Search Results - subject_exact:"Commodity market"

Shifting sands : how major events shape gold futures in the Indian commodity market

Goel, Richa; Sidana, Neeru; Bhattacharjee, Anindita; … - 2025

This research examines how significant world events affect the gold future commodity market, giving investors a grasp of the fundamental dynamics influencing precious metal investments in precarious market conditions. This paper evaluates the risk and return of gold futures in India from 2020 to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016084920

Portfolio diversification opportunities in Indian stock and commodity markets using TVP VAR extended joint connectedness approach

Sharma, Ishwar; Bamba, Meera; Verma, Bhawana; Verma, Bharti - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015677353

The 50-year-old oil crisis and its impact on the global economy : a bibliometric analysis

Mim, Tahmina Akther; Kathiravan, Chinnadurai; Maniam, … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014634869

Agricultural commodities market reaction to COVID-19

Iuga, Iulia Cristina; Mudakkar, Syeda Rabab; Dragolea, … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015052826

Commodity export dependence, external shocks and agrifood systems : an analysis of the transmission channels of commodity terms of trade shocks

Nalin, Lorenzo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613978

Return and volatility spillover in equity and commodity market : some Indian evidence

Sethy, Tapas Kumar; Tripathy, Nalini Prava - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015156671

Systemic risk transmission in commodity markets

Georgescu, Irina - 2026

This paper investigates tail-risk transmission and asymmetric dependence in commodity markets using an asymmetric fuzzy vine copula framework applied to gold, crude oil, natural gas, and silver from 1 January 2015 to 1 January 2025, extracted from Yahoo Finance. Bootstrap-based trapezoidal fuzzy...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614141

Future-spot relationship in commodity market : a comparison across commodity segments in India

Kaura, Ruchika; Rajput, Namita - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015163104

The dynamic relationship between natural gas and commodity prices through the Russian-Ukrainian crisis framework

Amamou, Souhir Amri; Bargaoui, Saoussen Aguir; Ifa, Adel - 2026

This paper aims to investigate the sensitivity of the gas market: Russian Natural Gas and Liquefied Gas, to other commodity categories. It sheds light on the Russian-Ukrainian crisis by using an Autoregressive Distributed Lag model on daily prices of Russian Natural Gas, Liquefied Natural Gas,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015603758

Connectedness and risk spillover in China's commodity futures sectors

Long, Jun; Yuan, Xianghui; Jin, Liwei; Zhao, Chencheng - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014536684

Long memory in Kenyan commodity prices

Caporale, Guglielmo Maria; Njoroge, Mwangi Victor; … - 2026

This study investigates the long-memory properties of the prices of three Kenyan commodities (tea, coffee and horticultural products) by applying fractional integration methods to monthly data spanning the period from August 1998 to December 2024. The empirical results provide evidence of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015626665

Extreme connectedness among energy transition metals and commodity markets

Bastianin, Andrea; Casoli, Chiara; Kočenda, Evžen; … - 2026

The global energy transition is reshaping commodity demand, yet its implications for commodity risk transmission remain unclear. We analyze connectedness among Energy Transition Metals (ETMs) - a subset of metals that are key inputs in clean energy technologies - energy commodities, and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015641855

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Extreme connectedness among energy transition metals and commodity markets

Bastianin, Andrea; Casoli, Chiara; Kočenda, Evžen; … - 2026

Book / Working Paper

Extreme connectedness among energy transition metals and commodity markets

Bastianin, Andrea; Casoli, Chiara; Kočenda, Evžen; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628024

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Extreme connectedness among energy transition metals and commodity markets

Bastianin, Andrea; Casoli, Chiara; Kočenda, Evžen; … - 2026

Book / Working Paper

The U.S. dollar as a dollar-channel proxy in gold return dynamics : evidence from 2000-2025

Sayegh, Rosette Ghossoub; Accary, Johnny - 2026

This study examines the determinants of gold returns over the period 2000-2025, a period marked by recurrent financial crises, geopolitical tensions, and major shifts in global monetary conditions. As gold represents both a strategic commodity and a key reserve asset, understanding the channels...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628650

