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Securitization of the Commodity Market. The Impact of Investing in Commodities on the Dynamics of Mineral Prices
[Секьюритизация Сырьевого Рынка. Влияние Инвестирования В Сырьевые Товары На Динамику Цен Полезных Ископаемых]

Author

Listed:
  • Kaznacheev, Peter (Казначеев, Петр)

    (Russian Presidential Academy of National Economy and Public Administration (RANEPA))

  • Baffo, Raphael (Баффо, Рафаэль)

    (Russian Presidential Academy of National Economy and Public Administration (RANEPA))

  • Kjurchiski, Nikola (Курчиски, Никола)

    (Russian Presidential Academy of National Economy and Public Administration (RANEPA))

  • Samoilova (Bazaleva), Regina (Самойлова, Регина)

    (Russian Presidential Academy of National Economy and Public Administration (RANEPA))

Abstract

Since the beginning of the so-called "securitization" (or "financialization") of commodities market, the impact of institutional investors (hedge funds, pension funds, etc.) on the pricing of these goods has greatly increased. Therefore, in order to forecast prices, it is important to understand how the mood of institutional investors influences the volatility of commodity prices. This will enable to improve the quality of planning (both public and corporate) in the resource economies. This paper presents a review of studies and analysis on this topic, where number of conclusions is provided regarding the effect of commodity investments (commodity futures, commodity indexes and funds) on changes in the prices of commodities.

Suggested Citation

  • Kaznacheev, Peter (Казначеев, Петр) & Baffo, Raphael (Баффо, Рафаэль) & Kjurchiski, Nikola (Курчиски, Никола) & Samoilova (Bazaleva), Regina (Самойлова, Регина), 2017. "Securitization of the Commodity Market. The Impact of Investing in Commodities on the Dynamics of Mineral Prices [Секьюритизация Сырьевого Рынка. Влияние Инвестирования В Сырьевые Товары На Динамик," Working Papers 041731, Russian Presidential Academy of National Economy and Public Administration.
    • Handle: RePEc:rnp:wpaper:041731
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