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Determinants of agricultural and mineral commodity prices

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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

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