Relevant bibliographies by topics / Commodity market

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Commodity market'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Commodity market.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Commodity market"

1

Hariharan.R*, &. Dr.B.A.Karunakara Reddy. "A STUDY ON INDIAN COMMODITY MARKET WITH SPECIAL REFERENCE TO COMMODITY EXCHANGE." INTERNATIONAL JOURNAL OF RESEARCH SCIENCE & MANAGEMENT 5, no. 6 (2018): 15–21. https://doi.org/10.5281/zenodo.1285539.

Full text
Abstract:
This study focuses on understanding the progressive growth in commodity market which has witnessed a remarkable change in the past decade. After liberalization there was a tremendous change in the commodity market. Indian futures commodity market has played a major role in financial market of India. Commodity market acts as leverage for hedging and speculation. Commodity market is also an alternative option for an investor who is not happy with equity market. Awareness level of commodity market has to be improved. Derivatives trading in India are currently permitted in 6 national and 16 region
APA, Harvard, Vancouver, ISO, and other styles
2

G, Santhoshkumar, Jayanthy S, and Velanganni R. "Analysis of Commodity Market." Journal of Advanced Research in Dynamical and Control Systems 11, no. 0009-SPECIAL ISSUE (2019): 1417–20. http://dx.doi.org/10.5373/jardcs/v11/20192758.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Gribkov, A. A. "Commodity market profiling methodology." Russian Journal of Industrial Economics 16, no. 1 (2023): 51–58. http://dx.doi.org/10.17073/2072-1633-2023-1-51-58.

Full text
Abstract:
The article considers the methodology of commodity markets research, which includes the assessment of the volume and structure of supply and demand according to a wide range of indicators. The information on formation of system representations of markets on the basis of segmentation of markets, marketing profiling of markets and their clients is generalized. The market profiling approach is discussed in depth. This approach consists in the representation of the market as a multidimensional array of data on the type of goods, price ranges, the distribution of buyers and sellers by region, indus
APA, Harvard, Vancouver, ISO, and other styles
4

Yamori, Nobuyoshi. "Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change?" Modern Economy 02, no. 03 (2011): 335–39. http://dx.doi.org/10.4236/me.2011.23036.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Offutt, Susan E., and David Blandford. "Commodity market instability." Resources Policy 12, no. 1 (1986): 62–72. http://dx.doi.org/10.1016/0301-4207(86)90049-8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Dubey, Priti, and Rishika Shankar. "Determinants of the Commodity Futures Market Performance: An Indian Perspective." South Asia Economic Journal 21, no. 2 (2020): 239–57. http://dx.doi.org/10.1177/1391561420970837.

Full text
Abstract:
This article aims to find out interlinkages between equity and commodity markets through the channel of investors’ outlook in the equity market. The proxies used for gauging perception of investors are investor sentiment index and Advance–Decline ratio. The study also incorporates the introduction of Commodity Transaction Tax (CTT) and occurrence of National Spot Exchange Limited (NSEL) scam in the year 2013. Additionally, returns in commodity market are examined to be a function of equity returns. The empirical findings suggest that the liquidity of commodity futures is inversely related to i
APA, Harvard, Vancouver, ISO, and other styles
7

Bhagwat, Shree, and Angad Singh Maravi. "THE ROLE OF FORWARD MARKETS COMMISSION IN INDIAN COMMODITY MARKETS." International Journal of Research -GRANTHAALAYAH 3, no. 11 (2015): 87–105. http://dx.doi.org/10.29121/granthaalayah.v3.i11.2015.2919.

Full text
Abstract:
This paper examines the role of Forward Markets Commission (FMC) in Indian Commodity Markets. The Results show important developments of Forward Markets Commission. Commodity futures and derivatives have a crucial role to play in the price risk management process, especially in agriculture sector. The significance of commodity derivatives has increased in the current scenario. India has long history of trade in commodity derivatives. Organized commodity derivatives in India started as early as 1875, barely about a decade after they started in Chicago. Since 2003, when commodity futures’ tradin
APA, Harvard, Vancouver, ISO, and other styles
8

Dr., Shree Bhagwat, and Singh Maravi Angad. "THE ROLE OF FORWARD MARKETS COMMISSION IN INDIAN COMMODITY MARKETS." International Journal of Research – Granthaalayah 3, no. 11 (2017): 87–105. https://doi.org/10.5281/zenodo.849015.

