[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora.
In: EconomiX Working Papers.
RePEc:drm:wpaper:2022-24.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 43

References cited by this document

Cocites: 49

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. Quarterly Journal of Economics, 131(4), 1593-1636.

  2. Basak, S., & Pavlova, A. (2016). A model of financialization of commodities. The Journal of Finance, 71(4), 1511-1556.

  3. Beber, A., & Brandt, M. W. (2009). Resolving macroeconomic uncertainty in stock and bond markets. Review of Finance, 13(1), 1-45.

  4. Bernanke, B. S., Gertler, M., Watson, M. (1997). Systematic monetary policy and the effects of oil price shocks. Brookings Papers on Economic Activity, 1997(1), 91-157.

  5. Bjørnland, H. C. (2009). Monetary policy and exchange rate overshooting: Dornbusch was right after all. Journal of International Economics, 79(1), 64-77.
    Paper not yet in RePEc: Add citation now
  6. Bloom, N. (2009). The impact of uncertainty shocks. Econometrica, 77(3), 623-685.

  7. Bloom, N. (2014). Fluctuations in uncertainty. Journal of Economic Perspectives, 28(2), 153-76.

  8. Bobenrieth, E., Wright, B., & Zeng, D. (2013). Stocks‐to‐use ratios and prices as indicators of vulnerability to spikes in global cereal markets. Agricultural Economics, 44(s1), 43-52.

  9. Bodart, V., Candelon, B., & Carpantier, J. F. (2012). Real exchanges rates in commodity producing countries: A reappraisal.

  10. Caldara, D., & Iacoviello, M. (2022). Measuring geopolitical risk. American Economic Review, 112(4), 1194-1225.

  11. Carrière-Swallow, Y., & Céspedes, L. F. (2013). The impact of uncertainty shocks in emerging economies. Journal of International Economics, 90(2), 316-325.
    Paper not yet in RePEc: Add citation now
  12. Cashin, P., Céspedes, L. F., & Sahay, R. (2004). Commodity currencies and the real exchange rate. Journal of Development Economics, 75(1), 239-268.

  13. Chen, Y. C., & Lee, D. (2018). Market power, inflation targeting, and commodity currencies. Journal of International Money and Finance, 88, 122-139.

  14. Chen, Y. C., & Rogoff, K. (2003). Commodity currencies. Journal of international Economics, 60(1), 133-160.

  15. Chen, Y. C., Rogoff, K. S., & Rossi, B. (2010). Can exchange rates forecast commodity prices?. The Quarterly Journal of Economics, 125(3), 1145-1194.

  16. Clements, K. W., & Fry, R. (2008). Commodity currencies and currency commodities. Resources Policy, 33(2), 55-73.

  17. Coudert, V., Couharde, C., and Mignon, V. (2015). On the impact of volatility on the real exchange rate–terms of trade nexus: Revisiting commodity currencies. Journal of International Money and Finance, 58, 110-127.

  18. Covindassamy, G., Robe, M. A., & Wallen, J. (2017). Sugar with your coffee? Fundamentals, financials, and softs price uncertainty. Journal of Futures Markets, 37(8), 744-765.

  19. Deaton, A., & Laroque, G. (1992). On the behaviour of commodity prices. Review of Economic Studies, 59(1), 1-23.

  20. Delle Chiaie, S., Ferrara, L., & Giannone, D. (2022). Common factors of commodity prices. Journal of Applied Econometrics, 37(3), 461-476.

  21. Devereux, M. B., & Smith, G. W. (2021). Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies. Journal of Money, Credit and Banking, 53(2-3), 589-596.

  22. Dornbusch, R. (1976). Expectations and exchange rate dynamics. Journal of Political Economy, 84(6), 1161-1176.

  23. Fama, E. F., & French, K. R. (1987). Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage. Journal of Business, 55-73.

  24. Fama, E. F., & French, K. R. (1988). Business cycles and the behavior of metals prices. Journal of Finance, 43(5), 1075-1093.
    Paper not yet in RePEc: Add citation now
  25. Ferrara, L., A. Karadimitripolou & A. Triantafyllou (2022), Commodity price uncertainty co-movement: Does it matter for global economic growth? CAMA Working Paper No. 08/2022.

