Search Results - subject:"Commodity price"

Commodity price volatility, risk exposure and development of financial institutions

Abaidoo, Rexford; Agyapong, Elvis Agyapong - 2024

Persistent link: https://www.econbiz.de/10015394766

Commodity prices, institutional quality and export diversification : the case of Mongolia

Adiyabaatar, Gulguu; Liu, Zhizhong - In: International journal of sustainable economy : IJSE 16 (2024) 4, pp. 487-506

Persistent link: https://www.econbiz.de/10015398480

A deep learning-based financial hedging approach for the effective management of commodity risks

Hu, Yan; Ni, Jian - In: The journal of futures markets 44 (2024) 6, pp. 879-900

Persistent link: https://www.econbiz.de/10014536702

Measuring persistent global economic factors with output, commodity price, and commodity currency data

Basistha, Arabinda; Startz, Richard - In: Journal of forecasting 43 (2024) 7, pp. 2860-2885

Persistent link: https://www.econbiz.de/10015110570

Wars, cartels and COVID-19 : regime switching in commodity prices

Caputo, Rodrigo; Ordóñez, Félix - In: Applied economics letters 31 (2024) 4, pp. 338-345

Persistent link: https://www.econbiz.de/10014468840

Pass-through effects of global oil and food price shocks on Morocco's inflation : frequency causality analysis in VAR model

El-Karimi, Mounir - In: International journal of economic policy in emerging … 20 (2024) 2, pp. 198-214

Persistent link: https://www.econbiz.de/10015402751

Commodity prices and the stock market in Thailand

Aumeboonsuke, Vesarach - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 34-40

Persistent link: https://www.econbiz.de/10012586840

Estimating the competitive storage model with stochastic trends in commodity prices

Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; … - In: Econometrics : open access journal 9 (2021) 4, pp. 1-24

We propose a State-Space Model (SSM) for commodity prices that combines the competitive storage model with a stochastic trend. This approach fits into the economic rationality of storage decisions and adds to previous deterministic trend specifications of the storage model. For a Bayesian...

Persistent link: https://www.econbiz.de/10012697516

A reappraisal of the Prebisch-Singer hypothesis using wavelets analysis

Fahmy, Hany - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-17

analysis reveals that the PS hypothesis is not supported in the long run for the aggregate commodity price index and for most … of the individual commodity price series forming it. Furthermore, in addition to the starting point of the analysis, the …

Persistent link: https://www.econbiz.de/10012626091

The effect of ENSO shocks on commodity prices : a multi-time scale approach

Dufrénot, Gilles; Ginn, William; Pourroy, Marc - 2021

Persistent link: https://www.econbiz.de/10012548152