Search Results - subject:"Commodity price"

Agricultural commodity price dynamics: evidence from BVAR models

Bondarenko, Olga - 2023

Persistent link: https://www.econbiz.de/10014338562

Wisdom of crowds and commodity pricing

Fan, John Hua; Binnewies, Sebastian; Silva, Sanuri de - In: The journal of futures markets 43 (2023) 8, pp. 1040-1068

Persistent link: https://www.econbiz.de/10014339370

International commodity prices transmission to consumer prices in Africa

Lemaire, Thibault; Vertier, Paul - 2023

Global commodity prices spikes can have strong macroeconomic effects, par- ticularly in developing countries. This paper estimates the global commodity prices pass-through to consumer price inflation in Africa. Our sample includes monthly data for 48 countries over the period 2002m02-2021m04. We...

Persistent link: https://www.econbiz.de/10014342577

Modelling and Forecasting Commodities Prices in Emerging Market : Lessons from the Preceding Super Cycle

Jose, Sharon K; G P, Girish - 2023

Futures trading is one of the oldest trading methods and investing in commodities. History of commodities futures trading in India is interrupted, flabbergasted and disrupted, unlike commodities future trading in Chicago Mercantile Exchange (CME), Chicago Board of Trade (CBOT), or London Metal...

Persistent link: https://www.econbiz.de/10014344807

The Long Run Effects of Commodity Price Volatility

Raissi, Mehdi; Mohommad, Adil - 2023

offsets the positive impact on growth from commodity price booms (especially in resource-rich economies). Furthermore, we …

Persistent link: https://www.econbiz.de/10014346168

Innovation in the Mining Sector and Cycles in Commodity Prices

Valacchi, Giulia; Raffo, Julio D.; Daly, Alica; … - 2023

environment, in particular to changes in commodity prices. For this purpose, we combine commodity price data with innovation data … cyclical. Innovation increases in periods of high commodity prices while decreasing during commodity price recessions. Our …

Persistent link: https://www.econbiz.de/10014346736

Does Monetary Policy Have an Overshooting Influence on Agricultural Commodity Prices? Evidence from Three Covid-19 Time Points

Hua, Yufei; Lu, Jin; Chen, Haojia - 2023

COVID-19 has thrown a stark, harsh light on the world’s economy and has had a significant impact on monetary policies worldwide. In China, the economy is entering a new normal, and the effect of monetary policy on agricultural commodity prices has induced noticeable structural changes. The...

Persistent link: https://www.econbiz.de/10014347577

Commodity Price Pass-Through and Inflation in Japan : a Nonlinear Time Series Analysis

Sekine, Atsushi - 2023

investigates commodity price pass-through into inflation in the low and high inflation regimes in Japan. By estimating the …

Persistent link: https://www.econbiz.de/10014347769

Macroeconomic news, the financial cycle and the commodity cycle : the Chinese footprint

Corneli, Flavia; Ferriani, Fabrizio; Gazzani, Andrea - 2023

Persistent link: https://www.econbiz.de/10014391241

Variations in pass-through from global agricultural commodity prices to domestic food inflation

Hyun, Daniel; Lee, Jacky - 2023

This paper examines factors that affect the transmission of fluctuations in global agricultural commodity prices to domestic food inflation. Using panel regressions on data from 53 advanced and emerging-market countries, we investigate how factors such as local crop production conditions, the...

Persistent link: https://www.econbiz.de/10014392967