  26. Ferraro, D., Rogoff, K., & Rossi, B. (2015). Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates. Journal of International Money and Finance, 54, 116-141.

  27. Georgiadis, G., Müller, G., & Schumann, B. Dollar dominance and the international adjustment to global risk. ECB Working Paper Gorton, G., & Rouwenhorst, K. G. (2006). Facts and fantasies about commodity futures. Financial Analysts Journal, 62(2), 47-68.
    Paper not yet in RePEc: Add citation now
  28. Gorton, G. B., Hayashi, F., & Rouwenhorst, K. G. (2013). The fundamentals of commodity futures returns. Review of Finance, 17(1), 35-105.

  29. Hamilton, J. D. (2003). What is an oil shock?. Journal of Econometrics, 113(2), 363-398.

  30. Karadimitropoulou, A., & León-Ledesma, M. (2013). World, country, and sector factors in international business cycles. Journal of Economic Dynamics and Control, 37(12), 2913-2927.

  31. Karali, B., & Thurman, W. N. (2010). Components of grain futures price volatility. Journal of Agricultural and Resource Economics, 167-182.

  32. Kilian, L., Rebucci, A., & Spatafora, N. (2009). Oil shocks and external balances. Journal of international Economics, 77(2), 181194.

  33. Kose, M. A., Otrok, C., & Whiteman, C. H. (2003). International business cycles: World, region, and country-specific factors.

  34. Kucher, O., & McCoskey, S. (2017). The long-run relationship between precious metal prices and the business cycle. Quarterly Review of Economics and Finance, 65, 263-275.

  35. Milonas, N. T., & Thomadakis, S. B. (1997). Convenience yields as call options: an empirical analysis. The Journal of Futures Markets, 17(1), 1.

  36. Pindyck, R. S. (2004). Irreversibility, Uncertainty, and Investment. Journal of Economic Literature, 29, 1110-1148.
    Paper not yet in RePEc: Add citation now
  37. Pindyck, R. S. (2004). Volatility and commodity price dynamics. Journal of Futures Markets, 24(11), 1029-1047.

  38. Robe, M. A., & Wallen, J. (2016). Fundamentals, derivatives market information and oil price volatility. Journal of Futures Markets, 36(4), 317-344.

  39. Tang, K., & Xiong, W. (2012). Index investment and the financialization of commodities. Financial Analysts Journal, 68(6), 5474.
    Paper not yet in RePEc: Add citation now
  40. Triantafyllou, A., & Dotsis, G. (2017). Option-implied expectations in commodity markets and monetary policy. Journal of International Money and Finance, 77, 1-17.

  41. Triantafyllou, A., Dotsis, G., & Sarris, A. (2020). Assessing the vulnerability to price spikes in agricultural commodity markets. Journal of Agricultural Economics, 71(3), 631-651.

  42. Triantafyllou, A., Dotsis, G., & Sarris, A. H. (2015). Volatility forecasting and time‐varying variance risk premiums in grains commodity markets. Journal of Agricultural Economics, 66(2), 329-357.

  43. Zhang, H. J., Dufour, J. M., & Galbraith, J. W. (2016). Exchange rates and commodity prices: Measuring causality at multiple horizons. Journal of Empirical Finance, 36, 100-120.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
    In: The World Economy.
    RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

    Full description at Econpapers || Download paper

  2. Trade in times of uncertainty. (2023). Oberhofer, Harald ; Meyer, Birgit ; Matzner, Anna.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:9:p:2564-2597.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. Towards extracting collective economic narratives from texts. (2022). Jentsch, Carsten ; Muller, Henrik ; Schmidt, Tobias ; Reccius, Matthias ; Lange, Kai-Robin.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:963.

    Full description at Econpapers || Download paper

  5. On the uncertainty-global bank linkage nexus: The moderation of crises, financial regulations, and institutional quality. (2022). Doan, Thang Ngoc ; Hoang, Dung Phuong ; Nguyen, Tien.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09593-9.

