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Speculation in commodity futures markets, inventories and the price of crude oil

Byun, Sung Je - In: The energy journal 38 (2017) 5, pp. 93-113

Persistent link: https://www.econbiz.de/10011791800

Measuring index investment in commodity futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: The energy journal 34 (2013) 3, pp. 105-127

Persistent link: https://www.econbiz.de/10009771880

The convenience yield and the informational content of the oil futures price

Bernard, Jean-Thomas; Khalaf, Lynda; Kichian, Maral; … - In: The energy journal 36 (2015) 2, pp. 29-46

Persistent link: https://www.econbiz.de/10010528362

Rohstoffboom und deutsche Warenexporte

Bardt, Hubertus; Römer, Christof - In: IW-Trends : Vierteljahresschrift zur empirischen … 36 (2009) 2, pp. 3-13

Die deutsche Industrie sah sich bis Mitte 2008 einem erheblichen Kostendruck ausgesetzt, der durch steigende Preise für Rohstoffe ausgelöst war. Besonders die stark gestiegenen Energiepreise mit einem Ölpreisniveau von bis zu 150 Dollar je Barrel sorgten für erhebliche Belastungen....

Persistent link: https://www.econbiz.de/10003862909

Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment

Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy policy 38 (2010) 8, pp. 4388-4399

Persistent link: https://www.econbiz.de/10008655098

The long-run evolution of energy prices

Pindyck, Robert S. - In: The energy journal 20 (1999) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10001366086

The Impact of Monetary Policy Shocks on Commodity Prices

Anzuini, Alessio - 2010

Global monetary conditions have often been cited as a driving factor of commodity prices. This paper investigates the empirical relationship between US monetary policy and commodity prices by means of a standard VAR system, commonly used in analysing the effects of monetary policy shocks. The...

Persistent link: https://www.econbiz.de/10013139795

Unveiling the time-dependent dynamics between oil prices and exchange rates : a wavelet-based panel analysis

Karlsson, Hyunjoo Kim; Månsson, Kristofer; Sjölander, Pär - In: The energy journal 41 (2020) 6, pp. 87-106

Persistent link: https://www.econbiz.de/10012547025

Global Commodity Cycles and Linkages : A FAVAR Approach

Lombardi, Marco J. - 2010

In this paper we examine linkages across non-energy commodity price developments by means of a factor-augmented VAR model (FAVAR). From a set of non-energy commodity price series, we extract two factors, which we identify as common trends in metals and a food prices. These factors are included...

Persistent link: https://www.econbiz.de/10013146204

Analyzing commodity prices in the context of COVID-19, high inflation, and the Ukrainian war

Hamilton, James D. (interviewee); Jawadi, Fredj (interviewer) - In: The energy journal 44 (2023) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10013540892