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Exploring time-varying impact of world pandemic uncertainty on China's commodity prices using TVP-SVAR-SV model [PDF]
Frontiers in Public Health, 2022 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
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Commodity prices and economic growth: Empirical evidence from countries with different income groups [PDF]
HeliyonThe 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
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Financial Innovation, 2021 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.
Shaobo Long +3 more
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Commodity Prices Revisited [PDF]
Agricultural and Resource Economics Review, 2000 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 variability, and conceptual models have been developed to explain this behavior. But, the leap from theory to
Tomek, William G., Tomek, William G.
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Modeling and Forecasting Commodity Futures Prices: Decomposition Approach
IEEE Access, 2022 Price instability is a paramount concern since commodity prices are associated with the livelihood and the economy of a nation as a whole; any extraordinary price fluctuation in the futures market shows that forecasts in commodities is an essential ...
Emmanuel Antwi +4 more
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Energies, 2023 The negative socio-economic consequences of the COVID-19 pandemic are widely discussed. However, relatively less attention is paid to its impact on the world commodity price formation including energy and food prices.
Szczepan Figiel +2 more
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El Niño and Commodity Prices: New Findings From Partial Wavelet Coherence Analysis
Frontiers in Environmental Science, 2022 This study investigates whether the El Niño Southern Oscillation (ENSO) affects primary commodity prices over time. We employ a wavelet approach that allows us to disentangle the time and frequency domains and to uncover time-varying nonlinear ...
Xiaojing Cai +3 more
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Maritime Transport Research, 2021 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
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THE COMMODITY-FINANCE NEXUS: TWIN BOOM AND DOUBLE WHAMMY
Revista de Economia Contemporânea, 2020 International commodity prices and capital inflows to developing countries are increasingly synchronized, subjecting commodity-dependent economies to double boom-bust cycles.
Yılmaz Akyüz
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On commodity price limits [PDF]
Journal of Futures Markets, 2017 AbstractThis paper examines the behavior of futures prices and trader positions around the occurrence of price limits in commodity futures markets. We ask whether limit events are the result of shocks to fundamental volatility or the result of temporary volatility induced by the trading of noncommercial market participants (speculators). We find little
Rajkumar Janardanan +2 more
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