Do commodity prices incentivize exploration permit application? An explorative study of an anecdotal relation
Sign Up to like & getrecommendations! Published in 2021 at "Mineral Economics"
DOI: 10.1007/s13563-021-00277-0
Abstract: Do commodity prices drive exploration permit applications? In a recent qualitative study on mineral exploration and risk management in Sweden, a number of respondents representing mineral exploration organizations and governmental agencies expressed how mineral exploration… read more here.
Keywords: exploration; exploration permit; study; commodity prices ... See more keywords
Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context
Sign Up to like & getrecommendations! Published in 2019 at "Energy"
DOI: 10.1016/j.energy.2019.02.028
Abstract: Abstract This study explores the causalities between oil and agricultural commodity prices to examine whether the vertical market integration model holds for global market. Considering structural changes, the long-run nexus using full-sample data is found… read more here.
Keywords: bio energy; oil; agricultural commodity; commodity prices ... See more keywords
Forecasting commodity prices out-of-sample: Can technical indicators help?
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Forecasting"
DOI: 10.1016/j.ijforecast.2019.08.004
Abstract: Abstract Economic variables are often used for forecasting commodity prices, but technical indicators have received much less attention in the literature. This paper demonstrates the predictability of commodity price changes using many technical indicators. Technical… read more here.
Keywords: sample technical; commodity prices; forecasting commodity; technical indicators ... See more keywords
Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach
Sign Up to like & getrecommendations! Published in 2019 at "Resources Policy"
DOI: 10.1016/j.resourpol.2019.101520
Abstract: Abstract In this paper, we offer an alternative approach to test the predictive power of commodity prices in stock returns of G7 countries. The new approach accounts for asymmetry, conditional heteroscedasticity, endogeneity, persistence, and structural… read more here.
Keywords: commodity prices; stock returns; approach; prices stock ... See more keywords
Commodity prices and economic growth in commodity-dependent countries: New evidence from nonlinear and asymmetric analysis
Sign Up to like & getrecommendations! Published in 2021 at "Resources Policy"
DOI: 10.1016/j.resourpol.2021.102043
Abstract: Abstract The aim of this paper is to present our examination of the short and long-term asymmetric effects of commodity prices on output per capita within the framework of commodity-dependent countries. First, we adopted a… read more here.
Keywords: growth; commodity; commodity prices; long term ... See more keywords
Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?
Sign Up to like & getrecommendations! Published in 2021 at "Resources Policy"
DOI: 10.1016/j.resourpol.2021.102131
Abstract: Increasing financialization of energy and commodity markets offer a variety of tradeoff for the investors and consumers On the one hand, this increased financialization of the two markets helps investors design a well-diversified investment portfolio… read more here.
Keywords: period; agricultural commodity; oil; commodity ... See more keywords
Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19
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DOI: 10.1016/j.resourpol.2021.102338
Abstract: Volatility in the prices of natural resources particularly in the Covid-19 period is the subject of major concern in recent times. Although many studies have empirically investigated the influence of oil prices on economic growth… read more here.
Keywords: economic performance; commodity prices; volatility; resources commodity ... See more keywords
Does COVID-19 pandemic cause natural resources commodity prices volatility? Empirical evidence from China
Sign Up to like & getrecommendations! Published in 2022 at "Resources Policy"
DOI: 10.1016/j.resourpol.2022.102721
Abstract: COVID-19 pandemic caused havoc around the globe in both economic and non-economic sectors. This paper, unlike previous studies, evaluates the role of COVID-19 on the volatility in natural resources. The volatility of natural resources commodity… read more here.
Keywords: resources commodity; natural resources; volatility; commodity prices ... See more keywords
TFP Growth and Commodity Prices in Emerging Economies
Sign Up to like & getrecommendations! Published in 2018 at "Emerging Markets Finance and Trade"
DOI: 10.1080/1540496x.2018.1520089
Abstract: ABSTRACT In this article we aim at empirically testing cross-country impacts of commodity prices shocks to aggregate Total Factor Productivity (TFP) growth for a sample of emerging economies. Under a growth accounting framework, we estimate… read more here.
Keywords: tfp growth; emerging economies; commodity prices; growth ... See more keywords
The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices
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DOI: 10.1093/rfs/hhw087
Abstract: State-of-the-art term structure models of commodity prices have serious difficulties extrapolating the prices of long-maturity futures contracts from short-dated contracts. This situation is problematic for valuing real commodity-linked assets. We estimate a nonlinear four-factor continuous… read more here.
Keywords: commodity prices; finance; model; model commodity ... See more keywords
Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor‐augmented VAR analyses
Sign Up to like & getrecommendations! Published in 2017 at "Agricultural Economics"
DOI: 10.1111/agec.12291
Abstract: Fluctuation in commodity prices is a significant and timely issue to be studied. This study is to examine the impact of monetary policy and other macroeconomic shocks on the dynamics of agricultural commodity prices. The… read more here.
Keywords: commodity prices; agricultural commodity; monetary policy; factor ... See more keywords