    Full description at Econpapers || Download paper

  6. The role of domestic and foreign economic uncertainties in determining the foreign exchange rates: an extended monetary approach. (2022). Woahid, S M.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09589-5.

    Full description at Econpapers || Download paper

  7. Economic policy uncertainty and the US stock market trading: non-ARDL evidence. (2022). Amani, Ramin ; Habibi, Fateh ; Javaheri, Bakhtiar.
    In: Future Business Journal.
    RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00150-8.

    Full description at Econpapers || Download paper

  8. Impact of the COVID-19 on foreign direct investment inflows in emerging economies: evidence from panel quantile regression. (2022). Bari-Tuzemen, Ozge ; Koak, Sinem.
    In: Future Business Journal.
    RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00133-9.

    Full description at Econpapers || Download paper

  9. Raising capital amid economic policy uncertainty: an empirical investigation. (2022). Ashraf, Dawood ; Bhatti, Ishaq M ; Khawaja, Mohsin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00379-w.

    Full description at Econpapers || Download paper

  10. Does economic policy uncertainty affect bank profitability?. (2022). Arun, Thankom ; Ozili, Peterson K.
    In: MPRA Paper.
    RePEc:pra:mprapa:114403.

    Full description at Econpapers || Download paper

  11. Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?. (2022). Perry, Sadorsky ; Abul, Basher Syed.
    In: MPRA Paper.
    RePEc:pra:mprapa:113293.

    Full description at Econpapers || Download paper

  12. What drives Indian inflation? Demand or supply. (2022). Kumar, Abhishek ; Goyal, Ashima.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2022-013.

    Full description at Econpapers || Download paper

  13. The Effect of Economic Policy Uncertainty on Green Technology Innovation: Evidence from China’s Enterprises. (2022). Xia, Yinshuang ; Feng, Chao ; Sun, Luxuan ; Mao, Shihao ; Yang, Xuan.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:18:p:11522-:d:914590.

    Full description at Econpapers || Download paper

  14. Does Firm Political Risk Affect the Relationship between Corporate Social Responsibility and Firm Value?. (2022). Hmaittane, Abdelmajid ; Bouslah, Kais ; Marhfor, Ahmed .
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:18:p:11217-:d:909175.

    Full description at Econpapers || Download paper

  15. Partisan Conflict, National Security Policy Uncertainty and Tourism. (2022). Yang, Shixiong ; Luo, Xue ; Gao, Wang ; Fan, Qingzhu ; Zhang, Haizhen.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:17:p:10858-:d:903117.

    Full description at Econpapers || Download paper

  16. Pandemic-Era Uncertainty. (2022). Barrero, Jose Maria ; Mihaylov, Emil ; Meyer, Brent ; Bloom, Nicholas ; Altig, David ; Davis, Steven J.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:338-:d:876317.

    Full description at Econpapers || Download paper

  17. Social Learning and Behavioral Change When Faced with the COVID-19 Pandemic: A big data analysis. (2022). Makoto, Yano ; Masahiro, Sato ; Arata, Ito ; Rui, Ota.
    In: Discussion papers.
    RePEc:eti:dpaper:22065.

    Full description at Econpapers || Download paper

  18. Macroeconomic Determinants of Corporate Credit Spreads: Evidence from Canada. (2022). Jahan, Nusrat.
    In: Carleton Economic Papers.
    RePEc:car:carecp:22-07.

    Full description at Econpapers || Download paper

  19. Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre.
    In: CREATES Research Papers.
    RePEc:aah:create:2022-10.

    Full description at Econpapers || Download paper

  20. .

    Full description at Econpapers || Download paper

  21. .

    Full description at Econpapers || Download paper

  22. .

    Full description at Econpapers || Download paper

  23. Uncertainty is bad for Business. Really?. (2021). Vauday, Julien ; Serranito, Francisco ; Himounet, Nicolas.
    In: Working Papers.
    RePEc:inf:wpaper:2021.03.

