1. Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266.

   Full description at Econpapers || Download paper

2. Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa.
   In: Energy Economics.
   RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408.

   Full description at Econpapers || Download paper

1. Baker, S.R. ; McElroy, T.S. ; Sheng, X.S. Expectation formation following large, unexpected shocks. 2020 Rev. Econ. Stat.. 102 287-303

2. Bakshi, G. ; Gao, X. ; Rossi, A.G. Understanding the sources of risk underlying the cross-section of commodity returns. 2019 Manage. Sci.. 65 619-641

3. Ball, R. ; Kothari, S.P. Security returns around earnings announcements. 1991 Account. Rev.. 66 718-738
   Paper not yet in RePEc: Add citation now
   

4. Bannigidadmath, D. ; Truter, P.A. Do asymmetries in the Indian equity market exist during the COVID-19?. 2021 Emerg. Mark. Finance Trade. 1-14

5. Barnhart, S.W. Commodity futures prices and economic news: An examination under alternative monetary regimes. 1988 J. Futures Mark.. 8 483-510

6. Barnhart, S.W. The effects of macroeconomic announcements on commodity prices. 1989 Am. J. Agric. Econ.. 71 389-403

7. Basu, D. ; Miffre, J. Capturing the risk premium of commodity futures: The role of hedging pressure. 2013 J. Bank. Financ.. 37 2652-2664

8. Bird, R. ; Choi, D.F. ; Yeung, D. Market uncertainty, market sentiment, and the post-earnings announcement drift. 2014 Rev. Quant. Financ. Account.. 43 45-73

9. Bird, R. ; Yeung, D. How do investors react under uncertainty?. 2012 Pac.-Basin Finance J.. 20 310-327

10. Brennan, M.J. ; Wang, A.W. ; Xia, Y. Estimation and test of a simple model of intertemporal capital asset pricing. 2004 J. Finance. 59 1743-1776

11. Campbell, J.Y. ; Vuolteenaho, T. Bad beta, good beta. 2004 Amer. Econ. Rev.. 94 1249-1275

12. Cathcart, L. ; Gotthelf, N.M. ; Uhl, M. ; Shi, Y. News sentiment and sovereign credit risk. 2020 Eur. Financial Manag.. 26 261-287

13. Cheng, I. ; Kirilenko, A. ; Xiong, W. Convective risk flows in commodity futures markets. 2015 Rev. Finance. 19 1733-1781

14. Cheng, I.H. ; Xiong, W. Why do hedgers trade so much?. 2014 J. Leg. Stud.. 43 S183-S207

15. Christoffersen, P., Pan, X.N., 2015. Heterogeneous Beliefs and the Oil State Price Density. Working Paper, University of Toronto.
    Paper not yet in RePEc: Add citation now
    
16. Cochrane, J.H. Asset Pricing. 2005 Princeton University Press: New Jersey
    Paper not yet in RePEc: Add citation now
    

17. Dewally, M. ; Ederington, L.H. ; Fernando, C.S. Determinants of trader profits in commodity futures markets. 2013 Rev. Financ. Stud.. 26 2648-2683

18. Dhume, D., 2011. Using Durable Consumption Risk to Explain Commodities Returns. Working Paper, Harvard University.
    Paper not yet in RePEc: Add citation now
    

19. Dornbusch, R. Expectations and exchange rate dynamics. 1976 J. Polit. Econ.. 85 1161-1176

20. Elder, J. ; Miao, H. ; Ramchander, S. Impact of macroeconomic news on metal futures. 2012 J. Bank. Financ.. 36 51-65

21. Elton, E.J. ; Gruber, M.J. ; Rentzler, J. New public offerings, information, and investor rationality: The case of publicly offered commodity funds. 1989 J. Bus.. 62 1-15

22. Fang, L. ; Peress, J. Media coverage and the cross-section of stock returns. 2009 J. Finance. 64 2023-2052

23. Festinger, L. A Theory of Cognitive Dissonance. 1957 Stanford University Press: Stanford, CA
    Paper not yet in RePEc: Add citation now
    

24. Francis, J. ; Lafond, R. ; Olsson, P. ; Schipper, K. Information uncertainty and post-earnings-announcement-drift. 2007 J. Bus. Finance Account.. 34 403-433

25. Frankel, J.A. Expectations and commodity price dynamics: The overshooting model. 1986 Am. J. Agric. Econ.. 68 344-348

