Effects of speculation and interest rates in a “carry trade” model of commodity prices
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DOI: 10.1016/j.jimonfin.2013.08.006
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- Frankel, Jeffrey A., 2013. "Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices," Working Paper Series rwp13-022, Harvard University, John F. Kennedy School of Government.
- Jeffrey A. Frankel, 2013. "Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices," NBER Working Papers 19463, National Bureau of Economic Research, Inc.
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More about this item
Keywords
Carry trade; Commodity; Commodities; Real; Interest rate; Oil; Petroleum; Mineral; Volatility; Inventory; Inventories; Monetary; Spot price; Spread; Overshooting; Futures; Speculation;All these keywords.
JEL classification:
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- Q39 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Other
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