Full text
Abstract:
This paper examines the role of Forward Markets Commission (FMC) in Indian Commodity Markets. The Results show important developments of Forward Markets Commission. Commodity futures and derivatives have a crucial role to play in the price risk management process, especially in agriculture sector. The significance of commodity derivatives has increased in the current scenario. India has long history of trade in commodity derivatives. Organized commodity derivatives in India started as early as 1875, barely about a decade after they started in Chicago. Since 2003, when commodity futures’ tradin
APA, Harvard, Vancouver, ISO, and other styles
9

Declerck, Francis. "Do Agricultural Commodity Firm Stock Price and Agricultural Commodity Price Move Together?" International Journal on Food System Dynamics 5, no. 3 (2014): 120–29. https://doi.org/10.18461/ijfsd.v5i3.532.

Full text
Abstract:
The research aims at explaining stock performance of processing companies as a function of commodity performance on commodity markets. The results show that stock prices of food companies do not significantly depend on agricultural market prices. So, risks of agricultural market price volatility cannot be hedged using food firm stocks, whose markets are more liquid.
APA, Harvard, Vancouver, ISO, and other styles
10

Kunkler, Michael. "Commodity Market Heterogeneity and Cross-Market Integration." Applied Finance Letters 6, no. 01 (2017): 16–27. http://dx.doi.org/10.24135/afl.v6i01.61.

Full text
Abstract:
We evaluate the recent levels of heterogeneity and cross-market integration for fluctuations in commodity futures returns for a post-financial-crisis data sample. We find that a single commodity-market risk factor explains 30.6% of the total variation in commodity futures returns. The commodity-market risk factor is significantly correlated with the dominant market-wide risk factors from other asset classes: +66.7% with a market risk factor for the US equity market; -74.2% with a US dollar risk factor for the FX market; and -27.8% with an interest-rate level risk factor for the US interest rat
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Commodity market"

1

Rogstadius, Jakob. "Visualizing the Ethiopian Commodity Market." Thesis, Linköping University, Department of Science and Technology, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-19564.

Full text
Abstract:
<p>The Ethiopia Commodity Exchange (ECX), like many other data intensive organizations, is having difficulties making full use of the vast amounts of data that it collects. This MSc thesis identifies areas within the organization where concepts from the academic fields of information visualization and visual analytics can be applied to address this issue.Software solutions are designed and implemented in two areas with the purpose of evaluating the approach and to demonstrate to potential users, developers and managers what can be achieved using this method. A number of presentation methods ar
APA, Harvard, Vancouver, ISO, and other styles
2

Sanogo, Al Hassan <1993&gt. "Commodity market and adlatility contagion." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10814.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Kaas, Susanna. "Validation of market commodity forward curves." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-172427.

Full text
Abstract:
In this thesis the aim was to propose a method that could be used to validate the market commodity forward curve and analyse if the method is possible to apply. The thesis is limited to forward curves with equally spaced maturities up to one year and seasonal price patterns. The method suggested is to construct a reference curve by simulating futures prices with the seasonal cost-of-carry model and perform linear interpolation between these simulated values.   The validation method was applied to UK natural gas futures traded on the Intercontinental Exchange for every trading day in December 2
APA, Harvard, Vancouver, ISO, and other styles
4

Ellefsen, Per Einar. "Commodity market modeling and physical trading strategies." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/61602.

Full text
Abstract:
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2010.<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (p. 114-116).<br>Investment and operational decisions involving commodities are taken based on the forward prices of these commodities. These prices are volatile, and a model of their evolution must correctly account for their volatility and correlation term structure. A two-factor model of the forward curve is proposed and calibrated to the crude oil, shipping, natural gas, and heating oil markets. The th
APA, Harvard, Vancouver, ISO, and other styles
5

Домашенко, Марина Дмитрівна, Марина Дмитриевна Домашенко, Maryna Dmytrivna Domashenko, and D. Hlushchenko. "Ukraine’s participation in the international commodity market." Thesis, Сумський державний університет, 2021. https://essuir.sumdu.edu.ua/handle/123456789/86648.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Tkachev, Ilya. "Hedging strategy for an option on commodity market." Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-5393.

Full text
Abstract:
<p>In this work we consider the methods of pricing and hedging an option on the forward commodity market described by the multi-factor diffusion model. In the previous research there were presented explicit valuation formulas for standard European type options and simulation schemes for other types of options. However, hedging strategies were not developed in the available literature. Extending known results this work gives analytical formulas for the price of American, Asian and general European options. Moreover, for all these options hedging strategies are presented. Using these results the
APA, Harvard, Vancouver, ISO, and other styles
7

Tang, Weiqing. "Global commodity futures market modelling and statistical inference." Thesis, University of Birmingham, 2018. http://etheses.bham.ac.uk//id/eprint/8661/.