26. Frankel, J.A. ; Hardouvelis, G.A. Commodity prices, money surprises and fed credibilit. 1985 J. Money Credit Bank.. 17 425-438

27. Gao, L. ; Han, Y. ; Li, S.Z. ; Zhou, G. Market intraday momentum. 2018 J. Financ. Econ.. 129 394-414

28. Gao, L. ; Suss, S. Market sentiment in commodity futures returns. 2015 J. Empir. Financ.. 33 84-103

29. Garcia, D. Sentiment during recessions. 2013 J. Finance. 68 1267-1300

30. Gerard, X. Information uncertainty and the post-earnings announcement drift in Europe. 2012 Financ. Anal. J.. 68 51-69
    Paper not yet in RePEc: Add citation now
    

31. Ghura, D. ; Mundial, B. How Commodity Prices Respond To Macroeconomic News. 1990 International Economics Department, World Bank:

32. Gorton, G.B. ; Hayashi, F. ; Rouwenhorst, K.G. The fundamentals of commodity futures returns. 2013 Rev. Finance. 17 35-105

33. Gurun, U.G. ; Butler, A.W. Don’t believe the hype: Local media slant, local advertising, and firm value. 2012 J. Finance. 67 561-598

34. Han, Y. ; Yang, K. ; Zhou, G. A new anomaly: The cross-sectional profitability of technical analysis. 2013 J. Financ. Quant. Anal.. 48 1433-1461

35. Henderson, B.J. ; Pearson, N.D. ; Wang, L. New evidence on the financialization of commodity markets. 2014 Rev. Financ. Stud.. 28 1285-1311
    Paper not yet in RePEc: Add citation now
    

36. Hess, D. ; Huang, H. ; Niessen, A. How do commodity futures response to macroeconomic news?. 2008 Financ. Mark. Portfolio Manag.. 22 127-146

37. Hirshleifer, D. Investor psychology and asset pricing. 2001 J. Finance. 56 1533-1597

38. Hong, H. ; Yogo, M. What does futures market interest tell us about the macroeconomy and asset prices?. 2012 J. Financ. Econ.. 105 473-490

39. Kahneman, D. ; Tversky, A. Prospect theory: An analysis of decision under risk. 1979 Econometrica. 47 263-292

40. Kothari, S.P. ; Lewellen, J. ; Warner, J.B. Stock returns, aggregate earnings surprises and behavioural finance. 2006 J. Financ. Econ.. 79 537-568

41. Liu, L. ; Wang, E.Z. ; Lee, C.C. Impact of the COVID-19 pandemic on the crude oil and stock markets in the US: A time-varying analysis. 2020 Energy Res. Lett.. 1 -
    Paper not yet in RePEc: Add citation now
    

42. Loughran, T. ; McDonald, B. When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks. 2011 J. Finance. 66 35-65

43. Narayan, P.K. Oil price news and COVID-19—Is there any connection?. 2020 Energy Res. Lett.. 1 13176-
    Paper not yet in RePEc: Add citation now
    

44. Narayan, P.K. ; Bannigidadmath, D. Financial news and CDS spreads. 2021 J. Behav. Exp. Finance. 29 -

45. Narayan, P.K. ; Bannigidadmath, D. ; Narayan, S. How much does economic news influence bilateral exchange rates?. 2021 J. Int. Money Finance. -

46. Narayan, P.K. ; Narayan, S. ; Sharma, S.S. An analysis of commodity markets: what gain for investors?. 2013 J. Bank. Finance. 37 3878-3889

47. Newey, W. ; West, K. A simple, positive definite, heteroskedastic and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708

48. Padhan, R. ; Prabheesh, K.P. The economics of COVID-19 pandemic: A survey. 2021 Econ. Anal. Policy. 70 220-237

49. Roache, S.K. ; Rossi, M. The effects of economic news on commodity prices: is gold just another commodity. 2010 Q. Rev. Econ. Finance. 50 377-385

50. Salisu, A. ; Adediran, I. Uncertainty due to infectious diseases and energy market volatility. 2020 Energy Res. Lett.. 1 -
    Paper not yet in RePEc: Add citation now
    

51. Salisu, A.A. ; Akanni, L. ; Raheem, I. The COVID-19 global fear index and the predictability of commodity price returns. 2020 J. Behav. Exp. Finance. 27 -

