Tag: Predictability

Market greenness predicts liquidity shocks
Market greenness predicts liquidity shocks tied to ESG investor preferences, and ESG-related liquidity better explains stock returns than standard measures during 2015-2019.

SOI spillovers were strongest for SAFEX maize
Time-frequency analysis of Southern Oscillation Index spillovers to grain futures reveals regional asymmetries in climate vulnerability, with SAFEX maize showing significant SOI predictive capacity.



