Hedging tension: the geopolitical risk premium in the commodity futures market

Original language	English
Pages	1-6
Number of pages	6
Volume	2023
No.	Winter
Specialist publication	Commodity Insights Digest
Publication status	Published - Dec 2023

Access to Document

• https://www.bayes-cid.com/pdf/issues/2023-winter/publications/CID-Winter-2023-Cheng-etal.pdf

Press/Media

• Why Invest In Commodities?

  Cheng, D., Liao, Y. & Pan, T.

  7/02/24

  1 item of Media coverage

  Press/Media: Research

Research output

Research output per year 2023 2023 2023

• 1 Article

Research output per year

Research output per year

• The geopolitical risk premium in the commodity futures market

  Cheng, D., Liao, Y. & Pan, Z., Aug 2023, In: Journal of Futures Markets. 43, 8, p. 1069-1090 22 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Risk Premium 100%
  • Futures Market 100%
  • Geopolitical Risks 100%
  • Beta Risk 22%
  • Commodity Derivative 22%
  32 Citations (Scopus)

  236 Downloads (Pure)

Cite this

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Cheng, D., Liao, Y., & Pan, Z. (2023). Hedging tension: the geopolitical risk premium in the commodity futures market. Commodity Insights Digest, 2023(Winter), 1-6. https://www.bayes-cid.com/pdf/issues/2023-winter/publications/CID-Winter-2023-Cheng-etal.pdf

Cheng, Daxuan ; Liao, Yin ; Pan, Zheyao. / Hedging tension : the geopolitical risk premium in the commodity futures market. In: Commodity Insights Digest. 2023 ; Vol. 2023, No. Winter. pp. 1-6.

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title = "Hedging tension: the geopolitical risk premium in the commodity futures market",

author = "Daxuan Cheng and Yin Liao and Zheyao Pan",

year = "2023",

month = dec,

language = "English",

volume = "2023",

pages = "1--6",

journal = "Commodity Insights Digest",

}

Cheng, D, Liao, Y & Pan, Z 2023, 'Hedging tension: the geopolitical risk premium in the commodity futures market' Commodity Insights Digest, vol. 2023, no. Winter, pp. 1-6. <https://www.bayes-cid.com/pdf/issues/2023-winter/publications/CID-Winter-2023-Cheng-etal.pdf>

Hedging tension: the geopolitical risk premium in the commodity futures market. / Cheng, Daxuan; Liao, Yin; Pan, Zheyao.
In: Commodity Insights Digest, Vol. 2023, No. Winter, 12.2023, p. 1-6.

Research output: Contribution to Newspaper/Magazine/Website › Article

TY - GEN

T1 - Hedging tension

T2 - the geopolitical risk premium in the commodity futures market

AU - Cheng, Daxuan

AU - Liao, Yin

AU - Pan, Zheyao

PY - 2023/12

Y1 - 2023/12

M3 - Article

VL - 2023

SP - 1

EP - 6

JO - Commodity Insights Digest

JF - Commodity Insights Digest

ER -

Cheng D, Liao Y, Pan Z. Hedging tension: the geopolitical risk premium in the commodity futures market. Commodity Insights Digest. 2023 Dec;2023(Winter):1-6.