After decades of strong economic growth, industrialization and rising living standards, China has become a dominant player in commodity markets. This study attempts to shed light on the role of China in global commodity price dynamics.

We address the impact of speculative mortgage funding on the pricing of subprime residential mortgage loans (measured by risk premia) and securities backed by these mortgages (measured by ABX.HE indices). In this regard, we make use of techniques involving multivariate Vector Autoregressive...

This paper provides some insights into the linkages between energy consumption, carbon emissions and the sectoral components of output growth using Tunisian data over the period 1971 to 2005.Results of the long–run analysis do not support the neutrality hypothesis between energy consumption...