From principles to practice : operationalising Europe’s critical raw materials strategy

Correia, Vitor; Falck, W. Eberhard; Hamor, Tamás; … - 2026

Europe's Critical Raw Materials Act faces a fundamental implementation barrier: community opposition has emerged as the decisive constraint on new mining projects, not geology or economics. With 85% of known domestic mineral deposits lying within or near environmentally protected areas,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015637637

Crisis-regime dynamic volatility spillovers in U.S. commodity markets : a Bayesian mixture-identified SVAR approach

Deng, Xinyan; Aruga, Kentaka; Tang, Chaofeng - 2026

Conventional VAR-based volatility spillover measures rely on homoskedasticity and single-Gaussian assumptions, limiting their ability to capture structural breaks and heterogeneous shocks during crises. This study develops a flexible framework to analyze volatility transmission in U.S. commodity...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015639153

From trash to treasure : trade insights on raw material substitution

Gourevich, Isabella - 2026

Recycling and waste trade are increasingly important for mitigating supply risks and en-vironmental concerns associated with raw material imports, yet little is known about the economic and technical potential for substitution between recycled and virgin materials. This paper estimates...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015643221

Commodity Markets Outlook, April 2026

2026

The war in the Middle East represents a historic shock to commodity markets, resulting in the largest oil supply loss on record. Assuming the most acute phase of commodity trade disruptions ends shortly and shipping volumes gradually return to near prewar levels by October, average commodity...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015656090

Understanding the post-COVID-19 pandemic surge in food price inflation : background paper for The State of Food Security and Nutrition in the World 2025

Peersman, Gert - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015650871

The natural resources curse and critical raw materials : comparing dependence and abundance measures

Viguié, Noé - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015636941

What drives mineral commodity prices? : a historical perspective on demand and supply dynamics

Capliez, Romain; Grekou, Carl; Hache, Emmanuel; Mignon, … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671083

Oil price transmission, synthetic-rubber substitution, and inventory regimes in China-Thailand rubber markets

Montchai Pinitjitsamut - 2026

This paper examines how international crude-oil price movements are transmitted to natural-rubber prices through the petrochemical-synthetic-rubber chain, with implications for Thailand as the world's leading natural-rubber exporter and China as the dominant consumer. Using monthly data from...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676349

Critical raw materials : dispatch from Montenegro

Kovačević, Nataša - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016060345

Commodity prices and fiscal (pro)cyclicality

Petrella, Ivan; Juvenal, Luciana; Di Pace, Federico - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644092

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Commodity prices and fiscal (pro)cyclicality

Petrella, Ivan; Juvenal, Luciana; Di Pace, Federico - 2025

Book / Working Paper

Tackling EU critical raw materials dependencies

Tröster, Bernhard; Papatheophilou, Simela; Küblböck, … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671606

Commodity prices and fiscal (pro)cyclicality

Petrella, Ivan; Juvenal, Luciana; Di Pace, Federico - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644092

Show one more version 1

Commodity prices and fiscal (pro)cyclicality

Petrella, Ivan; Juvenal, Luciana; Di Pace, Federico - 2025

Book / Working Paper

Political uncertainty and commodity markets

Hou, Kewei; Tang, Ke; Tao, Yubo (Robert); Zhang, Bohui - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016071158

Connectedness between climate and commodities : a new measure using mixed-frequency VECM

Kabiri, Azra May B.; Shi, Yanlin; Jin, Zhuo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016085860

Fiscal Policy in Commodity Exporters : A Balancing Act

2026

Two-thirds of emerging market and developing economies—and 90 percent of low-income countries—depend on commodity exports, leaving their public finances exposed to the boom-bust swings in global commodity prices. When commodity prices surge, spending typically rises in step; when they...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016088404

US critical minerals policy and its implications for the EU strategic autonomy : staff working document on the US critical raw materials strategy

