Buscar
Mostrando ítems 11-20 de 1462
Commodity price perdictability: commodity currencies or global risk factor
(Universidad Torcuato Di Tella, 2015)
In this paper, I argue that global factors also have a role in forecasting commodity prices. That is, both global factors and the exchange rates of small commodity exporters have predictive power over global commodity ...
Rising commodity prices and welfare in Brazil. A short-run analysis using a SAM price model
(Asociación Argentina de Economía Política, 2017-11)
During the 2000's, and from a macro perspective, Brazil benefited greatly because the increasing prices of agricultural commodities in world markets, as well as the price of oil and other primary commodities, which the ...
Rising commodity prices and welfare in Brazil. A short-run analysis using a SAM price model
(2017-11)
During the 2000's, and from a macro perspective, Brazil benefited greatlybecause the increasing prices of agricultural commodities in world markets, as well as the price of oil and other primary commodities, which the ...
Explaining Commodity Prices by a Cointegrated Time Series-Cross Section Model
(Physica-Verlag, 2015-06)
This paper analyzes idiosyncratic and common determinants of commodity prices by adopting a time series-cross section approach. Different from the previous empirical literature, we allow for long-run and short-run effects, ...
The inefficiency of interest-rate subsidies in commodity price stabilization
(Oxford University Press, 1996)
Interest-rate subsidies have been used to stimulate commodity stockholding, with the intention of stabilizing prices. However, reductions in price variability can be achieved at less government cost using a direct storage ...
Predicting the future price of a commodity using the OWMA operator: An approximation of the interest rate and inflation in the brown pastusa potato price
(Journal of Intelligent and Fuzzy Systems, 2022)
Modeling and estimating commodity prices: copper prices
(Springer, 2015)
A new methodology is laid out for the modeling of commodity prices, it departs
from the ‘standard’ approach in that it makes a definite distinction between the analysis of the
short term and long term regimes. In particular, ...
The volatility outlook for commodities prices
(FGV EPGE; Vale, 2012-08)
Apresentação do palestrante Robert Engle - New York University no contexto do evento "The Economics and Econometrics of Commodity Prices". Mais informações em: <http://epge.fgv.br/conferencias/commodity-prices/index.php>.
Predictive dynamics in commodity prices
(FGV EPGE; Vale, 2012-08)
Apresentação do palestrante Allan Timmermann - University of California San Diego no contexto do evento "The Economics and Econometrics of Commodity Prices". Mais informações em: http://epge.fgv.br/conferencias/commodity ...