Search Results - subject:"COMMODITY PRICES"

VALIDITY OF THE RYBCZYNSKI AND STOLPER-SAMUELSON THEOREMS UNDER VARIABLE RETURNS TO SCALE.

WONG, K-Y. - Department of Economics, University of Washington - 1989

Persistent link: https://www.econbiz.de/10005784973

MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE.

BAILLIE, R.T.; MYERS, R.J. - Graduate School of Business, Columbia University - 1989

Persistent link: https://www.econbiz.de/10005675199

INTEGRATION AMONG CASH AND FUTURES PRICES IN THE COPPER MARKET.

BUDGE, C. - Graduate School of Business, Columbia University - 1988

Persistent link: https://www.econbiz.de/10005487215

SPECULATION AND PRICE VOLATILITY.

HONG, B.G. - Graduate School of Business, Columbia University - 1988

Persistent link: https://www.econbiz.de/10005487217

DETERMINANTS OF LIQUIDITY COSTS IN COMMODITY FURURES MARKETS.

THOMPSON, S.; WALLER, M.L. - Graduate School of Business, Columbia University - 1988

Persistent link: https://www.econbiz.de/10005647019

Output, Inflation and Commodity Prices

Moutos, Thomas; Vines, David - C.E.P.R. Discussion Papers - 1988

prices and the rest of the economy. We study the role of commodity prices in a disinflation program, the role of commodity … of primary commodities. One of our main concerns is to draw an analogy between the roles of commodity prices and of …The purpose of this paper is to provide a simple model which illuminates the interdependence between primary commodity …

Persistent link: https://www.econbiz.de/10005791762

CO-MOVEMENTS IN RELATIVE COMMODITY PRICES AND INTERNATIONAL FLOWS: A SIMPLE MODEL

JONES, R.W. - University of Rochester - Center for Economic Research … - 1988

Persistent link: https://www.econbiz.de/10005698200

An Aggregate Model of Output, Inflation and Interest Rates for Industrialised Countries

Beenstock, Michael - C.E.P.R. Discussion Papers - 1987

. The model includes equations for GDP, inflation, interest rates and non-oil commodity prices. GDP and inflation reflect … the evolution of aggregate supply and demand while commodity prices vary directly with economic activity and real oil …

Persistent link: https://www.econbiz.de/10005504228

Primary Commodity Prices, the Business Cycle and the Real Exchange Rate of the Dollar

van Wijnbergen, Sweder - C.E.P.R. Discussion Papers - 1985

sensitivity and the secular decline of real commodity prices. …

Persistent link: https://www.econbiz.de/10005281374

An Analysis of the Variance and Distribution of Commodity Price Changes

Taylor, Stephen J.; Kingsman, Brian G. - In: Australian Journal of Management 4 (1979) 2, pp. 135-149

A method of jointly estimating the time-dependent variance of daily commodity price changes and their distribution is presented. The data are copper spot prices (1966-74) and sugar futures prices (1961-73), for London contracts. Much of the leptokurtosis observed in the price change...

Persistent link: https://www.econbiz.de/10010769377