Search Results - subject:"COMMODITY PRICES"

New transmission channels of ECB's unconventional monetary policies

Asafo, Shuffield Seyram; Riccetti, Luca - In: International journal of computational economics and … 14 (2024) 3, pp. 284-305

Persistent link: https://www.econbiz.de/10015062793

Do price caps assist monetary authorities to control inflation? : examining the impact of the natural gas price cap on TTF spikes

Goodell, John W.; Gurdgiev, Constantin; Paltrinieri, Andrea - In: Energy economics 131 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014637621

The role of index traders in the financialization of commodity markets : a behavioral finance approach

Aït-Youcef, Camille; Joëts, Marc - In: Energy economics 136 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015046650

Inflation comovement in emerging economies : the facts and impact of global prices

Inogamov, Samigjon; Leon-Gonzalez, Roberto - In: Journal of Asian economics 94 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015407625

Commodity prices and global inflation, 1851-1913

Gerlach, Stefan; Stuart, Rebecca - 2021

This paper uses annual data to study the interaction of consumer and commodity prices in 15 economies over the period … 1850-1913. We find that consumer price inflation in all 15 countries co-moves with a broad measure of changes in commodity … prices. Consumer prices comove most strongly with changes in metal prices, in particular pig iron prices. Furthermore …

Persistent link: https://www.econbiz.de/10013394359

Short-term inflation projections model and its assessment in Latvia

Bessonovs, Andrejs; Krasnopjorovs, Olegs - In: Baltic Journal of Economics 21 (2021) 2, pp. 184-204

This paper builds a short-term inflation projections (STIP) model for Latvia. The model is designed to forecast highly disaggregated consumer prices using cointegrated ARDL approach of [Pesaran, M., & Shin, Y. (1998). An Autoregressive Distributed Lag Modelling Approach to Cointegration...

Persistent link: https://www.econbiz.de/10013470760

Real exchange rates and primary commodity prices: Mussa meets Backus-Smith

Ayres, João; Hevia, Constantino; Nicolini, Juan Pablo - 2021

We show that explicitly modeling primary commodities in an otherwise totally standard incomplete markets open economy model can go a long way in explaining the Mussa puzzle and the Backus-Smith puzzle, two of the main puzzles in the international economics literature.

Persistent link: https://www.econbiz.de/10014518094

Regime-dependent commodity price dynamics: A predictive analysis

Crespo Cuaresma, Jesús; Fortin, Ines; Hlouskova, Jaroslava - 2021

We develop an econometric modelling framework to forecast commodity prices taking into account potentially different …

Persistent link: https://www.econbiz.de/10012416126

The dynamic spillover effects of macroeconomic and financial uncertainty on commodity markets uncertainties

Ben Haddad, Hedi; Mezghani, Imed; Gouider, Abdessalem - In: Economies 9 (2021) 2, pp. 1-22

The present paper has two main objectives: first, to accurately estimate commodity price uncertainty; and second to analyze the uncertainty connectedness among commodity markets and the macroeconomic uncertainty, using the time-varying vector-autoregressive (TVP-VAR) model. We use eight main...

Persistent link: https://www.econbiz.de/10013199829

Investigating the impact of trade disruptions on price transmission in commodity markets: An application of threshold cointegration

Mann, Janelle; Brewin, Derek - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-7

Threshold cointegration is introduced as an econometric technique to model the impact of trade disruptions on spatial price transmission in commodity markets so that market participants and policy makers can understand the global impact of trade disruptions on prices. The threshold cointegration...

Persistent link: https://www.econbiz.de/10013201134