Full text
Abstract:
This thesis first investigates the asset pricing ability of a new risk factor, namely Risk-Neutral Skewness (estimated based on option data) in the global commodity futures market. Skewness trading behaviour in the option market is attributed to heterogeneous belief and selective hedging concern. The negative (positive) the Risk-Neutral Skewness is accompanied with excess trading on put (call) option contracts, which leads to underlings' over-pricing (under-pricing). Above results are robust to time-series and cross-sectional test and other alternatives. Secondly, a new functional mean change
APA, Harvard, Vancouver, ISO, and other styles
8

Ronchi, Loraine. "Fairtrade and market failures in international commodity trade." Thesis, University of Sussex, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.514184.

Full text
Abstract:
This thesis concerns an intervention in commodity markets known as 'Fairtrade', which pays producers a minimum 'fair' price and provides support to their cooperative organisations. Fairtrade justifies its intervention in commodity markets like coffee by claiming that factors like market power and producer organisation inefficiency marks down the prices producers receive ("producer price mark-downs"). As the market share of Fairtrade coffee grows. its intervention in commodity markets is of increasing interest. This is particularly true as international commodity policy also increasingly focuse
APA, Harvard, Vancouver, ISO, and other styles
9

Nurmos, Ville, and Mattias Andersson. "Nordic electricity hedging : A comparison with other commodity market structures." Thesis, KTH, Tillämpad termodynamik och kylteknik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-129188.

Full text
Abstract:
This master thesis investigates and answers three fundamental questions regarding structural changes of a future market. This has been done by analysing and comparing three commodity markets with the Nordic electricity market. Examined commodity markets are LME steel billet, CME lean hogs and WTI &amp; Brent crude oil. The report consists of a literature review with a theoretical background, CATWOE and a case analysis of each commodity market. The markets are thereafter analysed, compared and discussed regarding the research questions. It is concluded that the Nordic electricity market is in m
APA, Harvard, Vancouver, ISO, and other styles
10

Gbohounme, Idelphonse Leandre Tawanou <1990&gt. "RESEARCH QUESTION :VOLATILYSTRUCTURE OF THE COMMODITY MARKETS (AFTER CLEANING FOR FINANCIAL MARKET VOLATILITY." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10812.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Commodity market"

1

Food and Agriculture Organization. Commodities and Trade Division., ed. Commodity market review. Commodities and Trade Division, FAO., 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Güvenen, Orhan, Walter Labys, and Jean-Baptiste Lesourd, eds. International Commodity Market Models. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Ita, Paul A. World commodity elastomers. Freedonia Group, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

James, Tom. Commodity Market Trading and Investment. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-43281-0.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Findlay, Ronald. Commodity market integration, 1500-2000. National Bureau of Economic Research, 2001.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

A, Goss B., ed. Futures markets: Their establishment and performance. New York University Press, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

George, Angell, ed. Winning in the futures market. 2nd ed. Doubleday, 1987.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Dalton, James F. Mind over markets: Power trading with market generated information. McGraw-Hill, 1990.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Dalton, James F. Mind over markets: Power trading with market generated information. McGraw-Hill Book Co., 1990.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Dalton, James F. Mind over markets: Power trading with market generated information. Probus, 1990.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Commodity market"

1

MacBean, Alasdair I., and D. T. Nguyen. "Commodity Market Instability." In Commodity Policies. Routledge, 2023. http://dx.doi.org/10.4324/9781032694108-4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Lu, Helen, and Cara M. Marshall. "The Commodity Market." In Financial Engineering. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118266854.ch8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Markham, Jerry W. "Commodity Market Reforms." In From J.P. Morgan to the Institutional Investor. Routledge, 2022. http://dx.doi.org/10.4324/9781003247104-17.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Crittenden, Victoria L., and William F. Crittenden. "On Becoming Market Oriented in a Commodity Market: Aligning Internal Operational Capabilities with Customer Needs." In Commodity Marketing. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-90657-3_14.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

