EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Commodity price"
Narrow search

Narrow search

Year of publication
Subject
All
Rohstoffpreis 2,511 Commodity price 2,457 Theorie 828 Theory 828 Welt 821 World 821 Volatility 563 Volatilität 563 Rohstoffmarkt 459 USA 456 United States 455 Commodity market 444 Commodity derivative 439 Rohstoffderivat 439 Schock 304 Shock 304 Estimation 231 Schätzung 231 Wechselkurs 198 Exchange rate 196 Oil price 178 Ölpreis 178 Business cycle 152 Konjunktur 152 Entwicklungsländer 147 Börsenkurs 146 Share price 146 Geldpolitik 145 Monetary policy 145 Warenbörse 145 Commodity exchange 141 Developing countries 137 Commodity prices 135 Inflation 135 Economic growth 121 Wirtschaftswachstum 121 VAR model 117 VAR-Modell 117 commodity prices 114 Forecasting model 110
more ... less ...
Online availability
All
Free 945 Undetermined 489
Type of publication
All
Book / Working Paper 1,336 Article 1,202 Journal 16 Other 1
Type of publication (narrower categories)
All
Article in journal 1,072 Aufsatz in Zeitschrift 1,072 Graue Literatur 729 Non-commercial literature 729 Working Paper 667 Arbeitspapier 665 Aufsatz im Buch 126 Book section 126 Hochschulschrift 55 Thesis 38 Collection of articles of several authors 31 Sammelwerk 31 Konferenzschrift 20 Amtsdruckschrift 19 Government document 19 Aufsatzsammlung 15 Statistik 14 Dissertation u.a. Prüfungsschriften 10 Conference paper 9 Konferenzbeitrag 9 Collection of articles written by one author 8 Commentary 8 Kommentar 8 Sammlung 8 Statistics 7 Systematic review 6 Übersichtsarbeit 6 Bibliografie enthalten 5 Bibliography included 5 Conference proceedings 5 Case study 4 Fallstudie 4 Lehrbuch 4 Textbook 4 Fallstudiensammlung 3 No longer published / No longer aquired 3 Article 2 Forschungsbericht 2 Market information 2 Marktinformation 2
more ... less ...
Language
All
English 2,345 German 134 Undetermined 30 Spanish 24 French 17 Polish 3 Italian 2 Portuguese 2 Russian 2 Slovak 1
more ... less ...
Author
All
Matthies, Klaus 41 Arezki, Rabah 37 Prokopczuk, Marcel 22 Cashin, Paul A. 17 Frankel, Jeffrey A. 17 Collier, Paul 16 Baffes, John 15 Bloch, Harry 15 Ratti, Ronald A. 14 Vespignani, Joaquin 14 Belke, Ansgar 13 Brückner, Markus 13 Goderis, Benedikt 13 Sapsford, David 13 Williamson, Jeffrey G. 13 Chen, Yu-chin 12 Lederman, Daniel 12 Ploeg, Frederick van der 12 Tang, Ke 12 Jacks, David S. 11 Labys, Walter C. 11 Leschus, Leon 11 Lombardi, Marco 11 Vespignani, Joaquin L. 11 Alberola, Enrique 10 Bordon, Ingo G. 10 Clements, Kenneth W. 10 Ghoshray, Atanu 10 McDermott, C. John 10 Mignon, Valérie 10 Mohaddes, Kamiar 10 Raissi, Mehdi 10 Rogoff, Kenneth S. 10 Soto, Claudio 10 Timm, Hans-Joachim 10 Wright, Brian D. 10 Zhao, Hongyan 10 Brooks, Chris 9 Crucini, Mario J. 9 Céspedes, Luis Felipe 9
more ... less ...
