Commodity prices
Commodity prices in Brazil : fiscal policy, interest rates and sectoral impacts
... between commodity prices and domestic interest ...between commodity prices and countries interest rates ...and commodity prices deviation from its long run ...the ...
57
The impact of uncertainty and commodity prices shocks on emerging economies,
... of commodity and are mainly concerned with the impacts of commodity prices fluctuations in the American ...a commodity currency, that is, its nominal exchange rate would be mostly determined by ...
96
Commodity prices and business cycle in emerging economies: the role of news shocks
... by commodity price ...regarding commodity price shocks differs across countries, demonstrating an improvement for Brazil and Chile, while for Mexico and Colombia an opposite ...average, commodity ...
71
The impact of exhaustibility on commodity prices
... of commodity prices to ...affect commodity price volatility, the exhaustible nature of certain commodities plays a role that should not be ...
69
THE IMPACT OF THE RECENT FEDERAL RESERVE LARGESCALE ASSET PURCHASES ON THE AGRICULTURAL COMMODITY PRICES: A HISTORICAL DECOMPOSITION
... LSAPs announcements are considered anticipated shocks because their expectations are formed, a priori, by the Federal Reserve Chairman’s speeches and Fed announcements. The impacts of those announcements depend on the ...
15
Sovereign default risk and commodity prices
... commodities prices on emerging economies’ country risk assume an exogenous negative relation be- tween these two ...of commodity prices on output ...
30
Predictive dynamics in commodity prices
... realized commodity volatility During economic recessions, variables such as industrial production, money supply, and unemployment improve forecasts of monthly commodity volatility when added to the AR(1) ...
33
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
... metal-commodity prices taking into account the recent …nan- cialization of commodity markets and the role of information in commodity markets; see Hong and Yogo (2009, 2012) and Gargano and ...
52
Commodity prices, sovereign wealth funds, and fiscal policy: lessons from Chile and Norway
... budgets, and poor budgetary accountability lead to ineffective and inefficient government spending, misuse of government resources, and corruption • Adoption of modern institutional framework for fiscal policy makes ...
43
Commodity prices, commodity currencies, and global economic developments
... • N macro-economic time series across major developed and developing countries: industrial production, business and consumer confidence data, retail sales volumes, unemployment rates, core consumer prices ...
52
Drivers of agricultural future commodity prices : a co-integration analysis
... This work has been made of attempts and reformulations depending on the results and difficulties, which were found throughout the process. However, it was carried out the usual approach in this type of work: the sources ...
50
Volatility and price integration in commodity market.
... The time series modeling adopted focused on price and risk prediction leading on determining the inherent volatility in the formulation of financial strategies applied to the fish commodity market. Through the ...
24
A controversial debate between financial speculation and changes in agricultural commodity spot prices
... agricultural commodity spot ...spot prices of corn, wheat, and soybean and agricultural commodity futures trading ...agricultural commodity spot prices and financial variables are ...
8
Modelling and forecasting brent prices
... the Brent prices to touch its maximum value of 145$/bbl on the third of July 2008. Afterwards, its price falls again to 34.04$/bbl at the 24th December 2008, and latter it inverts its trend, starting an increase ...
72
Energy prices forecasting using GLM
... The objective of the present work is the short term forecast of hourly energy prices. Electricity Price Forecasting (EPF) its a difficult purpose. A wide number of meth- ods have been proposed to EFP. In [14] is ...
13
The volatility outlook for commodities prices
... It has been used to determine the expected capital that a financial institution will need to raise if there is another financial crisis and here we will use this to estimate the fal[r] ...
66
Inflation persistence and flexible prices
... neoclassical growth model with shocks to production technology, shopping time technology and the monetary policy rule. Allowing for stochastic money demand is important when we portray monetary policy in terms of money ...
36
CHARCOAL PRICES IN MINAS GERAIS
... Figure 4 provides the series of charcoal prices for the period January 1975 to December 2007. The instability of prices over time was due to endogenous and exogenous variables in the forest setting. In the ...
8