52. Sha, Y. ; Sharma, S.S. Research on pandemics special issue of the journal emerging markets finance and trade. 2020 Emerg. Mark. Finance Trade. 56 2133-2137

53. Sharma, S.S. A note on the Asian market volatility during the COVID-19 pandemic. 2020 Asian Econ. Lett.. 1 -
    Paper not yet in RePEc: Add citation now
    

54. Sharma, S.S. ; Sha, Y. Part A: Special section on COVID-19 research. 2020 Emerg. Mark. Finance Trade. 56 3551-3553

55. Shiller, R.J. Irrational Exuberance. 2000 Princeton University Press: Princeton, NJ
    Paper not yet in RePEc: Add citation now
    
56. Singleton, K.J. Investor flows and the 2008 boom/bust in oil prices. 2013 Manage. Sci.. 60 300-318
    Paper not yet in RePEc: Add citation now
    

57. Smales, L.A. News sentiment and bank credit risk. 2016 J. Empir. Financ.. 38 37-61

58. Sockin, M. ; Xiong, W. Informational frictions and commodity markets. 2015 J. Finance. 70 2063-2098

59. Szakmary, A.C. ; Shen, Q. ; Sharma, S.C. Trend-following trading strategies in commodity futures: a re-examination. 2010 J. Bank. Financ.. 34 409-426

60. Szymanowska, M. ; de Roon, F.A. ; Nijman, T.E. ; Van den Goorbegh, R. An anatomy of commodity futures risk premia. 2014 J. Finance. 69 453-482

61. Tetlock, P. Giving content to investor sentiment: The role of media in the stock market. 2007 J. Finance. 62 1139-1168

62. Tetlock, P.C. All the news that’s fit to reprint: Do investors react to stale information?. 2011 Rev. Financ. Stud.. 24 1481-1512

63. Tetlock, P.C. ; M., Saar-Tsechansky. ; Macskassy, S. More than words: Quantifying language to measure firms’ fundamentals. 2008 J. Finance. 63 1437-1467

64. Wang, C. The behavior and performance of major types of futures traders. 2003 J. Futures Mark.. 23 1-31

65. Wei, Y., Lu, Y., Hsu, Y., 2015. News Sentiment and Cross-Section of Stock Returns in the Taiwan Stock Market. Working Paper, Social Science Research Network.
    Paper not yet in RePEc: Add citation now
    
66. Williams, C.D. Asymmetric responses to earnings news: A case for ambiguity. 2014 Account. Rev.. 90 785-817
    Paper not yet in RePEc: Add citation now
    

67. Yang, F. Investment shocks and the commodity basis spread. 2013 J. Financ. Econ.. 110 164-184

1. State dependence of the Phillips curve what does this mean for monetary policy. (2025). Rakgalakane, Jeffrey ; Reid, Monique ; Foresto, Anis.
   In: Working Papers.
   RePEc:rbz:wpaper:11080.

   Full description at Econpapers || Download paper

2. How do Macroeconomic Expectations React to Extreme Weather Shocks?. (2025). Martinez, Andrew.
   In: Working Papers.
   RePEc:gwc:wpaper:2025-001.

   Full description at Econpapers || Download paper

3. Geopolitical Risks and Economic Expectations: The Role of Trade Linkages. (2025). Cornevin, Antoine.
   In: IHEID Working Papers.
   RePEc:gii:giihei:heidwp11-2025.

   Full description at Econpapers || Download paper

4. Do natural disasters and the announcement of ENSO events have an impact on market-based measures of inflation expectations?. (2025). Parra-Amado, Daniel ; Bermudez-Cespedes, Juan Pablo ; Melo-Velandia, Luis Fernando.
   In: Borradores de Economia.
   RePEc:bdr:borrec:1315.

   Full description at Econpapers || Download paper

5. Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective. (2024). Talaga, Szymon ; Rzeszutek, Marcin ; Andersen, Jorgen Vitting ; Szyszka, Adam.
   In: Journal of Happiness Studies.
   RePEc:spr:jhappi:v:25:y:2024:i:7:d:10.1007_s10902-024-00800-4.

   Full description at Econpapers || Download paper

6. Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective. (2024). Talaga, Szymon ; Szyszka, Adam ; Andersen, Jorgen Vitting ; Rzeszutek, Marcin.
   In: Post-Print.
   RePEc:hal:journl:hal-04723512.