Institution
All
National Bureau of Economic Research 20 Association of European Conjuncture Institutes / Working Group on Commodity Prices 16 UNCTAD 5 Weltbank 4 UNCTAD / Secretariat 3 Asian Development Bank 2 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 2 HAL 2 Institut für Weltwirtschaft 2 Internationaler Währungsfonds 2 Overseas Development Institute 2 University of British Columbia / Department of Economics 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Österreichisches Institut für Wirtschaftsforschung 2 Agricultural and Applied Economics Association - AAEA 1 Asian Development Bank (ADB) 1 Association of European Conjuncture Institutes 1 Australien / Bureau of Agricultural and Resource Economics 1 Australien / Bureau of Resources and Energy Economics 1 Australien / Department of Industry, Science, Energy and Resources / Office of the Chief Economist 1 Bank for International Settlements (BIS) 1 Bayerische Landesbank 1 Brookings Institution 1 Bundesanstalt für Geowissenschaften und Rohstoffe 1 C.E.P.R. Discussion Papers 1 Centre d'Observation Economique 1 Centre for Economic Policy Research 1 Centre pour la Recherche Économique et ses Applications (CEPREMAP) 1 Centro Studi Luca d'Agliano <Turin> 1 Charles H. Dyson School of Applied Economics and Management, Cornell University 1 Christian-Albrechts-Universität zu Kiel 1 Commodity Research Bureau 1 Conference of the Food and Agriculture Organization of the United Nations, [21.11.1949] 1 Conference on Trade and Development <1, 1964, Genf> 1 Conference on Trade and Development <2, 1968, Delhi> 1 East Asia Seminar on Economics <20, 2008, Hongkong> 1 Elinkeinoelämän Tutkimuslaitos 1 European University Institute / Department of Economics 1 Europäische Union / Europäisches Parlament 1 F.A.Z.-Institut für Management-, Markt- und Medieninformationen 1
more ... less ...
Published in...
All
Energy economics 58 IMF working papers 39 Working paper / National Bureau of Economic Research, Inc. 39 Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 38 IMF working paper 36 Journal of international money and finance 36 Policy research working paper : WPS 30 CAMA working paper series 24 Applied economics 23 Discussion paper / Centre for Economic Policy Research 23 Intereconomics : review of European economic policy 23 American journal of agricultural economics 20 Economic modelling 19 NBER working paper series 19 Applied economics letters 17 NBER Working Paper 16 OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies 16 The journal of futures markets 16 IMF Working Paper 15 CESifo working papers 14 Journal of banking & finance 14 Journal of development economics 14 Agricultural economics : the journal of the International Association of Agricultural Economists 13 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 12 Finance research letters 12 Resources policy 11 World development : the multi-disciplinary international journal devoted to the study and promotion of world development 11 CAMA Working Paper 10 International review of economics & finance : IREF 10 Journal of international economics 10 Working paper 10 World commodity prices : report of the AIECE Working Group on Commodity Prices presented at the AIECE spring meeting 10 Discussion paper / The University of Western Australia, Business School, Economics 9 International journal of economics and finance 9 Journal of policy modeling : JPMOD ; a social science forum of world issues 9 International review of financial analysis 8 Working paper series 8 World Bank Policy Research Working Paper 8 BIS Working Paper 7 Economics letters 7
more ... less ...
Source
All
ECONIS (ZBW) 2,497 RePEc 26 USB Cologne (EcoSocSci) 25 EconStor 4 BASE 3
Showing 1 - 50 of 2,555
Cover Image
From low to high inflation : implications for emerging market and developing economies
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2022
Recent energy and food price surges, in the wake of Russia's invasion of Ukraine, have exacerbated inflation pressuresthat are unusually high by the standards of the past two decades. High and rising inflation has prompted many emerging market and developing economy (EMDE) central banks and some...
Persistent link: https://ebtypo.dmz1.zbw/10013174851
Saved in:
Cover Image
From low to high inflation : implications for emerging market and developing economies
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013184292
Saved in:
Cover Image
A reappraisal of the Prebisch-Singer hypothesis using wavelets analysis
Fahmy, Hany - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-17
The Prebisch-Singer (PS) hypothesis, which postulates the presence of a downward secular trend in the price of primary commodities relative to manufacturers, remains at the core of a continuing debate among international trade economists. The reason is that the results of testing the PS...
