Results 211 to 220 of about 11,352 (262)

On the Behaviour of Commodity Prices [PDF]

open access: possibleThe Review of Economic Studies, 1992
This paper applies the standard rational expectations competitive storage model to the study of thirteen commodities. It explains the skewness, and the existence of rare but violent explosions in prices, coupled with a high degree of price autocorrelation in more normal times.
Angus Deaton, Guy Laroque
openaire   +1 more source

Commodity House Prices [PDF]

open access: possibleFederal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers, 2013
This paper studies how commodity price movements have affected the local house prices in commodity-dependent economies, Australia and New Zealand. We build a geographically hierarchical empirical model and find the commodity prices influence local house prices directly and also indirectly through macroeconomic variables.
Leung, Charles Ka Yui   +2 more
openaire   +2 more sources

The Dynamics of Commodity Prices [PDF]

open access: possibleSSRN Electronic Journal, 2011
In this paper we study the stochastic behavior of the prices and volatilities of a sample of six of the most important commodity markets and we compare these properties to those of the equity market. We observe a substantial degree of heterogeneity in the behavior of the series.
Brooks, Chris, Prokopczuk, Marcel
openaire   +2 more sources

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