Commodity price
Are Commodity Price Booms an Opportunity to Diversify? Evidence from Resource-dependent Countries
... of commodity price booms and busts in order to select periods in which the commodity price variations have impacted the most our selected ...Specific Commodity Price Indices ...
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Commodity price volatility and Tax revenues: Evidence from developing countries
... export price variations induce differences in the impact of ...the price of commodities, ...when commodity price is weak, but will grow faster than the commodity price when the ...
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Does Monetary Policy Respond to Commodity Price Shocks?
... between commodity prices and the dynamics of monetary policy ...model commodity prices using EGARCH-M models in order to highlight some stylized facts regarding the volatility of these ...the ...
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Revisiting the competitive storage model as a tool for the empirical analysis of commodity price volatility.
... world commodity markets witnessed over the past decade are hardly reconcilable with the fundamentals ...the commodity prices is at least a natural and fertile field of ...of commodity price ...
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Does Monetary Policy Respond to Commodity Price Shocks?
... between commodity prices and the dynamics of monetary policy ...model commodity prices using EGARCH-M models in order to highlight some stylized facts regarding the volatility of these ...the ...
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Commodity price shocks and international finance
... Price indices for non-oil commodities overall and the subgroups of food, beverages, agricultural raw materials, and metals were expressed as a function of a time trend, ind[r] ...
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Commodity Price Shocks and Child Outcomes: The 1990 Cocoa Crisis in Côte d’Ivoire
... shadow price of human capital investments for cocoa ...only price changes which matter are those affecting differentially the human capital investment decisions of cocoa and non- cocoa farmers living in the ...
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Commodity Price Shocks and Child Outcomes: The 1990 Cocoa Crisis in Cote d'Ivoire
... ***: significant at 1% **: 5% *: 10%. Standard errors are clustered by PSUs, ex- cept for district of birth estimates (last line) where they are clustered at district of birth level. Note: The dependent variable ...
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Commodity Currencies Revisited
... tradable commodity indices to forecast currency returns, which I term “commodity ...that commodity prices have signi…cant in-sample and out-of-sample forecasting ability for the future exchange rates ...
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Managing Commodity Risk : Can Sovereign Funds Help ?
... Moreover, commodity price volatility generates high real exchange rate volatility, which may slow exports (as happened in the 1973 oil shock) and make government spending ...
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On the links between stock and commodity markets' volatility
... and commodity price returns, but only in the very short ...use commodity futures to hedge their busi- ness ...and commodity markets, as well as increased correlation in the ...
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Optimum Commodity Taxation with a Non-Renewable Resource
... on the level of induced reserves, obeying a rule reminiscent of the inverse elasticity rule for commodities of finite supply elasticity. Section 4 allows the country to trade the resource. A country that imports the ...
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Search and price competition
... expected price in a partial equilibrium ...the price distribution does not vary with a and that an increase in n leads to a mean preserving increase in ...results, price dispersion is thus constant ...
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Price Discrimination & Collusion with AI
... facilitate Price Discrimination (PD) • But is PD an equilibrium in a competitive environment? • Important to consider retail & data markets when analyzing the impact of AI on PD • For equilibrium: limited ...
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Algorithms for Price Discrimination
... • Search costs (some consumers have no other options than a given vendor) • Switching costs (brand preferences). • Information hard to obtain or unknown to firms.[r] ...
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Intraday Transaction Price Dynamics
... opening price process (p m 0 , m varying), and intra-day trading processes (X m n ,τ n m , n varying), m = ...opening price is determined by a call auction, whereas during the rest of the day the market ...
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Commodity market modeling and physical trading strategies
... of commodity markets have focused on modeling the spot price, as it has been the only observable market ...spot price has been modeled as geometric Brownian motion with constant growth rate, such as ...
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ORION: Orientation Estimation Using Commodity Wi-Fi
... on commodity Wi-Fi infrastructure? In this paper, we allow off-the-shelf MIMO Wi-Fi access points to estimate the orientation of a MIMO-enabled terminal using antenna array signal processing, by jointly estimating ...
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Towards high performance virtual routers on commodity hardware
... ABSTRACT Modern commodity hardware architectures, with their mul- tiple multi-core CPUs and high-speed system interconnects, exhibit tremendous power. In this paper, we study perfor- mance limitations when ...
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Asset and Commodity Prices with Multiattribute Durable Goods
... durable commodity has two ...durable commodity purchased and (iii) linearity and history dependence in the technology for production of services which is a weighted average of past durable ...
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