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Commodity currencies and commodity prices : modelling static and time-varying dependence

Ignatieva, Ekaterina; Ponomareva, Natalia - In: Applied economics 49 (2017) 15, pp. 1491-1512

Persistent link: https://www.econbiz.de/10011813615

Can Gaussian factor models of commodity prices capture the financialization phenomenon?

Aiube, Fernando Antônio Lucena; Faquieri, Winicius Botelho - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012203674

How to effectively stabilize China's commodity price fluctuations?

Lin, Boqiang; Xu, Bin - In: Energy economics 84 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012183307

Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model

Herrera, Rodrigo; Rodriguez, Alejandro; Pino, Gabriel - In: Energy economics 63 (2017), pp. 129-143

Persistent link: https://www.econbiz.de/10011757876

Internet, noise trading and commodity prices

Peri, Massimo; Vandone, Daniela; Baldi, Lucia - 2012

Persistent link: https://www.econbiz.de/10011759934

The macroeconomic effects of commodity price uncertainty

Trung Duc Tran - 2020 - This version: December 2020

Persistent link: https://www.econbiz.de/10012542748

Commodity price volatility with endogenous natural resources

Hansen, James; Gross, Isaac - In: European economic review : EER 101 (2018), pp. 157-180

Persistent link: https://www.econbiz.de/10011975378

Propagation of commodity market shocks

Marini, Annalisa; McCorriston, Steve - 2017

Persistent link: https://www.econbiz.de/10011898902

Volatility forecasting in commodity markets using macro uncertainty

Bakas, Dimitrios; Triantafyllou, Athanasios - In: Energy economics 81 (2019), pp. 79-94

Persistent link: https://www.econbiz.de/10012172661

A Staggered Pricing Approach to Modeling Speculative Storage : Implications for Commodity Price Dynamics

Assa, Hirbod; Dabbous, Amal; Gospodinov, Nikolay - 2015

This paper embeds a staggered price feature into the standard speculative storage model of Deaton and Laroque (1996). Intermediate goods inventory speculators are added as an additional source of intertemporal linkage, which helps us to replicate the stylized facts of the observed commodity...

Persistent link: https://www.econbiz.de/10014048922