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In the past decade, evidence has been accumulated on the relationship between impulsivity and over‐indebtedness. Nevertheless, the magnitude of such association is still considered marginal compared to traditional socio‐demographic and economic factors, with the important consequence that impulsivity continues to be ignored in policy interventions for preventing and dealing with over‐indebtedness. The aim of this study was to meta‐analyse existing studies to answer the question: Are higher levels of impulsivity associated with greater over‐indebtedness? Scopus and Web of Science databases were searched for English language studies. Seventeen studies were eligible for the analysis. The random effect model yielded a significant positive association between impulsivity and over‐indebtedness (Hedges' g = .40). Type of over‐indebtedness (debt holding vs. unmanageable debt) and work status (percentage of employed individuals) significantly moderated this association. Results are discussed in terms of implications and recommendations for future research, policy and practice.

In the last few years Rare Earth Materials (REMs) prices have experienced a strong increase, due to geopolitical policies and sustainability issues. Provided that these materials at risk of supply disruptions are largely employed in the development of new technologies-such as clean energy industries-financial markets may already have included these concerns into clean energy companies evaluation. We use a multifactor market model for the period January 2006-September 2012 to analyse the impact of REMs price changes-specifically Dysprosium and Neodymium-to six clean energy indexes (NYSE-BNEF) tracking the world's most active quoted companies in the clean energy sector. Results show that during period of price increase there is a negative relation between REMs price changes and the stock market performance of clean energy indexes, specifically wind. The European clean energy index is also negatively affected and this may be relevant to policy makers considering that Europe is putting in place some relevant policy actions to support the development of the clean energy sector.

This article investigates the long-run relationship between spot and futures prices for corn and soybean. We apply cointegration methodology allowing for the presence of potentially unknown structural breaks in the commodities prices and we then study the causality relationships between spot and futures prices within each specific sub-period identified, with the aim to analyze where changes in spot and futures price originate and how they spread. Empirical estimates highlight the following evidence: i) multiple breaks exist in the cointegrating relationship between spot and futures prices for corn and soybean; ii) subperiods consequently identified express different dynamics in the causal relationship between spot and futures prices and support the idea that supply and demand fundamentals are important in explaining the 2007/08 food price increase.