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The interactions between agricultural commodity and oil prices: an empirical analysis
Agricultural Economics (AGRICECON), 2015 The purpose of the study is to analyse the short and long-term relationships between the world oil prices (Europe Brent Spot Price and West Texas Intermediate Spot Price) and the agricultural commodity prices (Wheat, Corn and Soybeans).
Ayhan KAPUSUZOGLU, Merve KARACAER ULUSOY
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Forecasting Agricultural Commodity Prices Using Dual Input Attention LSTM
Agriculture, 2022 Fluctuations in agricultural commodity prices affect the supply and demand of agricultural commodities and have a significant impact on consumers. Accurate prediction of agricultural commodity prices would facilitate the reduction of risk caused by price
Y. Gu +5 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 AND INFLATION RISK †
Journal of applied econometrics, 2021 This paper investigates the role of commodity price information when evaluating inflation risk. Using a model averaging approach, we provide strong evidence of in-sample and out-of-sample predictive ability from commodity prices and convenience yields to
Anthony Garratt, Ivan Petrella
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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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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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COMMODITY PRICE AND INFLATION DYNAMICS: EVIDENCE FROM BRIICS
Buletin Ekonomi Moneter dan Perbankan, 2021 In this study, we use a commodity augmented Phillips curve to investigate the impact of global commodity prices on domestic inflation in Brazil, Russia, India, Indonesia, China, and South Africa.
Syed Aun R. Rizvi, Sahminan Sahminan
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