Results 21 to 30 of about 11,064 (263)
Modelling the rand and commodity prices: A Granger causality and cointegration analysis
South African Journal of Economic and Management Sciences, 2014 This paper examines the ‘commodity currency’ hypothesis of the Rand, that is, the postulate that the currency moves in line with commodity prices, and analyses the associated causality using nominal data between 1996 and 2010.
Xolani Ndlovu +2 more
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Wisdom of crowds and commodity pricing
Journal of Futures Markets, 2022 AbstractWe extract commodity‐level sentiment from the Twittersphere in 2009–2020. A long–short strategy based on sentiment shifts more than doubles the Sharpe ratio of extant commodity factors. Commodities with lower (higher) sentiment shifts tend to be overvalued (undervalued) when the aggregate market is in backwardation (contango).
John Hua Fan +2 more
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Economics and Business Review, 2021 In this article the dynamic connectedness between the five agricultural commodities is examined by implementing the Diebold and Yılmaz (VAR based) and Time--Varying Parameter Vector Autoregressions (TVP-VAR) measures for understanding the time-varying ...
Mishra Arunendra, Kumar R Prasanth
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Commodity Prices, Money and Inflation [PDF]
SSRN Electronic Journal, 2007 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 of commodity prices on consumer prices occurs through a money-driven overshooting of commodity ...
Browne, Frank, Cronin, David
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OUTPUT, INFLATION AND COMMODITY PRICES *
Oxford Economic Papers, 1992 and it is the purpose of the present paper to provide one such model. We study the role of commodity prices in a disinflation programme, the role of commodity prices in determining whether a fiscal expansion is crowded out or not, and the effect on the manufacturing sector of the economy (i.e.
Moutos, Thomas, Vines, David
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The linkage between oil and agricultural commodity prices in the light of the perceived global risk
Agricultural Economics (AGRICECON), 2014 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
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Global liquidity and commodity prices uncertainty using SFAVEC model
Research in GlobalizationThis paper examines the impact of global liquidity on global commodity prices and asset prices in some major developing and developed economies. Specifically, the global liquidity on global commodity prices and asset prices is investigated using data ...
Justice Kyei-Mensah
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Determinants of prices increase of agricultural commodities in a global context1
Management, 2015 The main objective of this article is to present the determinants of increase in agricultural commodity prices after 2006. The other specific aim is to show the factors affecting agricultural raw materials and food prices in the global context.
Borychowski Michał, Czyżewski Andrzej
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AGROMIX, 2022 Introduction: Most food commodity prices on the world market increased drastically in late 2006 to mid 2008. The increase in food prices in 2008 was triggered by the global crisis.
Prasmita Dian Wijayati +2 more
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Commercial Disappearance and Composite Demand for Food with an Application to U.S. Meats
Journal of Agricultural and Resource Economics, 2003 When elementary prices move strictly proportionately, aggregation over a group of diverse products is valid, and group demand responses can be decomposed into quality and quantity responses. This study shows that when relative elementary prices and group
Albert J. Reed +2 more
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