In this study, we develop a framework, based on the Global Vector Autoregression Model (GVAR), to unite two differing perspectives on commodity markets, the single-market centered approach, investigating the micro- and macroeconomic drivers of commodity prices, as well as the inter-market...

In our study, we individually forecast 26 metal prices one-month ahead and outperform the predefined benchmark model, a random-walk (with drift) in 18 (18) cases. These forecasts are based on an overview over a large set of potential predictors for mineral commodities, originating from studies...

In this study, we jointly analyze a) the impact of fundamentals on commodity prices, b) the co-movement of commodity markets and c) the differences in the commodity markets' interrelations, given certain economic conditions, using a Markov-switching Global Vector Autoregression Model...

In this study, we analyze the effects of monetary policy on commodity prices, while accounting for the unconventional monetary policy actions, such as large scale asset purchase programs and forward guidance, implemented by the federal reserve in response to the near zero interest environment...

In this study, we develop a framework, based on a Global Vector Autoregression Model (GVAR), to unite two differing perspectives on commodity markets, the commodity-specific, single-market centered approach, investigating the micro- and macroeconomic drivers of commodity prices, and the market...

Wird die deutsche Energiewende und damit ein Teil der ökologischen Nachhaltigkeit Deutschlands auf Kosten der Bevölkerung in den Rohstoffabbauländern ausgetragen?Zur Klärung dieser Frage erstellt diese Studie ein Bewertungsmodell, mithilfe dessen ressourcenintensive Projekte anhand ihrer...