Schischke, Amelie; Papenfuß, Patric; Rathgeber, Andreas - In: Empirical Economics 66 (2023) 2, pp. 883-925
In this study, we develop a framework, based on a global vector autoregression (GVAR) model, to unite two perspectives on commodity markets, the commodity-specific, single-market-centered approach, investigating the micro- and macroeconomic drivers of commodity prices, and the market...
