The Ukraine war and rising commodity prices: Implications for developing countries. [PDF]
The Russia-Ukraine war's impact on food, fuel, and fertilizer prices is a major concern for global poverty and food insecurity. Despite numerous studies and editorials on the risks and challenges of the crisis, there is little quantitative analysis of ...
Arndt C +4 more
europepmc +2 more sources
We examine for the existence of threshold relationships in the commodity price – charter rate nexus. Using the first lag of the commodity price change as the threshold variable, we find that in the case of large drops in commodity prices, the magnitude ...
Konstantinos D. Melas +1 more
doaj +2 more sources
COMMODITY PRICES REVISITED [PDF]
Empirical models of commodity prices are potentially important aids to decision-makers, especially as the economy has grown more complex. A typical time series of commodity prices exhibits positive autocorrelation, occasional spikes, and random ...
Tomek, William G.
core +6 more sources
Exploring time-varying impact of world pandemic uncertainty on China's commodity prices using TVP-SVAR-SV model [PDF]
Since the outbreak of the COVID-19 pandemic, a growing body of literature has focused on the impact of the uncertainty of the world pandemic (WPU) on commodity prices. Using the quarterly data from the first quarter of 2008 to the second quarter of 2020,
Qiang Cao +3 more
doaj +2 more sources
Commodity prices, money and inflation [PDF]
The influence of commodity prices on consumer prices is usually seen as originating in commodity markets. We argue, however, that long run and short run relationships should exist between commodity prices, consumer prices and money and that the influence
Browne, Frank, Cronin, David
core +7 more sources
The linkage between oil and agricultural commodity prices in the light of the perceived global risk
The paper examines a systematic interrelationship between the world oil and agricultural commodity prices, taking the role of the USD and the perceived global market risks into consideration for the period from January 1990 to June 2013.
Giray GOZGOR, Baris KABLAMACI
doaj +2 more sources
The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. [PDF]
Umar Z, Gubareva M, Teplova T.
europepmc +2 more sources
Common Factors of Commodity Prices [PDF]
In this paper we extract latent factors from a large cross-section of commodity prices, including fuel and non-fuel commodities. We decompose each commodity price series into a global (or common) component, block-specific components, and a purely ...
Simona Delle Chiaie +2 more
semanticscholar +3 more sources
Commodity prices and economic growth: Empirical evidence from countries with different income groups [PDF]
The purpose of this paper is to examine the effect of global commodity prices such as beverage, energy, fertilizer, food, metal and mineral, precious metal and agricultural raw material on GDP per capita of countries with different income levels which ...
Ali Şen +2 more
doaj +2 more sources
Commodity prices, commodity currencies, and global economic developments [PDF]
In this paper we seek to produce forecasts of commodity price movements that can systematically improve on naive statistical benchmarks, and revisit the forecasting performance of changes in commodity currencies as efficient predictors of commodity ...
Jan J.J. Groen, Paolo A. Pesenti
core +8 more sources

