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Commodity Prices and Bank Lending
Economic Inquiry, 2020We analyze the transmission of changes in commodity prices to bank lending in a large sample of developing countries. A bank‐level analysis shows that a fall in commodity net export prices is associated with a reduction of bank lending, particularly for ...
Isha Agarwal +2 more
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Should Commodity Investors Follow Commodities' Prices?
SSRN Electronic Journal, 2018Summary: Most institutional investors gain access to commodities through diversified index funds, even though mean-reverting prices and low correlation among commodities' returns suggest that two-fund separation does not hold for commodities. In contrast to demand for stocks and bonds, we find that, on average, demand for commodities is largely ...
Paolo Guasoni +2 more
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Oil and agricultural commodity prices in Nigeria
International Journal of Energy Sector Management, 2019Purpose This paper aims to model the relationship between oil price and six major agricultural commodity prices using monthly data from January 1997 to December 2016.
I. Fasanya, T. F. Odudu, O. Adekoya
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Can agricultural commodity prices predict Nigeria's inflation?
, 2019This study examines the predictability of agricultural commodity prices in Nigeria's inflation forecast. It considers twelve major agricultural commodities and their predictability are evaluated singly and jointly for both food and headline inflation ...
M. Tule, Afees A. Salisu, C. Chiemeke
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On the link between oil and agricultural commodity prices: Do biofuels matter?
The International Economy, 2017The aim of this paper is to investigate the long-term effect of the price of oil on agricultural commodity prices by accounting for the influence of biofuel production.
Anthony Paris
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Commodity prices and related equity prices
Canadian Journal of Economics/Revue canadienne d'économique, 2014AbstractThis paper shows that commodity‐sensitive stock price indices have strong power in predicting nominal and real commodity prices at short horizons (one‐month‐ahead predictions) using both in‐ and out‐of‐sample tests. The forecasts based on commodity‐sensitive stock price indices are able to significantly outperform naïve no‐change forecasts. For
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Commodity price effects on currencies
Journal of International Money and Finance, 2022Using quarterly data on four commodity exporting countries, we study the explanatory power of real commodity prices for predicting real effective exchange rates, with special attention to the separate roles of different sectoral commodity prices during alternative time periods. We find that the commodity price effect is non-uniform across countries and
Cheung, Yin-Wong, Wang, Wenhao
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The Dynamics of Commodity Prices [PDF]
SSRN 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
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National Institute Economic Review, 1980
After a brief description of the National Institute's approach to forecasting the price development of the major commodities in world trade this note presents a simple method for checking the aggregate outcome of that exercise.
G. F. Ray, H. J. Timm
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After a brief description of the National Institute's approach to forecasting the price development of the major commodities in world trade this note presents a simple method for checking the aggregate outcome of that exercise.
G. F. Ray, H. J. Timm
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Fukushima effect on commodity prices
2013 10th International Conference on the European Energy Market (EEM), 2013This paper analyzes the effect of the earthquake occurred in March 2011 in Japan on nuclear power generation. More specifically as natural consequence, the hypothesis of moving towards generating sources different from nuclear are explored. Given the CO2 constraints and the discussion on biomass generation affecting the agricultural commodities prices,
SCANDOLO, GIACOMO, Angelica Gianfreda
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