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Underlying Trends and International Price Transmission of Agricultural Commodities

Ghoshray, Atanu - 2011

This paper examines the extent to which increases in international food prices during the past few years have been transmitted to domestic prices in selected Asian developing countries. In analyzing the historical data, evidence on price transmission for important food commodities such as rice,...

Persistent link: https://www.econbiz.de/10014180575

Commodity prices after COVID-19 : persistence and time trends

Monge González, Manuel; Lazcano, Ana - In: Risks : open access journal 10 (2022) 6, pp. 1-20

Since December 2019 we have been living with the virus known as SARS-CoV-2, a situation which has led to health policies being given prevalence over economic ones and has caused a paralysis in the demand for raw materials for several months due to the number confinements put in place around the...

Persistent link: https://www.econbiz.de/10013363006

On the Short-Term Predictability of Stock Returns : A Quantile Boosting Approach

Demirer, Rıza - 2016

We study the predictability of stock returns using an iterative model-building approach known as quantile boosting. Examining alternative return quantiles that represent normal, bull and bear markets via recursive quantile regressions, we trace the predictive value of extensively studied...

Persistent link: https://www.econbiz.de/10012981179

Who Influences the Fundamental Value of Commodity Futures in Japan?

Iwatsubo, Kentaro - 2018

We present evidence on asymmetric information content in the trades of six investor groups transacting in the gold, platinum, gasoline and rubber futures markets on the Tokyo Commodity Exchange. Microstructure theory suggests that traders with greater information on the efficient price should be...

Persistent link: https://www.econbiz.de/10012913814

Permanent and Transitory Price Shocks in Commodity Futures Markets and Their Relation to Storage and Speculation

Haase, Marco - 2013

This paper takes an innovative look at the relationship between the pricing of commodity futures contracts and its relation to storage and speculation. Fifteen commodities are analyzed over the time period from 1990 to 2010. Contrary to other studies, we analyze temporary and permanent futures...

Persistent link: https://www.econbiz.de/10013085812

The Transmission of Oil and Food Prices to Consumer Prices – Evidence for the MENA Countries

Belke, Ansgar Hubertus - 2013

This paper investigates the effects of global oil and food price shocks to consumer prices in Middle East-North African (MENA) countries using threshold cointegration methods. Oil and food price shocks increase domestic prices in the long run, whereby the impact of food prices dominates. While...

Persistent link: https://www.econbiz.de/10013073247

The Transmission of Oil and Food Prices to Consumer Prices : Evidence for the MENA Countries

Belke, Ansgar Hubertus - 2013

Persistent link: https://www.econbiz.de/10013073555

Convergence of European Natural Gas Prices

Bastianin, Andrea - 2019

Over the period 2015–2050 the consumption of natural gas of European OECD countries is expected to grow more than the consumption of any other energy source. Although these countries are interconnected and in most cases share a common currency, their wholesale national gas markets are highly...

Persistent link: https://www.econbiz.de/10012897020

Night Trading with Futures in China : The Case of Aluminum and Copper

Klein, Tony - 2019

to cause a structural break in the intraday behavior of prices. For Copper, the realized volatility of the regular … session is endogenously determined while the night session is strongly driven by the immediately preceding realized volatility … for Copper and Aluminum volatility and needs to be treated separately when extracting jump components from realized …

Persistent link: https://www.econbiz.de/10012898128

Price Effects of Steel Commodities on Worldwide Stock Market Returns

Gutierrez, Juan P. - 2018

We analyze the price effects of steel commodities on stock market returns in emerging and developed economies. These commodities have recently attained increased media exposure due to the rise in the U.S. steel import tariffs, which pose the threat of reducing global demand for steel products...

Persistent link: https://www.econbiz.de/10012922669