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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Determinants of agricultural and mineral commodity prices
Frankel, Jeffrey A.; Rose, Andrew - In: Inflation in an era of relative price shocks : …, (pp. 9-59). 2010
Persistent link: https://www.econbiz.de/10008732091
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - 2013
Persistent link: https://www.econbiz.de/10009791157
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Effects of speculation and interest rates in a "carry trade" model of commodity prices
Frankel, Jeffrey A. - 2013
Persistent link: https://www.econbiz.de/10010191585
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Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices
Frankel, Jeffrey A. - 2013
The paper presents and estimates a model of the prices of oil and other storable commodities, a model that can be characterized as reflecting the carry trade. It focuses on speculative factors, here defined as the trade-off between interest rates on the one hand and market participants'...
Persistent link: https://www.econbiz.de/10012459199
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Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices
Frankel, Jeffrey A. - 2013
The paper presents and estimates a model of the prices of oil and other storable commodities, a model that can be characterized as reflecting the carry trade. It focuses on speculative factors, here defined as the trade-off between interest rates on the one hand and market participants'...
Persistent link: https://www.econbiz.de/10013075796