TY  - JOUR 
AU  - Facultad de Ciencias Economicas y Empresariales
AU  - Fernández Pérez, Adrián
AU  - Fuertes, Ana María
AU  - González Fernández, Marcos
AU  - Miffre, Joelle
AU  - Economia Financiera y Contabilidad
DA  - 2020
SN  - 0378-4266
UR  - https://hdl.handle.net/10612/21343
AB  - [EN] We examine the commodity futures pricing role of active attention to weather, disease, geopolitical or economic threats or “hazard fear” as proxied by the volume of internet searches by 149 query terms. A long-short portfolio strategy that sorts...
LA  - eng
PB  - Elsevier
KW  - Finanzas
KW  - Commodity futures
KW  - Fear
KW  - Attention
KW  - Hazards
KW  - Internet searches
KW  - Sentiment
KW  - Longshort portfolios
TI  - Fear of hazards in commodity futures markets
DO  - 10.1016/J.JBANKFIN.2020.105902
T2  - Journal of Banking & Finance
VL  - 119
M2  - 105902
ER  -