Commodity Prices and GDP Growth

This paper explores the extent to which commodity prices can predict GDP growth rates of various countries using indices of 27 commonly traded commodity futures. Commodity returns can strongly predict the next quarter's GDP growth, while the basis shows a reasonable level of predictive power. Overall, commodity prices can be considered a leading indicator of economic growth; increasing commodity prices and basis values indicate a stronger future economy

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Year of publication:	2020
Authors:	Ge, Yiqing
Other Persons:	Tang, Ke (contributor)
Publisher:	[2020]: [S.l.] : SSRN
Subject:	Wirtschaftswachstum \| Economic growth \| Rohstoffpreis \| Commodity price \| Nationaleinkommen \| National income \| Welt \| World

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Extent:	1 Online-Ressource (33 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: International Review of Financial Analysis, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 22, 2020 erstellt
Classification:	E23 - Production ; E27 - Forecasting and Simulation ; F43 - Economic Growth of Open Economies ; G13 - Contingent Pricing; Futures Pricing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012833341