Persistent link: https://ebtypo.dmz1.zbw/10012626091
Saved in:
Cover Image
Global shocks and emerging economies: disentangling the commodity roller coaster
Ferreira, Mauro Sayar; Valério, André Cordeiro - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012385308
Saved in:
Cover Image
Risk transmission between green markets and commodities
Naeem, Muhammad Abubakr; Sitara Karim; Jamasb, Tooraj; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013166380
Saved in:
Cover Image
Chinas Rolle auf den Industriemetallmärkten
Wellenreuther, Claudia - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 102 (2022) 2, pp. 151-152
Persistent link: https://ebtypo.dmz1.zbw/10013175239
Saved in:
Cover Image
How do world commodity prices affect Asian commodity exporting economies? : the role of financial frictions
Kitano, Shigeto - In: Applied economics letters 29 (2022) 1, pp. 84-90
Persistent link: https://ebtypo.dmz1.zbw/10012803363
Saved in:
Cover Image
The impact of commodity price shocks on banking system stability in developing countries
Ngepah, Nicholas; Silva, Margarida Liandra Andrade da; … - In: Economies : open access journal 10 (2022) 4, pp. 1-23
This study examines the impact of commodity price shocks on the banking sector stability of 18 African commodity-exporting economies using an unbalanced panel dataset spanning a 16-year period from 2000-2015. The study on the impact of commodity price shocks on African commodity-exporting...
Persistent link: https://ebtypo.dmz1.zbw/10013199150
Saved in:
Cover Image
Uruguay : selected issues
Internationaler Währungsfonds - 2022
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10013169179
Saved in:
Cover Image
Risk transmission between green markets and commodities
Naeem, Muhammad Abubakr; Sitara Karim; Jamasb, Tooraj; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013173335
Saved in:
Cover Image
Commodity price uncertainty comovement: Does it matter for global economic growth?
Ferrara, Laurent; Karadimitropoulou, Aikaterini; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012878891
Saved in:
Cover Image
ECB monetary policy and commodity prices
Aliyev, Shahriyar; Kočenda, Evžen - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013262620
Saved in:
Cover Image
Are there bubbles in the vanilla price?
Khan, Khalid; Su, Chi-Wei; Khurshid, Adnan; Umar, Muhammad - In: Agricultural and Food Economics : AFE 10 (2022), pp. 1-16
This paper investigates the presence of the bubbles that are experienced in the global vanilla (VNL) price, using the GSADF approach. The results show that there are five bubbles in the VNL price that are driven by specific reasons. Also, in this regard, the opening and ending points of each...
Persistent link: https://ebtypo.dmz1.zbw/10013169020
Saved in:
Cover Image
Assessing the commodity market price and terms of trade exposures of macroeconomy in emerging and developing countries
Heimonen, Kari; Junttila, Juha - In: Emerging markets, finance and trade : EMFT 58 (2022) 8, pp. 2243-2257
Persistent link: https://ebtypo.dmz1.zbw/10013190354
Saved in:
Cover Image
Price and volatility effects of commodity financialization
Kupabado, Moses Mananyi - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013256135
Saved in:
Cover Image
Co-movement of commodity price indexes and energy price index: A wavelet coherence approach
Kirikkaleli, Dervis; Güngör, Hasan - In: Financial Innovation 7 (2021) 1, pp. 1-18
This research sheds light on the causal link between commodity price indexes, i.e., the Agricultural Raw Materials Price Index, Industry Input Price Index, Metal Price Index, and Energy Price Index, in the global market, using wavelet coherence, Toda-Yamamoto causality, and gradual shift...