    Full description at Econpapers || Download paper

  24. Economic policy uncertainty and cryptocurrency volatility. (2021). Cheng, Hui-Pei ; Yen, Kuang-Chieh.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310189.

    Full description at Econpapers || Download paper

  25. Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195.

    Full description at Econpapers || Download paper

  26. Overall and time-varying effects of global and domestic uncertainty on the Korean economy. (2021). Suh, Hyunduk ; Hwang, So Jung.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000737.

    Full description at Econpapers || Download paper

  27. Trade and Uncertainty. (2020). Taylor, Alan ; Novy, Dennis.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:102:y:2020:i:4:p:749-765.

    Full description at Econpapers || Download paper

  28. Contractionary Devaluation Risk: Evidence from the Free Silver Movement, 1878-1900. (2020). Weiss, Colin.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:102:y:2020:i:4:p:705-720.

    Full description at Econpapers || Download paper

  29. Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets. (2020). Matkovskyy, Roman ; Dowling, Michael ; Jalan, Akanksha.
    In: Post-Print.
    RePEc:hal:journl:hal-03004707.

    Full description at Econpapers || Download paper

  30. Risky bank guarantees. (2020). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Makinen, Taneli.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:2:p:490-522.

    Full description at Econpapers || Download paper

  31. GDP announcements and stock prices. (2020). Ohtsuka, Yoshihiro ; Iizuka, Nobuo ; Funashima, Yoshito.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772.

    Full description at Econpapers || Download paper

  32. International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending. (2019). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/150.

    Full description at Econpapers || Download paper

  33. Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587.

    Full description at Econpapers || Download paper

  34. Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7956.

    Full description at Econpapers || Download paper

  35. Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7900.

    Full description at Econpapers || Download paper

  36. Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa .
    In: Papers.
    RePEc:arx:papers:1912.04661.

    Full description at Econpapers || Download paper

  37. Media Sentiment and International Asset Prices. (2018). Ranciere, Romain ; Puy, Damien ; Lee, DO ; Fraiberger, Samuel P.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/274.

    Full description at Econpapers || Download paper

  38. Determinants of U.S. Business Investment. (2018). Kopp, Emanuel.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/139.

    Full description at Econpapers || Download paper

  39. Sentiment and Uncertainty Fluctuations and Their Effects on the Euro Area Business Cycle. (2017). Moons, Cindy ; Aarle, Bas.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:13:y:2017:i:2:d:10.1007_s41549-017-0020-y.

    Full description at Econpapers || Download paper

  40. Exchange Rate Bands of Inaction and Hysteresis in EU Exports to the Global Economy – The Role of Uncertainty. (2017). Belke, Ansgar ; Kronen, Dominik .
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201705.

    Full description at Econpapers || Download paper

  41. Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201732.

    Full description at Econpapers || Download paper

  42. Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218.

    Full description at Econpapers || Download paper

  43. Government ownership and exposure to political uncertainty: Evidence from China. (2017). Zhou, Zhengyi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:84:y:2017:i:c:p:152-165.

    Full description at Econpapers || Download paper

  44. Incertidumbre acerca de la política fiscal y ciclo económico. (2017). Rincon-Castro, Hernan ; Delgado-Rojas, Martha Elena.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1008.

    Full description at Econpapers || Download paper

  45. On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area. (2016). Röhe, Oke ; Meinen, Philipp ; Rohe, Oke .
    In: Discussion Papers.
    RePEc:zbw:bubdps:482016.

    Full description at Econpapers || Download paper

  46. Escaping the Great Recession. (2016). Melosi, Leonardo ; Bianchi, Francesco.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2016-16.

    Full description at Econpapers || Download paper

  47. State-controlled companies and political risk: evidence from the 2014 Brazilian election. (2016). guimaraes, bernardo ; Guimares, Bernardo ; Carvalho, Augusto.
    In: Textos para discussão.
    RePEc:fgv:eesptd:435.

    Full description at Econpapers || Download paper

  48. Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-250.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-14 00:52:48 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.