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An autoregressive approach to modeling commodity prices as a quasi-fractional Brownian motion

Turvey, Calum Greig; Wongsasutthikul, Paitoon - In: Agricultural finance review 76 (2016) 1, pp. 54-75

Persistent link: https://www.econbiz.de/10011695541

Introducing distances between commodity markets : the case of the US and UK natural gas

Geman, Hélyette; Liu, Bo - In: Advanced modelling in mathematical finance : in honour …, (pp. 93-105). 2016

Persistent link: https://www.econbiz.de/10011800340

How to cope with volatile commodity export prices : three proposals

Frankel, Jeffrey A. - In: Rethinking the macroeconomics of resource-rich countries, (pp. 35-44). 2018

Persistent link: https://www.econbiz.de/10012055906

Financialization of commodity markets

Włodarczyk, Bogdan; Szturo, Marek - In: Contemporary Trends and Challenges in Finance : …, (pp. 99-108). 2018

Persistent link: https://www.econbiz.de/10013369125

The macroeconomics shocks and the Brazilian agricultural price evolution : a VAR analysis approach

Spolador, Humberto Francisco Silva; Barros, Geraldo … - 2011

The findings presented in this paper come from our study of the effects of Brazilian macroeconomic policy on the Brazilian Farm [product] Price Index using an adapted version of Frankel's (1986 & 2006) theoretical model. The study examined the connection between Brazilian farm prices and...

Persistent link: https://www.econbiz.de/10011548191

A semantic-based analytics architecture and its application to commodity pricing

Behnaz, Ali; Natarajan, Aarthi; Rabhi, Fethi A.; Peat, … - In: Enterprise applications, markets and services in the …, (pp. 17-31). 2017

Persistent link: https://www.econbiz.de/10011615964

Persistent growth slowdowns in fast-growing middle-income economies

Sőreg, Krisztina - In: Acta oeconomica : periodical of the Hungarian Academy … 67 (2017), pp. 97-111

Persistent link: https://www.econbiz.de/10011754851

World shocks, world prices, and business cycles : an empirical investigation

Fernández, Andrés; Schmitt-Grohé, Stephanie; Uribe, … - In: Journal of international economics 108 (2017), pp. 2-14

Persistent link: https://www.econbiz.de/10011915826

Monetary regimes to cope with volatile commodity export prices : two proposals

Frankel, Jeffrey A. - In: Rethinking the macroeconomics of resource-rich countries, (pp. 45-54). 2018

Persistent link: https://www.econbiz.de/10012058181

Global cycles : capital flows, commodities, and sovereign defaults, 1815-2015

Reinhart, Carmen M.; Reinhart, Vincent; Trebesch, Christoph - In: The American economic review 106 (2016) 5, pp. 574-580

Persistent link: https://www.econbiz.de/10011700233