Did grain futures prices overreact to the Russia–Ukraine war due to herding?
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DOI: 10.1016/j.jcomm.2024.100422
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More about this item
Keywords
Russia–Ukraine war; War premium; Event study; Behavioral finance; Herding;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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