Similar Search Results

Effects of speculation and interest rates in a “carry trade” model of commodity prices

Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112

Persistent link: https://www.econbiz.de/10010371827

Dynamic spillovers among major energy and cereal commodity prices

Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 43 (2014), pp. 225-243

Persistent link: https://www.econbiz.de/10010504821

Determinants of agricultural and mineral commodity prices

Frankel, Jeffrey A.; Rose, Andrew - In: Inflation in an era of relative price shocks : …, (pp. 9-59). 2010

Persistent link: https://www.econbiz.de/10008732091

Metal volatility in presence of oil and interest rate shocks

Hammoudeh, Shawkat; Yuan, Yuan - In: Energy economics 30 (2008) 2, pp. 606-620

Persistent link: https://www.econbiz.de/10003711342

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

Effects of US macroeconomic shocks on international commodity prices

Kim, Won Joong; Hammoudeh, Shawkat; Choi, Kyongwook - In: Korea and the world economy 15 (2014) 1, pp. 45-85

Persistent link: https://www.econbiz.de/10010359831

Effects of speculation and interest rates in a “carry trade” model of commodity prices

Frankel, Jeffrey A. - 2013

Persistent link: https://www.econbiz.de/10009791157

US monetary policy and sectoral commodity prices

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - In: Journal of international money and finance 57 (2015), pp. 61-85

Persistent link: https://www.econbiz.de/10011478211

Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices

Frankel, Jeffrey A. - 2013

The paper presents and estimates a model of the prices of oil and other storable commodities, a model that can be characterized as reflecting the carry trade. It focuses on speculative factors, here defined as the trade-off between interest rates on the one hand and market participants'...

Persistent link: https://www.econbiz.de/10013075796

Global factors, uncertainty, weather conditions and energy prices : on the drivers of the duration of commodity price cycle phases

Agnello, Luca; Castro, Vítor; Hammoudeh, Shawkat; … - In: Energy economics 90 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517583