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Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime; Collin-Dufresne, Pierre; Routledge, … - In: Journal of banking & finance 95 (2018), pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
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Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael; Prokopczuk, Marcel - In: Journal of banking & finance 34 (2010) 11, pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
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Commodity prices and BRIC and G3 liquidity : a SFAVEC approach
Ratti, Ronald A.; Vespignani, Joaquin L. - In: Journal of banking & finance 53 (2015), pp. 18-33
Persistent link: https://www.econbiz.de/10011377680
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The great plunge in oil prices : causes, consequences, and policy responses
Baffes, John; Kose, M. Ayhan; Ohnsorge, Franziska; … - 2015
Persistent link: https://www.econbiz.de/10011342403
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The sectorial impact of commodity price shocks in Australia
Knop, Stephen J.; Vespignani, Joaquin L. - 2014
Persistent link: https://www.econbiz.de/10010244580
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Does global liquidity drive commodity prices?
Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Journal of banking & finance 48 (2014), pp. 224-234
Persistent link: https://www.econbiz.de/10010508140
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Transmission of a resource boom : the case of Australia
Dungey, Mardi H.; Fry-McKibbin, Renée; Volkov, V. V. - 2019
Persistent link: https://www.econbiz.de/10012224454
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On the link between oil and agricultural commodity prices : do biofuels matter?
Paris, Anthony - In: International economics : a journal published by CEPII … 155 (2018), pp. 48-60
Persistent link: https://www.econbiz.de/10012027214
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Shocks to the international prices of agricultural commodities and the effects on welfare and poverty : a simulation of the ex ante long-run effects for Uruguay
Moncarz, Pedro E.; Barone, Sergio V.; Descalzi, Ricardo - In: International economics : a journal published by CEPII … 156 (2018), pp. 136-155
Persistent link: https://www.econbiz.de/10012027258
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Chinese resource demand or commodity price shocks : macroeconomic effects for an emerging market economy
Fry-McKibbin, Renée; Souza, Rodrigo da Silva - 2018
Persistent link: https://www.econbiz.de/10012203716