We investigate multifractal properties of commodity time series using multifractal detrended fluctuation analysis (MF-DFA). We find that agricultural and energy-related commodities exhibit very similar behavior, while the ...

The on-going debate over the influence of investor demand on spot commodity prices largely attempts to assess this influence by measuring the growth in investor demand in recent years. Given the serious data problems that ...

As the financial commodities market is developing and introducing new commodity indices globally, today they are divided into three generations. In 2014, the Gross Domestic Product (GDP) of agribusiness in Brazil represented ...

We consider incomplete market economies where agents are subject to price-dependent trading constraints compatible with credit market segmentation. Equilibrium existence is guaranteed when either commodities are essential, ...

A recent boom in commodities-for-manufactures trade between China and other developing countries has led to much concern about the losers from rising import competition in manufacturing, but little attention on the winners ...

We consider incomplete market economies where agents are subject to price-dependent trading constraints compatible with credit market segmentation. Equilibrium existence is guaranteed when either commodities are essential, ...

Commodities are primary goods, with low levels of industrialization, include the agricultural, metal and energy sectors. The agricultural commodities have an important role in Brazil's economy, accounted by 46.7% of total ...