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How Do Stock Returns on Manufacturing Industry Respond to Raw Materials Price Shock?

Sum, Vichet - 2019

This paper analyses how stock returns on the U.S. manufacturing industry respond to raw materials price shock. Using … manufacturing industry are positive in the first few months following raw materials commodity price shock. The excess returns then … negatively respond to the price shock in the seventh month (after two quarters). The variance decomposition and the Wald …

Persistent link: https://www.econbiz.de/10012905551

Commodity Price Fluctuations and Unemployment in a Dependent Economy

Sengupta, Jonaki - 2018

transactions, and under a fixed exchange rate regime, the paper examines the effects of supply shock, devaluation, capital flow and …

Persistent link: https://www.econbiz.de/10012916722

Commodity shocks and exchange rate regimes : implications for the Caribbean commodity exporters

Al-Sadiq, Ali J.; Bejar, Pablo; Ötker-Robe, İnci - 2021

severe terms of trade shock associated with a sharp fall in world commodity prices have raised anew questions about the … regimes in coping with commodity price shocks and explores the role of flexible exchange rates as a shock absorber, analyzing …

Persistent link: https://www.econbiz.de/10012604807

The Macroeconomic Effects of Commodity Price Uncertainty

Tran, Trung Duc - 2021

This paper studies the macroeconomic effects of commodity price uncertainty (CPU) shocks. Using Australia as a case study, an econometric-based CPU index is proposed to reveal that Australia has experienced an unprecedented increase in uncertainty from the commodity market recently. Evidence...

Persistent link: https://www.econbiz.de/10013250796

Global liquidity and commodity market interactions : macroeconomic effects on a commodity exporting emerging market

Souza, Rodrigo da Silva; Fry-McKibbin, Renée - In: International review of economics & finance : IREF 76 (2021), pp. 781-800

Persistent link: https://www.econbiz.de/10013175911

A Commodity Curse? The Dynamic Effects of Commodity Prices on Fiscal Performance in Latin America

Medina, Leandro - 2010

The recent boom and bust in commodity prices has raised concerns about the impact of volatile commodity prices on Latin American countries' fiscal positions. Using a novel quarterly data set - which includes unique country-specific commodity price indices and a comprehensive measure of public...

Persistent link: https://www.econbiz.de/10013145329

The impact of a People's Republic of China slowdown on commodity prices and detecting the asymmetric responses of economic activity in Asian countries to commodity price shocks

Ghoshray, Atanu; Pundit, Madhavi - 2016

The recent slowdown of the People's Republic of China (PRC) has led to question to what extent the PRC demand of commodities can have an impact on commodity prices. We take into account the fact that commodity prices are characterized by structural breaks, and to this end we make use of novel...

Persistent link: https://www.econbiz.de/10011579549

Latin American responses to external shocks : what is the role of commodity prices

Pagliacci, Carolina - 2014

Persistent link: https://www.econbiz.de/10011612146

Macroeconomic stabilization of primary commodities price cycles in developing economies

García, Carlos José; Mejía, Jesisbé - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 5, pp. 1050-1066

Persistent link: https://www.econbiz.de/10012053555

Commodity price shocks and the distribution of income in commodity-dependent least-developed countries

Von Arnim, Rudiger; Tröster, Bernhard; Staritz, Cornelia; … - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 2, pp. 434-451

Persistent link: https://www.econbiz.de/10011965992