Price Effects on Compound Commodities

On the Market Value of Information Commodities. II. Supply Price

Information commodities make use of storage, processing, and communication capabilities in varying degrees to acquire market value. We have identified five major value-adding dimensions of information commodities: (1) kernel; (2) storage; (3) processing; (4) distribution; and (5) presentation. The kernel is the (organized) information provided by an information commodity. The storage dimension ...

the effects of oil price and the exchange rate shocks on price of agricultural commodities in iran

oil prices may be having a direct and indirect effect through the exchange rate on the price of agricultural commodities. in this paper, the impact of world oil prices and exchange rate shocks on prices of specific agricultural commodities including wheat, corn, soybeans and sunflowers in iran is discussed. for this purpose, vector autoregressive model with monthly data over the period 2010-199...

Multifractal properties of price fluctuations of stocks and commodities

– We analyze daily prices of 29 commodities and 2449 stocks, each over a period of ≈ 15 years. We find that the price fluctuations for commodities have a significantly broader multifractal spectrum than for stocks. We also propose that multifractal properties of both stocks and commodities can be attributed mainly to the broad probability distribution of price fluctuations and secondarily to th...

Have Commodity Index Funds Increased Price Linkages between Commodities? by

Procuring Commodities: First-Price Sealed-Bid or English Auctions?

I use laboratory experiments to examine the relative performance of the English auction (EA) and the first price sealed bid auction (FPA) when procuring a commodity. The mean and variance of prices are lower in the FPA than in the EA. Bids and prices in EA agree with game theoretic predictions while they don’t in the FPA. To resolve these deviations found in the FPA, I consider a mixture model ...