discovery is the incorporation of information to prices through the actions of traders.
Previous studies in financial markets have found evidence that informed traders may submit …