Persistent link: https://ebtypo.dmz1.zbw/10012602897
Saved in:
Cover Image
A reappraisal of the Prebisch-Singer hypothesis using wavelets analysis
Fahmy, Hany - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-17
The Prebisch-Singer (PS) hypothesis, which postulates the presence of a downward secular trend in the price of primary commodities relative to manufacturers, remains at the core of a continuing debate among international trade economists. The reason is that the results of testing the PS...
Persistent link: https://ebtypo.dmz1.zbw/10013201003
Saved in:
Cover Image
Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal Futures
Karanasos, Menelaos; Menla Ali, Faek; Margaronis, Zannis; … - 2021
This paper examines how the most prevalent stochastic properties of key metal futures returns have been affected by the recent financial crisis using both mapped and unmapped data. Our results suggest that copper and gold futures returns exhibit time-varying persistence in their corresponding...
Persistent link: https://ebtypo.dmz1.zbw/10013212112
Saved in:
Cover Image
Commodity prices and the stock market in Thailand
Vesarach Aumeboonsuke - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 34-40
Persistent link: https://ebtypo.dmz1.zbw/10012586840
Saved in:
Cover Image
Volatilitiy of world food commodity prices and renewable fuel standard policy
Farida, Ida; Singagerda, Faurani Santi - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 516-527
Persistent link: https://ebtypo.dmz1.zbw/10012598912
Saved in:
Cover Image
Commodity Prices as a Leading Indicator of Inflation
Boughton, James M.; Branson, William H. - 2021
This paper studies the value of broad commodity price indexes as predictors of consumer price inflation in the G-7 industrial countries. After an introduction, the paper discusses the theoretical relationship between commodity and consumer prices and the conditions under which, in general, one...
Persistent link: https://ebtypo.dmz1.zbw/10013220414
Saved in:
Cover Image
Commodity Forward Curves With Stochastic Time Change
Ladokhin, Sergiy; Schmeck, Maren Diane; Borovkova, Svetlana - 2021
Using powerful technique of stochastic time change, we introduce a new two-factor commodity price model, where one of the fundamental factors is the activity rate. This factor implicitly introduces stochastic volatility into the model. The model is developed under both physical and risk neutral...
Persistent link: https://ebtypo.dmz1.zbw/10013220667
Saved in:
Cover Image
Factors of predictive power for mineral commodities
Papenfuß, Patric; Schischke, Amelie; Rathgeber, Andreas - 2021
In our study, we individually forecast 26 metal prices one-month ahead and outperform the predefined benchmark model, a random-walk (with drift) in 18 (18) cases. These forecasts are based on an overview over a large set of potential predictors for mineral commodities, originating from studies...
Persistent link: https://ebtypo.dmz1.zbw/10013222550
Saved in:
Cover Image
Financial Crash, Commodity Prices and Global Imbalances
Caballero, Ricardo J.; Farhi, Emmanuel; Gourinchas, … - 2021
In this paper we argue that the persistent global imbalances, the subprime crisis, and the volatile oil and asset prices that followed it, are tightly interconnected. They all stem from a global environment where sound and liquid financial assets are in scarce supply
Persistent link: https://ebtypo.dmz1.zbw/10013243462
Saved in:
Cover Image
Macroeconomic Effects of the Commodity Price Shocks on the Post-Soviet Resource-Rich Economies
Niftiyev, Ibrahim - 2021
Post-soviet countries still experience economic challenges following the painful transition process and the global financial crisis. Especially, resource-rich countries experience it in a higher magnitude because of the distinguished role of the mineral revenue in the macroeconomic stability....
Persistent link: https://ebtypo.dmz1.zbw/10013232085
Saved in:
Cover Image
Price Discovery via Causality of Future and Spot Prices in Commodity Market in India
Dangi, Vandana - 2021
Price discovery is one of the imperative functions of commodity derivative market. Its mechanism is established by long run and causal relationship between two variables. The present treatise is an attempt to examine the price discovery mechanism of commodity market in India. This paper...
