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Risk sensitive stabilization policies in commodity markets : a simulation study
Sengupta, Jati K. - In: Economic modelling 11 (1994) 3, pp. 375-384
Persistent link: https://www.econbiz.de/10001166702
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The financialization of commodity markets
Cheng, Ing-haw; Xiong, Wei - 2013
Persistent link: https://www.econbiz.de/10010221901
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Rohstoffrisikobewertung - Graphit
Damm, Sophie - 2021 - Datenstand: November 2021
Persistent link: https://www.econbiz.de/10013161901
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DERA-Rohstoffliste 2021 : Angebotskonzentration bei mineralischen Rohstoffen und Zwischenprodukten - potenzielle Preis- und Lieferrisiken
Barazi, Siyamend al; Damm, Sophie; Huy, Dieter; … - 2021 - Datenstand: Februar 2021
Persistent link: https://www.econbiz.de/10013167185
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Wave after Wave : Contagion Risk from Commodity Markets
Algieri, Bernardina - 2017
The aim of this study is to investigate the possible contagion risk coming from energy, food and metals commodity … markets and to assess risk spillovers from biofuel to food commodity markets and from crude oil to food markets. To this … purpose, we use the delta Conditional Value-at-Risk ΔCoVaR) approach recently proposed by Adrian and Brunnermeier (2016) based …
Persistent link: https://www.econbiz.de/10012954826
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Uncertainty, Macroeconomic Activity and Commodity Price : A Global Analysis
Shen, Yifan - 2018
We extend Jurado et al. (2015)'s forecast-error-based uncertainty measure to the international context, and construct a new measure of global uncertainty. We examine dynamic causal effects among global uncertainty and other global macroeconomic variables, and provide two important applications...
Persistent link: https://www.econbiz.de/10012908344
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Model Uncertainty in Commodity Markets
Cartea, Álvaro - 2015
Agents who acknowledge that their models are incorrectly specified are said to be ambiguity averse, and this affects the prices they are willing to trade at. Models for prices of commodities attempt to capture three stylized features: seasonal trend, moderate deviations (a diffusive factor), and...
Persistent link: https://www.econbiz.de/10013022682
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The dynamic spillover effects of macroeconomic and financial uncertainty on commodity markets uncertainties
Ben Haddad, Hedi; Mezghani, Imed; Gouider, Abdessalem - In: Economies : open access journal 9 (2021) 2, pp. 1-22
The present paper has two main objectives: first, to accurately estimate commodity price uncertainty; and second to analyze the uncertainty connectedness among commodity markets and the macroeconomic uncertainty, using the time-varying vector-autoregressive (TVP-VAR) model. We use eight main...
Persistent link: https://www.econbiz.de/10012548331
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Rohstoffrisikobewertung - Nickel
Szurlies, Michael; Schippers, Axel; Kuhn, Thomas; Duba, … - 2021 - Datenstand: Februar 2021
Persistent link: https://www.econbiz.de/10012549641
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Commodity futures returns and policy uncertainty
Bannigidadmath, Deepa; Narayan, Paresh Kumar - In: International review of economics & finance : IREF 72 (2021), pp. 364-383
Persistent link: https://www.econbiz.de/10012671942