Mostrando ítems 1-10 de 104
Commodity price shocks and production networks
(Universidad de Chile, 2022)
This paper studies how different patterns in production networks can help to explain the
impact of commodity price shocks on aggregate outcomes. I present a new empirical pattern associated with commodity sectors that I ...
Un modelo basado en agentes para explicar tendencias de largo plazo en precios de commodities
(Universidad de Chile, 2017)
Historically commodity prices have shown a tendency to move cyclically. However, these
trends have only been identified a posteriori and have not been considered to try to obtain
future trends, with the hypothesis that ...
Yield and commodity prices : a view from mining bond markets
(Universidad de Chile, 2016-07)
Linking the economic sector on bond minning issuers to commodity prices indices published bye
the IMF a database at bond-year-commodity level was built to measure the funding cost elasticity
to commodity price changes.
Análise de bolhas especulativas no mercado futuro brasileiro de commodities agropecuárias
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Economia - PPGEc-SoCâmpus Sorocaba, 2018-08-30)
We used agricultural commodities futures prices to identify speculative bubbles in the Brazilian
derivatives markets between 2008 and 2017. We applied the Generalized Supremum Augmented
Dickey-Fuller (GSADF) test to ...
Avaliação da importância do preço do petróleo para a formação de preço das commodities agropecuárias no estado de Mato Grosso
(Universidade Federal de Mato GrossoBrasilFaculdade de Economia (FE)UFMT CUC - CuiabáPrograma de Pós-Graduação em Economia, 2018-04-18)
The objective of this study is to analyze the relative importance of international and
national oil prices on the price formation of agricultural commodities in the State of
Mato Grosso from June 2013 to September 2016 ...
Commodity prices in Brazil : fiscal policy, interest rates and sectoral impacts
(2020-02-10)
Os preços das commodities podem afetar a economia brasileira por meio de um processo multifacetado. Este artigo analisa como o ciclo de preços das commodities afeta o Brasil, através da visão de três variáveis macroeconômicas: ...
Análise de bolhas nos produtos agricolas: açúcar, café e soja
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Economia - PPGEc-SoCâmpus Sorocaba, 2020-10-16)
The process of changing market conditions, due to the major shocks of the 1970s and 1980s, as well as the changes in domestic and international market conditions in subsequent years, significantly affected the price ...
Energy and vegetable oils : a price transmission network
(Universidad de San Andrés. Escuela de Administración y Negocios., 2015)
This thesis studies how energy and agricultural commodities are linked together and
in particular how they form a network between each other. Cash traded commodities
are substituted by their closest exchange traded ...