Persistent link: https://ebtypo.dmz1.zbw/10013232946
Saved in:
Cover Image
Commodity Price Changes and Economic Growth in Developing Countries
Emara, Noha; Simutowe, Amon; Jamison, Tricia - 2021
Using panel data 43 developing countries over the period 1980-2010, the paper examines the impact of the Commodity Terms of Trade (CTOT) Index on the real GDP per capita growth in developing countries. The study finds that for all countries in the sample, an increase in the CTOT index...
Persistent link: https://ebtypo.dmz1.zbw/10013233416
Saved in:
Cover Image
Dynamic relationship between capital inflows and bank lending : the role of commodity price and global financial market shocks
Satria, Doni; Nachrowi, Nachrowi D.; Falianty, Telisa Aulia - In: Bulletin of monetary economics and banking 24 (2021) 4, pp. 589-630
Persistent link: https://ebtypo.dmz1.zbw/10013164297
Saved in:
Cover Image
Managing commodity booms : Dutch disease and economic performance
Oberholzer, Basil - In: PSL quarterly review 74 (2021) 299, pp. 307-323
Commodity booms are usually associated with commodity-exporting countries suffering from real exchange rate appreciation and negative economic consequences, that is, Dutch disease. Yet, there are different ways to manage or not manage the commodity rent earned via exports. Based on a monetary...
Persistent link: https://ebtypo.dmz1.zbw/10013175141
Saved in:
Cover Image
The effect of ENSO shocks on commodity prices : a multi-time scale approach
Dufrénot, Gilles; Ginn, William; Pourroy, Marc - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012548152
Saved in:
Cover Image
Commodity cycles, inequality, and poverty in Latin America
Balakrishnan, Ravi; Lizarazo, Sandra; Santoro, Marika; … - 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012522618
Saved in:
Cover Image
How to design a fiscal strategy in a resource-rich country
Basdevant, Olivier; Hooley, John; Imamoglu, Eslem - 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012533612
Saved in:
Cover Image
Reallocation and productivity during commodity cycles
Heresi, Rodrigo - 2021
I study the firm-level dynamic response of a commodity-exporting economy to global cycles in commodity prices. To do so, I develop a heterogeneous-firms model that endogenizes declines in aggregate productivity through reallocation towards less productive firms. Within a given sector, commodity...
Persistent link: https://ebtypo.dmz1.zbw/10012586244
Saved in:
Cover Image
Commodity prices and global inflation, 1851-1913
Gerlach, Stefan; Stuart, Rebecca - 2021
This paper uses annual data to study the interaction of consumer and commodity prices in 15 economies over the period 1850-1913. We find that consumer price inflation in all 15 countries co-moves with a broad measure of changes in commodity prices. Consumer prices comove most strongly with...
Persistent link: https://ebtypo.dmz1.zbw/10012662476
Saved in:
Cover Image
Konjunkturschlaglicht : Rohstoffpreise: Superzyklus oder Aufschwung?
Wellenreuther, Claudia - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 101 (2021) 8, pp. 663-664
Persistent link: https://ebtypo.dmz1.zbw/10012663035
Saved in:
Cover Image
Konjunkturschlaglicht : Rohstoffpreise unter dem Einfluss von COVID-19
Wellenreuther, Claudia - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 101 (2021) 2, pp. 147-148
Persistent link: https://ebtypo.dmz1.zbw/10012439681
Saved in:
Cover Image
European farmers' responses to higher commodity prices : cropland expansion or forestlands preservation?
Jouf, Chouaib; Lawson, Laté - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012542766
Saved in:
Cover Image
Forecasting commodity prices using the term structure
Idilbi-Bayaa, Yasmeen; Qadan, Mahmoud - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-39
The aim of this study is to test the ability of the yield curve on US government bonds to forecast the future evolution in the prices of commodities often used in as raw materials. We consider the monthly prices of nine commodities for more than 30 years. Our findings, confirmed by several...
