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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
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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
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A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
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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
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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/10010191585
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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/10012459199
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Bubbles, food prices, and speculation : evidence from the CFTC' s daily large trader data files
Aulerich, Nicole M.; Irwin, Scott H.; García, Philip - 2013
Persistent link: https://www.econbiz.de/10009754625
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Commodity supply management by producing countries : a case study of the tropical beverage crops
Maizels, Alfred - 1997
Persistent link: https://www.econbiz.de/10000957267
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Commodity price uncertainty in developing countries
Dehn, Jan - 2000
Persistent link: https://www.econbiz.de/10010524298
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Commodity price volatility and tax revenue : evidence from developing countries
Ehrhart, Hélène; Guerineau, Samuel - 2013
Persistent link: https://www.econbiz.de/10009713738