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Commodity Prices and Money: Lessons from International Finance
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- John Baffes & Cristina Savescu, 2014. "Monetary conditions and metal prices," Applied Economics Letters, Taylor & Francis Journals, vol. 21(7), pages 447-452, May.
- A. Anzuini & M. J. Lombardi & P. Pagano, 2013.
"The Impact of Monetary Policy Shocks on Commodity Prices,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
- Lombardi, Marco J. & Pagano, Patrizio & Anzuini, Alessio, 2010. "The impact of monetary policy shocks on commodity prices," Working Paper Series 1232, European Central Bank.
- Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2012. "The impact of monetary policy shocks on commodity prices," Temi di discussione (Economic working papers) 851, Bank of Italy, Economic Research and International Relations Area.
- Hatzenbuehler, Patrick L. & Abbott, Philip C. & Foster, Kenneth A., 2016.
"Agricultural Commodity Prices and Exchange Rates under Structural Change,"
Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(2), May.
- Hatzenbuehler, Patrick L. & Abbott, Philip C. & Foster, Kenneth A., 2015. "Agricultural Commodity Prices and Exchange Rates under Structural Change," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 204728, Agricultural and Applied Economics Association.
- Awad, Taleb Mohammad, 1987. "International monetary and exchange rate policies and world agricultural markets: the case of soybeans and soybean products," ISU General Staff Papers 198701010800009611, Iowa State University, Department of Economics.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013.
"Crude oil prices and liquidity, the BRIC and G3 countries,"
Energy Economics, Elsevier, vol. 39(C), pages 28-38.
- Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," Working Papers 15727, University of Tasmania, Tasmanian School of Business and Economics, revised 17 Dec 2012.
- Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," MPRA Paper 44049, University Library of Munich, Germany.
- Seale, James L., Jr. & Moss, Charles B., 1989.
"The Overshooting Hypothesis: Are Agricultural Exports More Sensitive?,"
1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana
270704, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Seale, James L., Jr. & Moss, Charles B., 1989. "The Overshooting Hypothesis: Are Agricultural Exports More Sensitive?," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270464, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Ratti, Ronald A. & Vespignani, Joaquin L., 2015.
"Commodity prices and BRIC and G3 liquidity: A SFAVEC approach,"
Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," MPRA Paper 49324, University Library of Munich, Germany.
- Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," CAMA Working Papers 2014-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ratti, Ronald A & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," Working Papers 17096, University of Tasmania, Tasmanian School of Business and Economics, revised 09 Jan 2013.
- Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2023.
"Commodity price uncertainty as a leading indicator of economic activity,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4194-4219, October.
- Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2019. "Commodity Price Uncertainty as a Leading Indicator of Economic Activity," Working Paper series 19-03, Rimini Centre for Economic Analysis.
- Bakas, Dimitrios & Ioakimidis, Marilou & Triantafyllou, Athanasios, 2020. "Commodity Price Uncertainty as a Leading Indicator of Economic Activity," Essex Finance Centre Working Papers 27361, University of Essex, Essex Business School.
- Stefano Grassi & Francesco Ravazzolo & Joaquin Vespignani & Giorgio Vocalelli, 2023.
"Global Money Supply and Energy and Non-Energy Commodity Prices: A MS-TV-VAR Approach,"
CAMA Working Papers
2023-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Grassi, Stefano & Ravazzolo, Francesco & Vespignani, Joaquin & Vocalelli, Giorgio, 2023. "Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach," Working Papers 2023-01, University of Tasmania, Tasmanian School of Business and Economics.
- Stefano Grassi & Francesco Ravazzolo & Joaquin Vespignani & Giorgio Vocalelli, 2023. "Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach," BEMPS - Bozen Economics & Management Paper Series BEMPS100, Faculty of Economics and Management at the Free University of Bozen.
- Derek Headey & Shenggen Fan, 2008.
"Anatomy of a crisis: the causes and consequences of surging food prices,"
Agricultural Economics, International Association of Agricultural Economists, vol. 39(s1), pages 375-391, November.
- Headey, Derek & Fan, Shenggen, 2008. "Anatomy of a crisis: The causes and consequences of surging food prices," IFPRI discussion papers 831, International Food Policy Research Institute (IFPRI).
- Mahdi Asgari & Sayed H. Saghaian & Michael R. Reed, 2020. "The Impact of Energy Sector on Overshooting of Agricultural Prices," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 589-606, March.
- Reicher Christopher Phillip & Utlaut Johannes Friederich, 2013. "Monetary policy shocks and real commodity prices," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 715-749, October.
- Kilian, Lutz & Zhou, Xiaoqing, 2022.
"Oil prices, exchange rates and interest rates,"
Journal of International Money and Finance, Elsevier, vol. 126(C).