   Full description at Econpapers || Download paper

7. Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective. (2024). Rzeszutek, Marcin ; Talaga, Szymon ; Szyszka, Adam ; Andersen, Jorgen Vitting.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:hal-04723512.

   Full description at Econpapers || Download paper

8. Big news: Climate-disaster expectations and the business cycle. (2024). Müller, Gernot ; Schoenle, Raphael S ; Mller, Gernot J ; Dietrich, Alexander M.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:227:y:2024:i:c:s0167268124003330.

   Full description at Econpapers || Download paper

9. A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations. (2024). Oliveira, Luciano ; da Silva, Tarciso Gouveia ; Vereda, Luciano ; Savignon, Joo.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:3:p:1069-1084.

   Full description at Econpapers || Download paper

10. Political Shocks and Inflation Expectations: Evidence from the 2022 Russian Invasion of Ukraine. (2023). Potrafke, Niklas ; Dräger, Lena ; Drager, Lena ; Grundler, Klaus.
    In: VfS Annual Conference 2023 (Regensburg): Growth and the sociale Frage.
    RePEc:zbw:vfsc23:277673.

    Full description at Econpapers || Download paper

11. Inattention and the impact of monetary policy. (2023). An, Zidong ; Sheng, Xuguang Simon ; Abozaid, Salem.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:38:y:2023:i:4:p:623-643.

    Full description at Econpapers || Download paper

12. Raiders of the lost high‐frequency forecasts: New data and evidence on the efficiency of the Feds forecasting. (2023). Levinson, Trace J ; Chang, Andrew C.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:38:y:2023:i:1:p:88-104.

    Full description at Econpapers || Download paper

13. Great or grim? Disagreement about Brexit, economic expectations and household spending. (2023). Wei, Zhiwu ; Yao, Yao ; Kuang, Pei ; Luca, Davide.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119200.

    Full description at Econpapers || Download paper

14. Households’ inflation expectations and concern about climate change. (2023). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves ; Poinelli, Andrea.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:80:y:2023:i:c:s0176268023000952.

    Full description at Econpapers || Download paper

15. Uncertainty, imperfect information, and expectation formation over the firm’s life cycle. (2023). ZHANG, Hongyong ; Senga, Tatsuro ; Chen, Cheng ; Sun, Chang.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:140:y:2023:i:c:p:60-77.

    Full description at Econpapers || Download paper

16. Conditional macroeconomic survey forecasts: Revisions and errors. (2023). Glas, Alexander ; Heinisch, Katja.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:138:y:2023:i:c:s0261560623001286.

    Full description at Econpapers || Download paper

17. What is the role of perceived oil price shocks in inflation expectations?. (2023). An, Zidong ; Sheng, Xuguang Simon ; Zheng, Xinye.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004486.

    Full description at Econpapers || Download paper

18. Gas price expectations of Chinese households. (2023). Binder, Carola ; An, Zidong ; Sheng, Xuguang Simon.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001202.

    Full description at Econpapers || Download paper

19. Monetary policy transmission modeling and policy responses. (2023). Xu, Xin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001760.

    Full description at Econpapers || Download paper

20. What drives economic growth forecast revisions?. (2023). Ricci, Luca ; Hadzi-Vaskov, Metodij ; Hadzivaskov, Metodij ; Werner, Alejandro Mariano ; Zamarripa, Rene.
    In: Review of International Economics.
    RePEc:bla:reviec:v:31:y:2023:i:3:p:1068-1092.

    Full description at Econpapers || Download paper

21. Flight to climatic safety: local natural disasters and global portfolio flows. (2023). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio ; Natoli, Filippo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1420_23.

    Full description at Econpapers || Download paper

22. Inflation expectations and climate concern. (2022). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves ; Poinelli, Andrea.
    In: Discussion Papers.
    RePEc:zbw:bubdps:122022.

    Full description at Econpapers || Download paper

23. The Term Structure of Uncertainty: New Evidence from Survey Expectations. (2022). McElroy, Tucker ; Binder, Carola ; Sheng, Xuguang S.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:1:p:39-71.

    Full description at Econpapers || Download paper

24. Inflation Levels and (In)Attention. (2022). Tang, Jenny ; Bracha, Anat.
    In: Working Papers.
    RePEc:fip:fedbwp:93857.

