نتایج جستجو برای: commodity price uncertainty
تعداد نتایج: 214104 فیلتر نتایج به سال:
– 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...
This paper investigates the role of aid in mitigating the adverse effects of commodity export price shocks on growth in commodity-dependent countries. Using a large crosscountry dataset, we find that negative shocks matter for short-term growth, while the ex ante risk of shocks does not seem to matter. We also find that both the level of aid and the flexibility of the exchange rate substantiall...
The paper investigates the implications of hedonic pricing of components, with an application to the dynamics of dairy product prices. A conceptual model of hedonic pricing is developed under a Leontief technology, showing how commodity prices reflect the underlying value of their components. Implications for the existence of cointegration relationships among commodity prices are derived. An ap...
A country may adopt policy measures such as raising its foreign exchange reserves to better prepare for sudden reversal of international capital flows or currency attacks, which in principle should reduce financial vulnerability firms and the entire economy, but beneficial effect policies be partially offset by endogenous firms' decisions take on more risks. We present a robust previously undoc...
The competitive storage model is analyzed in the literature discrete time and applied for empirical studies of markets agricultural commodities. In this model, there a storable commodity supplied at every period with stochastic disturbances, are traders who aim making speculative profits by using their storage. has established results such as existence an equilibrium price function, which depen...
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