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Commodity Price Volatility and U.S. Monetary Policy : Commodity Price Overshooting Revisited
Siami-Namini, Sima - 2017
Commodity price volatility can create concern for central bank policy-makers. Recent commodity prices peaked in the … volatility are crucial for the conduct of monetary policy (Svensson, 2005). Using an autoregressive moving average with an … series to identify volatility spillovers between monetary policies and commodity price index. The findings show that the …
Persistent link: https://www.econbiz.de/10012945975
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Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility : novel evidence for the US economy
Yao, Wei; Alexiou, Constantinos - In: International review of financial analysis 80 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013366201
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Partially anticipated monetary policy shocks : are they stabilizing or destabilizing?
Offick, Sven; Wohltmann, Hans-Werner - In: Jahrbücher für Nationalökonomie und Statistik 236 (2016) 1, pp. 95-127
Persistent link: https://www.econbiz.de/10011486776
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Policy response to commodity price fluctuations : the case of Nigeria
Abeng, Magnus O.; Hilili, Margaret J. - In: West African journal of monetary and economic integration 17 (2017) 1, pp. 19-44
Commodity price shocks have, over the years, posed major challenges for the conduct of monetary policy and economic management in Nigeria. Several studies dedicated to investigating these phenomena had focused only on oil price (Nigeria's major commodity) with little or no attention to food...
Persistent link: https://www.econbiz.de/10013348340
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Exchange rate intervention in small open economies : the role of risk premium and commodity price shocks
García, Carlos José; González, Wildo D. - In: International review of economics & finance : IREF 25 (2013), pp. 424-447
Persistent link: https://www.econbiz.de/10009693281
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Monetary policy and price dynamics in a commodity futures market
Tai, Meng-Yi; Chao, Chi-Chur; Hu, Shih-Wen; Lai, Ching-chong - In: International review of economics & finance : IREF 29 (2014), pp. 372-379
Persistent link: https://www.econbiz.de/10010432345
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Has Asian Emerging Market Monetary Policy Been Too Procyclical When Responding to Swings in Commodity Prices?
Filardo, Andrew J. - 2014
Commodity price fluctuations in recent years have led to wide swings in inflationary pressures across Asian emerging market economies and have revived the discussion on how monetary policy should best react. We argue that the conventional wisdom for emerging market economies of treating...
Persistent link: https://www.econbiz.de/10013049950
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ECB monetary policy and commodity prices
Aliyev, Shahriyar; Kočenda, Evžen - 2022
Persistent link: https://www.econbiz.de/10013262620
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ECB monetary policy and commodity prices
Aliyev, Shahriyar; Kočenda, Evžen - 2020
We analyze the impact of the ECB monetary policies on global aggregate and sectoral commodity prices using monthly data from January 2001 till August 2019. We employ a SVAR model and assess separately period of conventional monetary policy before global financial crisis (GFC) and unconventional...
Persistent link: https://www.econbiz.de/10012200289
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ECB monetary policy and commodity prices
Aliyev, Shahriyar; Kočenda, Evžen - In: Review of international economics 31 (2023) 1, pp. 274-304
Persistent link: https://www.econbiz.de/10014278132