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Commodity Currencies and Currency Commodities [PDF]
Resources Policy, 2008 There is a large literature on the influence of commodity prices on the currencies of countries with a large commodity-based export sector such as Australia, New Zealand and Canada (“commodity currencies”).
Kenneth W. Clements, Renee Fry
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SSRN Electronic Journal, 2017 We use variance decompositions from high-dimensional vector autoregressions to characterize connectedness in 19 key commodity return volatilities, 2011-2016. We study both static (full-sample) and dynamic (rolling-sample) connectedness. We summarize and visualize the results using tools from network analysis.
Diebold, Francis X. +2 more
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A model of financialization of commodities [PDF]
, 2016 We analyze how institutional investors entering commodity futures markets, referred to as the financialization of commodities, affect commodity prices. Institutional investors care about their performance relative to a commodity index.
Basak, S, Pavlova, A
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Commodity futures price behaviour following large one-day price changes [PDF]
, 2014 This study examines individual commodity futures price reactions to large one-day price changes, or “shocks”. The mean-adjusted abnormal return model suggests that investors in 6 of the 18 commodity futures examined in this study either underreact or ...
Mazouz, Khelifa, Wang, Jian
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Macroeconomic effects of disruptions in global food commodity markets [PDF]
, 2016 We use two approaches to examine the macroeconomic consequences of disruptions in global food commodity markets. First, we embed a novel quarterly composite global production index for the four basic staples (corn, wheat, rice and soybeans) in a standard
De Winne, Jasmien, Peersman, Gert
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Volatility term structures in commodity markets [PDF]
, 2019 In this study, we comprehensively examine the volatility term structures in commodity markets. We model state‐dependent spillovers in principal components (PCs) of the volatility term structures of different commodities, as well as that of the equity ...
Goyal A. +3 more
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Smallness of a commodity and partial equilibrium analysis [PDF]
, 2013 Partial equilibrium analysis has a conceptual dilemma that its object should be negligibly small in order to be free from income effect but then the consumer does not care for it and the notion of willingness to pay for it does not make sense.
Bewley +7 more
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Commodities and cognition [PDF]
Frontiers in Psychology, 2014 A commentary on "An enquiry concerning the nature of conceptual categories: a case-study on the social dimension of human cognition", by John Stewart (2014)in 'Frontiers in Psychology', Vol.5.
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(WP 2011-07) Factoring Emerging Markets into the Relationship Between Global Liquidity and Commodities [PDF]
, 2011 What caused the mid-2000s world commodity price “bubble” and the recent commodity price growth during the economic recovery after the 2007-2009 recession?
Chowdhury, Abdur, Landgraf, Steven
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Review of: "COVID-19 or Russia-Ukraine conflict: which is informative in defining the dynamic relationship between Bitcoin and major energy commodities?" [PDF]
, 2023 Mohammad Reza Mansouri Daneshvar
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