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  - 2017
UR  - https://hdl.handle.net/10612/18553
AB  - [EN] We introduce a commodity futures return predictor related to “fear” about weather, disease, geopolitical and economic hazards that distress the commodity supply or demand. Using Google search volume data by 149 hazards as keywords, we define a...
LA  - eng
PB  - SSRN
KW  - Ecología. Medio ambiente
KW  - Economía
KW  - Commodity futures
KW  - Long-short portfolios
KW  - Supply and Demand
KW  - Hazards
KW  - Fear
KW  - Search activity
TI  - Hazard Fear in Commodity Markets
T2  - SSRN Electronic Journal
M2  - 92948
ER  -