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Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - 2013
mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models … price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …
Persistent link: https://www.econbiz.de/10010326493
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The commodities market bubble: Money manager capitalism and the financialization of commodities
Wray, L. Randall - 2008
Money manager capitalism - characterized by highly leveraged funds seeking maximum returns in an environment that systematically underprices risk - has resulted in a series of boom-and-bust cycles in equities, real estate, and commodities. Because subsequent cycles have been increasingly...
Persistent link: https://www.econbiz.de/10010280270
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Moody Oil - What is Driving the Crude Oil Price?
Lechthaler, Filippo; Leinert, Lisa - 2012
The unparalleled surge of the crude oil price after 2003 has triggered a heated scientific and public debate about its ultimate causes. Unexpected demand growth particularly from emerging economies appears to be the most prominently supported reason among academics. We study the price dynamics...
Persistent link: https://www.econbiz.de/10011753232
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Global commodity cycles and linkages a FAVAR approach
Lombardi, Marco J.; Osbat, Chiara; Schnatz, Bernd - 2010
In this paper we examine linkages across non-energy commodity price developments by means of a factor-augmented VAR model (FAVAR). From a set of non-energy commodity price series, we extract two factors, which we identify as common trends in metals and a food prices. These factors are included...
Persistent link: https://www.econbiz.de/10011605216
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Commodity prices, financial markets, and development: Effects of the financialisation of commodity markets and necessary policy reforms
Staritz, Cornelia; Heumesser, Christine; Küblböck, Karin - 2013
Given the far-reaching implications of commodity prices for developing countries an understanding of the factors behind recent commodity price developments is crucial. ÖFSE research shows that besides structural changes in fundamental supply and demand conditions, the increasing presence of...
Persistent link: https://www.econbiz.de/10010377393
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The dynamics of global crude oil production
Zaklan, Aleksandar; Zachmann, Georg; Neumann, Anne - 2010
We analyze the dynamic effect of prices and price volatility on current oil production, both on the level of country …
Persistent link: https://www.econbiz.de/10010285735
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Commodity price volatility: The case of agricultural products
Doporto Miguez, Ivana; Michelena, Gabriel - 2011
The recent rise in commodity prices and the increase in price volatility have aroused certain concern and controversy … among the leaders of the major world powers and international organisations over the possibility that a new food crisis … could break out. This paper intends to delve into some aspects of the phenomenon known as commodity price volatility. First …
Persistent link: https://www.econbiz.de/10010312939
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La volatilidad de los precios de los commodities: el caso de los productos agrícolas
Doporto Miguez, Ivana; Michelena, Gabriel - 2011
The recent rise in commodity prices and the increase in price volatility have aroused certain concern and controversy … among the leaders of the major world powers and international organisations over the possibility that a new food crisis … could break out. This paper intends to delve into some aspects of the phenomenon known as commodity price volatility. First …
Persistent link: https://www.econbiz.de/10010312940
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Underlying Trends and International Price Transmission of Agricultural Commodities
Ghoshray, Atanu - 2011
reforms in order to understand both long-run and short-run relationships between world and domestic prices. …
Persistent link: https://www.econbiz.de/10010507309
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The impact of monetary policy shocks on commodity prices
Anzuini, Alessio; Lombardi, Marco J.; Pagano, Patrizio - 2010
Global monetary conditions have often been cited as a driving factor of commodity prices. This paper investigates the empirical relationship between US monetary policy and commodity prices by means of a standard VAR system, commonly used in analysing the effects of monetary policy shocks. The...
Persistent link: https://www.econbiz.de/10011605278