- Lutz Kilian & Xiaoqing Zhou, 2019. "Oil prices, exchange rates, and interest rates," 2019 Meeting Papers 592, Society for Economic Dynamics.
- Lutz Kilian & Xiaoqing Zhou, 2019. "Oil Prices, Exchange Rates and Interest Rates," Working Papers 1914, Federal Reserve Bank of Dallas.
- Kilian, Lutz & Zhou, Xiaoqing, 2020. "Oil prices, exchange rates and interest rates," CFS Working Paper Series 646, Center for Financial Studies (CFS).
- Lutz Kilian & Zhou Xiaoqing, 2019. "Oil Prices, Exchange Rates and Interest Rates," CESifo Working Paper Series 7484, CESifo.
- Kilian, Lutz & Zhou, Xiaoqing, 2019. "Oil Prices, Exchange Rates and Interest Rates," CEPR Discussion Papers 13478, C.E.P.R. Discussion Papers.
- Jeffrey A Frankel & Andrew K Rose, 2010.
"Determinants of Agricultural and Mineral Commodity Prices,"
RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks,
Reserve Bank of Australia.
- Frankel, Jeffrey A. & Rose, Andrew K., 2010. "Determinants of Agricultural and Mineral Commodity Prices," Scholarly Articles 4450126, Harvard Kennedy School of Government.
- Frankel, Jeffrey & Rose, Andrew K., 2010. "Determinants of Agricultural and Mineral Commodity Prices," Working Paper Series rwp10-038, Harvard University, John F. Kennedy School of Government.
- Aviral Kumar Tiwari & Ibrahim D. Raheem & Seref Bozoklu & Shawkat Hammoudeh, 2022. "The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1569-1590, January.
- Frank Browne & David Cronin, 2009. "Una perspectiva monetaria de la relación entre los precios de productos básicos y los precios al consumidor," Monetaria, CEMLA, vol. 0(2), pages 271-296, abril-jun.
- Gertel, Karl, 1988. "Farmland Prices: An Example Of Economic Forecasts, Uses, And Limitations," Staff Reports 278051, United States Department of Agriculture, Economic Research Service.
- Hector O. Zapata & T. Randall Fortenbery, 1996.
"Stochastic Interest Rates and Price Discovery in Selected Commodity Markets,"
Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 18(4), pages 643-654.
- Hector O. ZAPATA & T. Randall FORTENBERY, 1995. "Stochastic Interest Rates And Price Discovery In Selected Commodity Markets," Staff Papers 383, University of Wisconsin Madison, AAE.
- Hector O. Zapata & T. RANDALL FORTENBERY, 1995. "Stochastic Interest Rates and Price Discovery in Selected Commodity Markets," Wisconsin-Madison Agricultural and Applied Economics Staff Papers 383, Wisconsin-Madison Agricultural and Applied Economics Department.
- Zapata, Hector O. & Fortenbery, T. Randall, 1995. "Stochastic Interest Rates And Price Discovery In Selected Commodity Markets," Staff Papers 12637, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
- Frankel, Jeffrey A., 2014.
"Effects of speculation and interest rates in a “carry trade” model of commodity prices,"
Journal of International Money and Finance, Elsevier, vol. 42(C), pages 88-112.
- 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.
- Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2024. "China's monetary policy framework and global commodity prices," Energy Economics, Elsevier, vol. 138(C).
- Reicher, Christopher Phillip & Utlaut, Johannes Friederich, 2011. "The effect of inflation on real commodity prices," Kiel Working Papers 1704, Kiel Institute for the World Economy (IfW Kiel).
- Kitchen, John & Rausser, Gordon C., 1988. "Arbitrage conditions, interest rates, and intertemporal commodity price relationships," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0831h7hq, Department of Agricultural & Resource Economics, UC Berkeley.
- Browne, Frank & Cronin, David, 2008. "A Monetary Perspective on the Relationship between Commodity and Consumer Prices," Quarterly Bulletin Articles, Central Bank of Ireland, pages 77-90, February.
- Dragan Miljkovic & Jungho Baek, 2019. "Monetary impacts and overshooting of energy prices: the case of the U.S. coal prices," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 32(3), pages 317-322, November.
- Fertő, Imre, 1996. "A mezőgazdaság a piacgazdaságban [Agriculture in a market economy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 114-127.
- Mthuli Ncube & Daniel Zerfu Gurara & Dawit B. Tessema, 2014. "Working Paper 205 - Volatility and Co-movement in Commodity Prices- New Evidence," Working Paper Series 2135, African Development Bank.
- Derek Headey & Sangeetha Malaiyandi & Shenggen Fan, 2010.
"Navigating the perfect storm: reflections on the food, energy, and financial crises,"
Agricultural Economics, International Association of Agricultural Economists, vol. 41(s1), pages 217-228, November.
