While prior literature documents a link between macroeconomic news and price jumps, this
paper demonstrates two channels through which economic announcements also manifest in …

This paper explores how the 2016 US Prime Money Market Funds (PMMFs) regulation
affected the crude oil market. This reform led to an increase in short-term dollar borrowing …

This paper examines the impact of European Central Bank (ECB) monetary policy decisions
on oil prices and liquidity using an event study with intraday data. We analyse the period …

This study investigates the impact of news implied volatility (NVIX) and its two sub‐
components (news about stock markets, SMI, and news about banks and other financial …

This study investigates the volatility dynamics of oil and gas prices in an environment
characterized by post-coronavirus disease 2019 recovery, uncertainty, high inflation, and …

The article sheds light on price jump risk in corn futures prices in the era of electronic trading
and after the shift to real‐time announcement of USDA reports. Using intraday prices from …

How to effectively manage risk is an important issue that the financial and commodity
industries face. One of the issues is the estimation of the financial and consumption asset …

The sentiments of market participants may be aroused when a sharp rise (fall) in oil prices is
emitted. In this study, we take the trading signal emitted by the technical indicator into …

This article examines the relationship between the unconventional monetary policies and
precious metal futures markets by employing an asymmetric conditional volatility …

The impact of monetary policy surprises from the USA on volatility of oil returns are
examined over a period of instability from January 5, 2004 through December 31, 2008 …