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 -