- Headey, Derek D. & Malaiyandi, Sangeetha & Fan, Shenggen, 2009. "Navigating the Perfect Storm: Reflections on the Food, Energy, and Financial Crises," 2009 Conference, August 16-22, 2009, Beijing, China 53212, International Association of Agricultural Economists.
- Headey, Derek & Malaiyandi, Sangeetha & Fan, Shenggen, 2009. "Navigating the perfect storm: Reflections on the food, energy, and financial crises," IFPRI discussion papers 889, International Food Policy Research Institute (IFPRI).
- Liu, Zong-Shin, 1989. "Monetary policy, exchange rate, and effects on US wheat trade and domestic market in an imperfect competition framework," ISU General Staff Papers 1989010108000010216, Iowa State University, Department of Economics.
- Baek, Jungho & Miljkovic, Dragan, 2018. "Monetary policy and overshooting of oil prices in an open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 1-5.
- Myers, Robert J. & Oehmke, James F., 1987. "Instability and Risk as Rationales for Government Intervention in Agriculture," Staff Paper Series 200938, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Eduardo Morales Ramos, 2009. "La evolución de la pobreza difusa multidimensional en México, 1994-2006," Monetaria, CEMLA, vol. 0(2), pages 209-270, abril-jun.
- Headey, Derek, 2011. "Rethinking the global food crisis: The role of trade shocks," Food Policy, Elsevier, vol. 36(2), pages 136-146, April.
- John Baffes & Damir Cosic, 2014. "Global Economic Prospects : Commodity Markets Outlook, January 2014," World Bank Publications, The World Bank, number 18996.
- Thompson, Robert L., 1984. "U.S. Public Policies and Institutions in an Unstable Future," 1984 Annual Meeting, August 5-8, Ithaca, New York 279024, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Burger, Kees & Smit, Hidde & Vogelvang, Ben, 2002. "Exchange Rates and Natural Rubber Prices, the Effect of the Asian Crisis," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24958, European Association of Agricultural Economists.
- Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2015. "US monetary policy and sectoral commodity prices," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 61-85.
- Michael Pedersen, 2009. "Un indicador líder compuesto para la actividad económica en Chile," Monetaria, CEMLA, vol. 0(2), pages 181-208, abril-jun.
- Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "US Monetary Policy and Commodity Sector Prices," Working Papers 2014-438, Department of Research, Ipag Business School.
- Bente Castro Campos, 2020. "Are there asymmetric relations between real interest rates and agricultural commodity prices? Testing for threshold effects of US real interest rates and adjusted wheat, corn, and soybean prices," Empirical Economics, Springer, vol. 59(1), pages 371-394, July.
- Yao, Wei & Alexiou, Constantinos, 2024. "On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1054-1072.
- Veer, Jan De, 1985. "National Agricultural Policies, Surplus Problems and International Instability," 1985 Conference, August 26-September 4, 1985, Malaga, Spain 182566, International Association of Agricultural Economists.
- Shih-wen Hu & Ching-chong Lai & Vey Wang, 1999. "Monetary Announcement and Commodity Price Dynamics: A Portfolio Balance Model," The American Economist, Sage Publications, vol. 43(1), pages 71-81, March.
- Teigen, Lloyd D., 1988. "Agricultural Policy, Technology Adoption, and Farm Structure," Staff Reports 278118, United States Department of Agriculture, Economic Research Service.
- Kitchen, John & Denbaly, Mark, 1987. "Arbitrage Conditions, Interest Rates, and Commodity Prices," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 39(2), pages 1-9.
- repec:ags:aaea22:335682 is not listed on IDEAS
- Wan, Jer-Yuh & Kao, Chung-Wei, 2015. "Interactions between oil and financial markets — Do conditions of financial stress matter?," Energy Economics, Elsevier, vol. 52(PA), pages 160-175.
- Awartani, Basel & Hussain, Syed Mujahid & Virk, Nader, 2024. "How do the gold intra-day returns and volatility react to monetary policy shocks?," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "China’s Monetary Policy and Commodity Prices," Working Papers 2014-298, Department of Research, Ipag Business School.
- Laura D’Amato & Lorena Garegnani & Emilio Fernando Blanco, 2009. "Pronóstico de inflación en Argentina: ¿modelos individuales o pooling de pronósticos?," Monetaria, CEMLA, vol. 0(2), pages 151-179, abril-jun.
- Kees Burger & Hidde Smit, 1989. "Long-term and short-term analysis of the natural rubber market," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(4), pages 718-747, December.
- Dean Scrimgeour, 2015.
"Commodity Price Responses to Monetary Policy Surprises,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(1), pages 88-102.
- Scrimgeour, Dean, 2010. "Commodity Price Responses to Monetary Policy Surprises," Working Papers 2010-04, Department of Economics, Colgate University.