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Revised HWWA commodity price index
Matthies, Klaus - In: Intereconomics : review of European economic policy 38 (2003) 6, pp. 350-352
Persistent link: https://www.econbiz.de/10001842265
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Commodity prices as a leading indicator of inflation
Boughton, James M.; Branson, William - 1988
Persistent link: https://www.econbiz.de/10000123934
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Commodity prices as a leading indicator of inflation
Boughton, James M.; Branson, William H. - 1988
Persistent link: https://www.econbiz.de/10000758290
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Is commodity index investing profitable?
Fethke, Tobias; Prokopczuk, Marcel - 2018
Persistent link: https://www.econbiz.de/10011869031
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Is commodity index investing profitable?
Fethke, Tobias; Prokopczuk, Marcel - 2018
Using a comprehensive dataset of first, second and third generation commodity indices, we investigate the potential diversification benefits in equity-bond portfolios. The results show that first generation commodity indices are outperformed by enhanced indices. Second generation indices provide...
Persistent link: https://www.econbiz.de/10011879959
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Measuring index investment in commodity futures markets
Sanders, Dwight R.; Irwin, Scott H. - In: The energy journal 34 (2013) 3, pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
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Does index speculation impact commodity prices? : an intraday analysis
Tse, Yiuman; Williams, Michael - In: The financial review : the official publication of the … 48 (2013) 3, pp. 365-383
Persistent link: https://www.econbiz.de/10009782136
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Commodity Prices As a Leading Indicator of Inflation
International Monetary Fund - 1988
significantly improves the fit of regressions of a multi-country consumer price index. However, there does not appear to be a …
Persistent link: https://www.econbiz.de/10014396014