Hammoudeh, Shawkat M.; Nguyen, Duc Khuong; Sousa, Ricardo M. - 2022
interest rate shock has a negative and persistent effect on commodity prices. Additionally, beverages and metals are the … (energy) commodity prices are less affected by this shock. Moreover, we show that while adjusting the growth rate of the … commodities whose prices fall most in response to changes in the Chinese monetary policy. In what concerns the positive shock to …