James, Tom. "Commodity Market Risk Management." In Commodity Market Trading and Investment. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-43281-0_11.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Labys, Walter C., Jean-Baptiste Lesourd, Noel D. Uri, and Orhan Güvenen. "New horizons in international commodity market modelling." In International Commodity Market Models. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Lesourd, Jean-Baptiste, Jacques Percebois, and Jean-Michel Ruiz. "Modelling the international natural gas market: the case of the Western European natural gas market." In International Commodity Market Models. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Rausser, Gordon C., and Nicholas Walraven. "Dynamic welfare analysis and commodity futures markets overshooting." In International Commodity Market Models. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_11.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Artus, Patrick. "When does the creation of a futures market destabilize spot prices?" In International Commodity Market Models. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_12.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Daloz, Jean Pierre. "The producer and futures markets." In International Commodity Market Models. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_13.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Commodity market"

1

Bora, Mohit, Praveen Rawat, Daksh Rawat, Vihan Singh Bhakuni, Khushi Sharma, and Purushottam Das. "Analyzing Market Sentiment for Gold Commodity News Through Natural Language Processing Techniques." In 2024 1st International Conference on Advanced Computing and Emerging Technologies (ACET). IEEE, 2024. http://dx.doi.org/10.1109/acet61898.2024.10730308.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

M, Jeyakarthic, and Veeramanikandan V. "Predictive Analysis and Classification of Commodity Market Trends Using Enhanced RNN with Economic Indicator." In 2024 International Conference on System, Computation, Automation and Networking (ICSCAN). IEEE, 2024. https://doi.org/10.1109/icscan62807.2024.10893957.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Toyabe, Tomoki, Makoto Nakakita, and Teruo Nakatsuma. "Bayesian Analysis of Stochastic Conditional Duration Models with Intraday and Intra-deferred Future Seasonalities in High-frequency Commodity Market." In 2024 16th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI). IEEE, 2024. http://dx.doi.org/10.1109/iiai-aai63651.2024.00064.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Chitwood, Greg, and Lillian Skogsberg. "The SCC Resistance of 316L Expandable Pipe in Production Environments Containing H2S and Chloride." In CORROSION 2004. NACE International, 2004. https://doi.org/10.5006/c2004-04138.

Full text
Abstract:
Abstract The market for sand control products is very competitive, which demands that the manufacturer use economical materials and employ efficient designs. This is especially important in expandable sand control screens; this new technology must compete with existing non-expandable screens that are low cost manufacture using commodity-type raw materials. For corrosion resisting sand control screens, a key component to the success of the product is the metallurgy of the base pipe. The alloy selected must provide corrosion performance similar to 13Cr that is typically used as the base pipe in
APA, Harvard, Vancouver, ISO, and other styles
5

Bulleri, B., A. Ticci, M. Genoni, and J. Sutherland. "Engineering Thermoplastic-Liners." In CORROSION 2004. NACE International, 2004. https://doi.org/10.5006/c2004-04705.

Full text
Abstract:
Abstract HDPE liners have been advantageously installed and used for many years now. Due chiefly, to permeability and chemical resistance problems, however, HDPE liners are limited in hydrocarbons and high temperature service. Other exotic materials have sometime become a very expensive choice, but the market steel needs a cost effective solution. Recent developments in the extrusion technology can now offer viable alternatives to HDPE and engineering thermoplastics. Swelling and plasticization due to hydrocarbons can be controlled through the use of multi-layer structures. High temperature ap
APA, Harvard, Vancouver, ISO, and other styles
6

Charaeva, Marina V., Marina A. Kuznetsova, and Song Yansong. "The impact of commodity market volatility on China's stock market." In Sustainable and Innovative Development in the Global Digital Age. Dela Press Publishing House, 2022. http://dx.doi.org/10.56199/dpcsebm.zmib9194.

Full text
Abstract:
The article examines individual industry data series on the Chinese stock market and international commodity markets based on the application of the method of decomposition of generalized variance of forecast errors to build a secondary volatility index and overflow network. The DCC-GARCH model proposed by the author is used to study the effect of hedging wholesale goods on the Chinese stock market. The results show that in every industry in China, industry and consumer industry are the main risk-taking market, and the energy industry and financial industry are the main export risk market.
APA, Harvard, Vancouver, ISO, and other styles
7

Gianfreda, Angelica, and Giacomo Scandolo. "Fukushima effect on commodity prices." In 2013 10th International Conference on the European Energy Market (EEM 2013). IEEE, 2013. http://dx.doi.org/10.1109/eem.2013.6607317.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Arfa, R., and K. Abdelkader. "Modeling intelligent agents in computational grid commodity market." In 2016 International Symposium on Networks, Computers and Communications (ISNCC). IEEE, 2016. http://dx.doi.org/10.1109/isncc.2016.7746059.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

