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A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets

Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian - 2021

Persistent link: https://www.econbiz.de/10012819659

Macroeconomic effects of disruptions in global food commodity markets : evidence for the United States

De Winne, Jasmien; Peersman, Gert - 2016

commodity price shocks. Both approaches deliver similar conclusions. Specifically, an unfavorable food commodity market shock …

Persistent link: https://www.econbiz.de/10011565633

Distributional consequences of commodity price shocks : Australia over a century

Bhattacharyya, Sambit; Williamson, Jeffrey G. - In: The review of income and wealth : journal of the … 62 (2016) 2, pp. 223-244

Persistent link: https://www.econbiz.de/10011621710

The costs of commodity price uncertainty instability

Powell, Andrew - 1992 - rev

Persistent link: https://www.econbiz.de/10000137670

Does Bitcoin hedge commodity uncertainty?

Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14

. Bitcoin contributes only 2.55% to the connectedness, while the wheat volatility index accounts for 12.51% of the total … transmitter to the wheat volatility, while being the spillover receiver from the oil and corn volatilities. The findings suggest …

Persistent link: https://www.econbiz.de/10012305145

Uncertainty diffusion across commodity markets

Cadoret, Isabelle; Minlend, Jacques; Razafindrabe, Tovonony - In: Applied economics 55 (2023) 38, pp. 4377-4401

Persistent link: https://www.econbiz.de/10014301245

Commodity price shocks and civil conflict : evidence from Colombia

Dube, Oeindrila; Vargas, Juan F. - In: The review of economic studies 80 (2013) 4, pp. 1384-1421

Persistent link: https://www.econbiz.de/10010202107

Does futures speculation destabilize spot prices? : new evidence for commodity markets

Bohl, Martin T.; Stephan, Patrick Maurice - In: Journal of agricultural and applied economics 45 (2013) 4, pp. 595-616

Persistent link: https://www.econbiz.de/10010207641

Co-movements in commodity prices : global, sectoral and commodity-specific factors

Yin, Libo; Han, Liyan - In: Economics letters 126 (2015), pp. 96-100

Persistent link: https://www.econbiz.de/10011376427

The Determinants of Extreme Commodity Prices

Kuralbayeva, Karlygash - 2012

Fat-tailed commodity price innovations are well-documented in the literature and long recognized as disruptive for consumers and producers, yet little is known about what factors drive such extreme events. Utilizing a wide range of factors from the economics and finance literature and quantile...

Persistent link: https://www.econbiz.de/10013114046