What drives commodity prices?
Shu-Ling Chen, John D. Jackson, Hyeongwoo Kim, and Pramesti Resiandini
| Year of publication: |
2014
|
|---|---|
| Authors: | Chen, Shu-Ling ; Jackson, John D. ; Kim, Hyeongwoo ; Resiandini, Pramesti |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 96.2014, 5, p. 1455-1468
|
| Subject: | Commodity prices | cross-section dependence | out-of-sample forecast | panel analysis of nonstationarity in idiosyncratic and common components | US nominal exchange rate | Wechselkurs | Exchange rate | Rohstoffpreis | Commodity price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | USA | United States | Schock | Shock | Panel | Panel study | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Schätzung | Estimation | Kointegration | Cointegration | Welt | World | US-Dollar | US dollar |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011279858