VANMECHELEN, K., G. STUER, and J. BROECKHOVE. "PRICING SUBSTITUTABLE GRID RESOURCES USING COMMODITY MARKET MODELS." In Proceedings of the 3rd International Workshop on Grid Economics and Business Models. WORLD SCIENTIFIC, 2006. http://dx.doi.org/10.1142/9789812773470_0010.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Cheng, Shih-Fen. "Designing the Market Game for a Commodity Trading Simulation." In 2007 IEEE/WIC/ACM International Conference on Intelligent Agent Technology (IAT'07). IEEE, 2007. http://dx.doi.org/10.1109/iat.2007.42.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Commodity market"

1

Findlay, Ronald, and Kevin O'Rourke. Commodity Market Integration, 1500-2000. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8579.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Hynes, William, David Jacks, and Kevin O'Rourke. Commodity Market Disintegration in the Interwar Period. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w14767.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Jacks, David, Kevin O'Rourke, and Jeffrey Williamson. Commodity Price Volatility and World Market Integration since 1700. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w14748.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Amewu, Sena, Eunice Arhin, and Karl Pauw. Farm input subsidies and commodity market trends in Ghana: An analysis of market prices during 2012–2020. International Food Policy Research Institute, 2021. http://dx.doi.org/10.2499/p15738coll2.134875.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Obstfeld, Maurice, and Alan Taylor. Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited. National Bureau of Economic Research, 1997. http://dx.doi.org/10.3386/w6053.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Heresi, Rodrigo. Reallocation and Productivity during Commodity Cycles. Inter-American Development Bank, 2021. http://dx.doi.org/10.18235/0003203.

Full text
Abstract:
I study the firm-level dynamic response of a commodity-exporting economy to global cycles in commodity prices. To do so, I develop a heterogeneous-firms model that endogenizes declines in aggregate productivity through reallocation towards less productive firms. Within a given sector, commodity booms reallocate market share away from exporters because of currency appreciation and away from capital-intensive firms because of the increase in capital cost. I provide empirical evidence for these channels using microdata for Chile, the worlds largest copper producer. When fed with the commodity sup
APA, Harvard, Vancouver, ISO, and other styles
7

Hasanov, Fakhri. Oil Market Shocks and Financial Instability in Asian Countries. King Abdullah Petroleum Studies and Research Center, 2021. http://dx.doi.org/10.30573/ks--2021-dp18.

Full text
Abstract:
There is no commodity whose interlinkages with the macroeconomy have been studied as extensively as oil, starting with Hamilton’s (1983) seminal study. Thousands of subsequent studies have examined the relationship between oil prices and various economic variables, including the stock market. This strand of the literature began with the pioneering work of Kling (1985). Since then, other financial markets, such as banking, have also received a fair share of analysis.
APA, Harvard, Vancouver, ISO, and other styles
8

Aizenman, Joshua, Robert Lindahl, David Stenvall, and Gazi Salah Uddin. Geopolitical Shocks And Commodity Market Dynamics: New Evidence From The Russian-Ukraine Conflict. National Bureau of Economic Research, 2023. http://dx.doi.org/10.3386/w31950.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Fernandez, Andres, Andres Gonzalez, and Diego Rodriguez. Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies. Inter-American Development Bank, 2015. http://dx.doi.org/10.18235/0011716.

Full text
Abstract:
Fluctuations in commodity prices are an important driver of business cycles in small emerging market economies (EMEs). This paper documents how these fluctuations correlate strongly with the business cycle in EMEs. A commodity sector is then embedded into a multi-country EMEs business cycle model where exogenous fluctuations in commodity prices follow a common dynamic factor structure and coexist with other driving forces. The estimated model assigns to commodity shocks 42 percent of the variance in income, of which a considerable part is linked to the common factor. A further amplification me
APA, Harvard, Vancouver, ISO, and other styles
10

Alonso-Álvarez, Irma, and Daniel Santabárbara. Decoding Structural Shocks in the Global Oil Market. Banco de España, 2025. https://doi.org/10.53479/40225.

Full text
Abstract:
In this paper, we present a straightforward structural model of the oil market designed to disentangle demand and supply shocks. This model is regularly employed and updated in the Banco de España to enhance the understanding of oil market dynamics. Building on the work of Kilian and Murphy (2014), we introduce a novel business cycle measure based on the co-movement of real commodity prices to capture global demand shocks, and also include an oil-specific demand shock. Our impulse response functions and historical decomposition align with previous studies and effectively capture significant hi
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Commodity market' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography