Search Results - subject:"COMMODITY PRICES"

Hedging import commodity prices for BRICS nations

Ning, Zi “Nancy”; Tucker, Alan L. - In: Global Finance Journal 22 (2011) 2, pp. 182-190

BRICS nations have recently witnessed substantial increases in core import commodity prices that portend the … hedging import commodity prices. The hedging instrument examined here exploits the negative correlation between commodity …

Persistent link: https://www.econbiz.de/10011039287

Commodity price volatility

Devlin, Will; Woods, Sarah; Coates, Brendan - In: Economic Roundup (2011) 1, pp. 1-12

High and volatile commodity prices have returned as a significant global issue, with the prices of many commodities …

Persistent link: https://www.econbiz.de/10010583591

The effect of inflation on real commodity prices

Reicher, Christopher; Utlaut, Johannes - Institut für Weltwirtschaft (IfW) - 2011

Recent research has shown that economic conditions have an important effect on real commodity prices. We quantify the … demand gives a realistic response of real commodity prices to inflation. Based on historical simulations, shocks to inflation … contribution of fluctuations in inflation to this particular link. In the data, a temporary rise in inflation causes real commodity …

Persistent link: https://www.econbiz.de/10009292398

Commodity Prices and Domestic Inflation in India

Joshi, Ajit R.; Acharya, Debashis - In: Global Journal of Emerging Market Economies 3 (2011) 2, pp. 223-246

In this article, the relationship between international prices of primary commodities and domestic inflation in India has been explored empirically for the period 1994 to 2007. For this purpose a commodity price index with international price quotations and domestic WPI weights has been...

Persistent link: https://www.econbiz.de/10009393937

Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach

Chen, Yu-chin; Tsay, Wen-Jen - Institute of Economics, Academia Sinica - 2011

This paper presents a generalized autoregressive distributed lag (GADL) model for conducting regression estimations that involve mixed-frequency data. As an example, we show that daily asset market information - currency and equity mar- ket movements - can produce forecasts of quarterly...

Persistent link: https://www.econbiz.de/10008871272