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The Excess Co Movement Of Commodity Prices

The Excess Co movement of Commodity Prices PDF
Author: Robert S. Pindyck
Publisher:
ISBN:
Size: 60.41 MB
Format: PDF, Mobi
Category : Prices
Languages : en
Pages : 31
View: 1481

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The Excess Co Movement Of Commodity Prices

by Robert S. Pindyck, The Excess Co Movement Of Commodity Prices Books available in PDF, EPUB, Mobi Format. Download The Excess Co Movement Of Commodity Prices books, This paper tests and confirms the existence of a puzzling phenomenon - the prices of largely unrelated raw commodities have a persistent tendency to move together. We show that this comovement of prices is well in excess of anything that can be explained by the common effects of past, current, or expected future values of macroeconomic variables such as inflation, industrial production, interest rates, and exchange rates. These results are a rejection of the standard competitive model of commodity price formation with storage.




Reauthorization Of The Commodity Futures Trading Commission

Reauthorization of the Commodity Futures Trading Commission PDF
Author: United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry
Publisher:
ISBN:
Size: 10.34 MB
Format: PDF, Mobi
Category : Derivative securities
Languages : en
Pages : 516
View: 3834

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Reauthorization Of The Commodity Futures Trading Commission

by United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry, Reauthorization Of The Commodity Futures Trading Commission Books available in PDF, EPUB, Mobi Format. Download Reauthorization Of The Commodity Futures Trading Commission books,




The Future Of The Cftc

The Future of the CFTC PDF
Author: United States. Congress. House. Committee on Agriculture. Subcommittee on General Farm Commodities and Risk Management
Publisher:
ISBN:
Size: 19.19 MB
Format: PDF, Mobi
Category : Derivative securities
Languages : en
Pages : 101
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The Future Of The Cftc

by United States. Congress. House. Committee on Agriculture. Subcommittee on General Farm Commodities and Risk Management, The Future Of The Cftc Books available in PDF, EPUB, Mobi Format. Download The Future Of The Cftc books,




The Co Movement Between Cotton And Polyester Prices

The Co movement Between Cotton and Polyester Prices PDF
Author: John Baffes
Publisher:
ISBN:
Size: 61.43 MB
Format: PDF, ePub, Mobi
Category : Cotton
Languages : en
Pages : 29
View: 5393

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The Co Movement Between Cotton And Polyester Prices

by John Baffes, The Co Movement Between Cotton And Polyester Prices Books available in PDF, EPUB, Mobi Format. Download The Co Movement Between Cotton And Polyester Prices books, Abstract: "The authors examine the price linkages among polyester (the dominant chemical fiber), cotton (the dominant natural fiber), and crude oil (the dominant energy commodity), based on monthly data between 1980 and 2002. The modeling framework incorporates several aspects of the unit root econometrics literature. They find that: a) There is strong co-movement between cotton and polyester prices, well above the co-movement observed between these two prices and prices of other primary commodities. b) Crude oil prices have a stronger effect on polyester prices compared with cotton prices. c) Price shocks originating in the polyester market are transmitted at much higher speed to the cotton market than vice-versa."--World Bank web site.




The Myth Of Comoving Commodity Prices

The Myth of Comoving Commodity Prices PDF
Author: Paul Cashin
Publisher: International Monetary Fund
ISBN:
Size: 67.27 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 20
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The Myth Of Comoving Commodity Prices

by Paul Cashin, The Myth Of Comoving Commodity Prices Books available in PDF, EPUB, Mobi Format. Download The Myth Of Comoving Commodity Prices books, Re-examines the notion that the prices of unrelated commodities move together, using a measure of co-movement of economic time series called concordance.




Co Movement Of Major Commodity Price Returns A Time Series Assessment

Co movement of major commodity price returns  A time series assessment PDF
Author: de Nicola, Francesca
Publisher: Intl Food Policy Res Inst
ISBN:
Size: 38.70 MB
Format: PDF, ePub, Docs
Category : Social Science
Languages : en
Pages : 44
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Co Movement Of Major Commodity Price Returns A Time Series Assessment

by de Nicola, Francesca, Co Movement Of Major Commodity Price Returns A Time Series Assessment Books available in PDF, EPUB, Mobi Format. Download Co Movement Of Major Commodity Price Returns A Time Series Assessment books, This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural, and food commodities using monthly data between 1970 and 2013. The authors study the extent and the time evolution of unconditional and conditional correlations using a uniform-spacings testing approach, a multivariate dynamic conditional correlation model and a rolling regression procedure.




An Examination Of Commodity Futures Price Behaviour With Respect To Fundamental And Financial Determinants And Effects On Commodity Exporting Developing Countries

An Examination of Commodity Futures Price Behaviour with Respect to Fundamental and Financial Determinants and Effects on Commodity Exporting Developing Countries PDF
Author: Trevor Crowe
Publisher:
ISBN:
Size: 53.50 MB
Format: PDF, ePub, Mobi
Category : Commodity futures
Languages : en
Pages : 30
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An Examination Of Commodity Futures Price Behaviour With Respect To Fundamental And Financial Determinants And Effects On Commodity Exporting Developing Countries

by Trevor Crowe, An Examination Of Commodity Futures Price Behaviour With Respect To Fundamental And Financial Determinants And Effects On Commodity Exporting Developing Countries Books available in PDF, EPUB, Mobi Format. Download An Examination Of Commodity Futures Price Behaviour With Respect To Fundamental And Financial Determinants And Effects On Commodity Exporting Developing Countries books,