    Full description at Econpapers || Download paper

25. Uncertainty in long-term macroeconomic forecasts: Ex post evaluation of forecasts by economics researchers. (2022). MORIKAWA, MASAYUKI.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:8-15.

    Full description at Econpapers || Download paper

26. News and uncertainty about COVID-19: Survey evidence and short-run economic impact. (2022). Schoenle, Raphael ; Müller, Gernot ; Kuester, Keith ; Muller, Gernot J ; Dietrich, Alexander M.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:129:y:2022:i:s:p:s35-s51.

    Full description at Econpapers || Download paper

27. What type of information calls the attention of forecasters? Evidence from survey data in an emerging market. (2022). Oliveira, Luciano ; de Mendonça, Helder ; de Azevedo, Mateus ; Vereda, Luciano ; de Mendona, Helder Ferreira.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001255.

    Full description at Econpapers || Download paper

28. Forecasting unemployment insurance claims in realtime with Google Trends. (2022). Brave, Scott ; Aaronson, Daniel ; Fogarty, Michael ; Sacks, Daniel W ; Seo, Boyoung ; Butters, Andrew R.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:2:p:567-581.

    Full description at Econpapers || Download paper

29. Overreaction through Anchoring. (2022). Bürgi, Constantin ; Ortiz, Julio L.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10193.

    Full description at Econpapers || Download paper

30. Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S.
    In: BIS Working Papers.
    RePEc:bis:biswps:1024.

    Full description at Econpapers || Download paper

31. Conditional macroeconomic forecasts: Disagreement, revisions and forecast errors. (2021). Glas, Alexander ; Heinisch, Katja.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:72021.

    Full description at Econpapers || Download paper

32. Consumer inflation expectations, income changes and economic downturns. (2021). Tsiaplias, Sarantis.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:36:y:2021:i:6:p:784-807.

    Full description at Econpapers || Download paper

33. Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation. (2021). Sheng, Xuguang Simon ; Meyer, Brent ; Parker, Nicholas B.
    In: Working Papers.
    RePEc:gwc:wpaper:2021-002.

    Full description at Econpapers || Download paper

34. Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation. (2021). Sheng, Xuguang Simon ; Meyer, Brent ; Parker, Nicholas B.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:90556.

    Full description at Econpapers || Download paper

35. A new method to assess the degree of information rigidity using fixed-event forecasts. (2021). Oliveira, Luciano ; da Silva, Tarciso Gouveia ; Vereda, Luciano ; Savignon, Joo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:4:p:1576-1589.

    Full description at Econpapers || Download paper

36. Expectation formation following pandemic events. (2021). Liu, Dingqian ; An, Zidong ; Wu, Yuzheng.
    In: Economics Letters.
    RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000161.

    Full description at Econpapers || Download paper

37. Economic news and the cross-section of commodity futures returns. (2021). Narayan, Paresh Kumar ; Bannigidadmath, Deepa.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000848.

    Full description at Econpapers || Download paper

38. Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data. (2020). Uctum, Remzi ; el Ouadghiri, Imane.
    In: Post-Print.
    RePEc:hal:journl:hal-03319091.

    Full description at Econpapers || Download paper

39. Expectation Formation and the Persistence of Shocks. (2020). Bürgi, Constantin.
    In: Working Papers.
    RePEc:gwc:wpaper:2020-005.

    Full description at Econpapers || Download paper

40. What Does Forecaster Disagreement Tell Us about the State of the Economy?. (2020). Sinclair, Tara ; Bürgi, Constantin ; Burgi, Constantin.
    In: Working Papers.
    RePEc:gwc:wpaper:2020-001.

    Full description at Econpapers || Download paper

41. Uncertainty, Imperfect Information, and Expectation Formation over the Firms Life Cycle. (2020). ZHANG, Hongyong ; Senga, Tatsuro ; chen, cheng ; Sun, Chang.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8468.

    Full description at Econpapers || Download paper

42. Forward Guidance and Expectation Formation: A Narrative Approach. (2020). Sutherland, Christopher.
    In: Staff Working Papers.
    RePEc:bca:bocawp:20-40.

    Full description at Econpapers || Download paper

Report date: 2025-09-24 16:45:47 || Missing content? Let us know