Persistent link: https://ebtypo.dmz1.zbw/10012798924
Saved in:
Cover Image
Essays on sovereign debt and commodity markets
Stoppok, Lucie - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012815261
Saved in:
Cover Image
Terms-of-trade shocks are not all alike
Di Pace, Federico; Juvenal, Luciana; Petrella, Ivan - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012692714
Saved in:
Cover Image
Estimating the competitive storage model with stochastic trends in commodity prices
Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; … - In: Econometrics : open access journal 9 (2021) 4, pp. 1-24
We propose a State-Space Model (SSM) for commodity prices that combines the competitive storage model with a stochastic trend. This approach fits into the economic rationality of storage decisions and adds to previous deterministic trend specifications of the storage model. For a Bayesian...
Persistent link: https://ebtypo.dmz1.zbw/10012697516
Saved in:
Cover Image
Commodity shocks and exchange rate regimes : implications for the Caribbean commodity exporters
Al-Sadiq, Ali J.; Bejar, Pablo; Ötker-Robe, İnci - 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012604807
Saved in:
Cover Image
Asymmetric output responses to commodity price shocks
Wilson, James; Mati, Amine; Newiak, Monique - 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012612329
Saved in:
Cover Image
Modelling crude oil and refined petroleum product spreads : an alternative tool for risk quantification
Velarde Loera, Antonio López; Núñez Mora, José Antonio - In: Economía teoría y práctica 29 (2021) 54, pp. 109-136
Persistent link: https://ebtypo.dmz1.zbw/10012617958
Saved in:
Cover Image
Commodities price cycles and their interdependence with equity markets
Boako, Gideon; Alagidede, Imhotep Paul - 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012631215
Saved in:
Cover Image
How do world commodity prices affect Asian commodity exporting economies? : the role of financial frictions
Kitano, Shigeto - 2021 - Revised
Persistent link: https://ebtypo.dmz1.zbw/10012663325
Saved in:
Cover Image
Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China's stock prices?
Long, Shaobo; Zhang, Mengxue; Li, Keaobo; Wu, Shuyu - In: Financial innovation : FIN 7 (2021), pp. 1-21
With the rapid expansion of the RMB exchange rate's floating range, the effects of the RMB exchange rate and global commodity price changes on China's stock prices are likely to increase. This study uses both auto regressive distributed lag (ARDL) and nonlinear ARDL (NARDL) approaches to explore...
Persistent link: https://ebtypo.dmz1.zbw/10012594552
Saved in:
Cover Image
Commodity prices, bank balance sheets and macroprudential policies in small open economies
Villca, Alfredo - In: Latin American journal of central banking : LAJCB 3 (2022) 1, pp. 1-27
How important are liability dollarization in the transmission of commodity shocks on business cycles? To address this question, we developed a small open economy DSGE model with a banking sector and financial friction. The banks collect funds in the international capital markets in the form of...
Persistent link: https://ebtypo.dmz1.zbw/10013198126
Saved in:
Cover Image
Regime-dependent commodity price dynamics : a predictive analysis
Crespo Cuaresma, Jesús; Fortin, Ines; Hlouskova, Jaroslava - 2021
We develop an econometric modelling framework to forecast commodity prices taking into account potentially different dynamics and linkages existing at different states of the world and using different performance measures to validate the predictions. We assess the extent to which the quality of...
Persistent link: https://ebtypo.dmz1.zbw/10012415910
Saved in:
Cover Image
Co-movement of commodity price indexes and energy price index : a wavelet coherence approach
Kirikkaleli, Dervis; Güngör, Hasan - In: Financial innovation : FIN 7 (2021), pp. 1-18
This research sheds light on the causal link between commodity price indexes, i.e., the Agricultural Raw Materials Price Index, Industry Input Price Index, Metal Price Index, and Energy Price Index, in the global market, using wavelet coherence, Toda-Yamamoto causality, and gradual shift...
Persistent link: https://ebtypo.dmz1.zbw/10012495077
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Contact us
  • Imprint
  • Privacy

Loading...