Athanasiadis, Georgios; Lehofer, Wolfgang; Becker, Kristin - 2026

This study analyses the United States' critical minerals strategy, mapping its institutional framework, policy instruments and value-chain priorities, such as tax incentives, funding mechanisms, strategic stockpiling and demand-anchoring mechanisms. It provides a comparative analysis with the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016068691

Industrial Policy and Supply Chain Bottlenecks in Commodity Markets : Evidence from Rare Earth Elements

Bogmans, Christian - 2026

Recent supply shortages have intensified concerns about supply chain bottlenecks, prompting policymakers to adopt industrial policies to promote reshoring and friendshoring. Nowhere are these concerns more evident than in rare earth element (REE) markets, where supply chains are highly...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016087829

Recycling matters - the role of secondary production in metal markets

Straub-Mück, Michael; Schischke, Amelie; Rathgeber, … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016089588

Africa's mineral transition in long-term perspective

Frankema, Ewout; Meier zu Selhausen, Felix - 2026

We create a novel commodity trade database to trace Africa's mineral transition across 1850-2020. How did the growth of mineral exports affect (pre-)colonial specialisation in tropical cash-crops, the mainstay of millions of African smallholders? We show that the mining sector benefitted from...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016092627

Beijing's critical raw material weapon and how to dismantle it

Teer, Joris - 2026

In 2025, China showed how control over critical raw materials can reshape global power. By tightening and calibrating exports, Beijing disrupted supply chains, raised production costs and exposed the dangers of deep dependencies across Europe, the United States and beyond. What began as...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016065452

Are the impacts of the COVID-19 crisis on financial and commodity markets analogous to the past crisis? : a quantile copula spectral analysis

Matsuki, Takashi; Sugimoto, Kimiko - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618881

Evaluating the effectiveness of modern forecasting models in predicting commodity futures prices in volatile economic times

Vancsura, László; Tatay, Tibor; Bareith, Tibor - 2023

The paper seeks to answer the question of how price forecasting can contribute to which techniques gives the most accurate results in the futures commodity market. A total of two families of models (decision trees, artificial intelligence) were used to produce estimates for 2018 and 2022 for 21-...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014233184

Modelling momentum dynamics in the US dividend-price ratio analysis

Dufrénot, Gilles; Jawadi, Fredj - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618901

Raw material demand and geopolitical risk in carbon-neutral futures

Naegler, Tobias; Rauner, Sebastian; Dirnaichner, Alois; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015546232

Trends of relative commodity prices with comovements and structural breaks

Lee, Junesoo; Islam, Md. Towhidul; Tieslau, Margie A.; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015579735

Windfalls for all? : international elasticities and Dutch disease in a commodity exporting economy

Stern, Mauricio - 2025

This paper analyzes the effect of commodity price fluctuations on a commodity-exporting economy. Using Chilean and international copper market data, I find that positive copper price changes resulting from copper-specific demand shocks generate a broad GDP expansion, with no visible decline in...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015371663

Unveiling dynamics in agricultural supply chain : a transformer-enhanced framework for commodity price modeling

Yi, Zelong; Liang, Zhuomin; Xie, Tongtong; Fu, Yelin; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015606038

Factors of predictive power for metal commodities

Papenfuß, Patric; Schischke, Amelie; Rathgeber, Andreas W. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015371773

Modeling gasoline price volatility

Kamocsai, László; Ormos, Mihály - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015210877

Commodities for sustainable development : exchange-traded commodities and other commodity-linked financial instruments

Marszk, Adam - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620123

Fluctuations in metals and agricultural commodity markets under US-China trade tension : evidence from Quantile-on-Quantile regression and wavelet coherence

Khan, Naveed; Ali Shah, Syed Zulfiqar; Siddiqui, Ozair - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015639879

The EU's raw materials diplomacy: Serbia as a test case : the rule of law and sustainability as benchmarks for Europe's raw materials cooperation

Müller, Melanie; Strack, Lea; Vulović, Marina - 2025

In July 2024, the European Union (EU) and the Serbian government signed a strategic raw materials partnership. For the EU, this cooperation represents an important step towards diversifying its supply chains and strengthening economic partnerships in its neighbourhood. Serbian President...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015330881