Monthly time-series data based on agricultural commodities tend to present strong and particular patterns of … domestic supply of three agricultural commodities in Argentina between 1994 and 2008, which observe the patterns of seasonality …

This paper analyzes the role of commodities in the process of strategic asset allocation, with an attempt of computing … the weight of commodities relative to traditional assets in a multi-period portfolio choice problem and understanding the … commodities in the long horizons, even when they have access to foreign equity markets, for example, foreign stock market. Our …

The prices of most commodities have been rising steadily for more than four years. This phenomenon, which has been … option. Public expenditure has evolved practically keeping pace with the price of commodities. The fact that both surpluses …

interactions between different financial sectors. The results of these researches confirm that commodities, bonds and stock markets …

Recent rapidly rising and volatile energy commodities prices and financial price manipulation scandals have brought the … of such commodities is Brent Crude. Brent Crude and its complex of derivative products make Brent Crude potentially more … opaque and thus susceptible to price manipulation than other commodities. In spite of the importance of Brent to the world …