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Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - In: Applied Economics 46 (2014) 30, pp. 3724-3735
The purpose of this article is to improve the empirical evidence on commodity prices in various dimensions. First, we attempt to identify the extent of comovements in 44 monthly nonenergy commodity price series in order to ascertain whether the increase in comovement is a recent term phenomenon....
Persistent link: https://www.econbiz.de/10010951834
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Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - In: Applied economics 46 (2014) 28/30, pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
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Long-term links between raw materials prices, real exchange rate and relative de-industrialization in a commodity-dependent economy : empirical evidence of "Dutch disease" in Colom...
Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - In: Empirical economics : a journal of the Institute for … 52 (2017) 2, pp. 777-798
Persistent link: https://www.econbiz.de/10011685698
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Is the boost in oil prices affecting the appreciation of real exchange rate? : empirical evidence of “Dutch disease” in Colombia
Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - 2012
Persistent link: https://www.econbiz.de/10009785750
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The predictive content of co-movement in non-energy commodity price changes
Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - 2014
Persistent link: https://www.econbiz.de/10010415336
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The dynamics of co-movement and the role of uncertainty as a driver of non-energy commodity prices
Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - 2013
Persistent link: https://www.econbiz.de/10010415619
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Global vs sectoral factors and the impact of the financialization in commodity price changes
Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - In: Open economies review 31 (2020) 4, pp. 859-879
Persistent link: https://www.econbiz.de/10012302148