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 ...

Este trabalho analisa a importância dos fatores comuns na evolução recente dos preços dos metais no período entre 1995 e 2013. Para isso, estimam-se modelos cointegrados de VAR e também um modelo de fator dinâmico bayesiano. ...

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 ...

This article analyses co-movements in a wide group of commodity prices during the time period 1992?2010. Our methodological approach is based on the correlation matrix and the networks inside. Through this approach we are ...

The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual horizons. The data to be used consists of metal-commodity prices in a monthly frequency ...

Non-negativity and capacity constraints on accumulation, and price floors, have particular relevance for water, oil, gas, electricity, and other energy commodities. Such constraints are empirically relevant; even if ...

In this thesis, a dynamic pricing model is developed, which uses both futures prices and expert price expectations to model the risk premium for corn, soybeans, and wheat. The price structures of agricultural commodities ...

Apresentação do palestrante Hélyette Geman - Commodity Finance Centre, University of London and ESCP Europe no contexto do evento "The Economics and Econometrics of Commodity Prices". Mais informações em: <http://epge.fg ...