Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility

Z Umar, A Sayed, M Gubareva, XV Vo - Applied Economics, 2023 - Taylor & Francis
Our research examines connectedness landscape and the dynamic spillovers of volatility
and returns in the network comprising eleven agricultural commodities and US shadow short …

Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets

T Liu, X Gong, B Lin - Journal of Futures Markets, 2021 - Wiley Online Library
This paper investigates the volatility spillovers across precious and industrial metal markets
over the period 1993–2019 based on the DY and​ BK methods. Results are summarized as …

Commodity price volatility and US monetary policy: Commodity price overshooting revisited

S Siami‐Namini, D Hudson, AA Trindade… - …, 2019 - Wiley Online Library
Commodity price volatility has created concerns for central bank policy‐makers. Recent
commodity prices peaked in the consequences of the financial crisis of 2007, and they have …

Climate change, technology and manufacturing sector growth in oil-rich Nigeria

VO Foye, OO Benjamin - International Journal of …, 2021 - inderscienceonline.com
This paper analyses the dynamic relationship between climate change, technology and
manufacturing sector growth in Nigeria from 1970-2016 using climate augmented Mankiw …

[PDF][PDF] The impact of macroeconomic variables on commodity futures prices: An evidence from Malaysian crude palm oil futures

K Ahmed, M Zain, AM Noor, AR Alsaadi… - European Journal of …, 2020 - researchgate.net
The current study aims to fulfil the gap of knowledge in commodity futures by empirically
examining the influence of selected macroeconomic variables on the prices of commodity …

Impact of macroeconomic indicators on commodity futures

S Kirithiga, S Thiyagarajan… - International Journal of …, 2019 - inderscienceonline.com
Globalisation policy expanded a nation's trade beyond its boundaries leading to imports and
exports of goods or services across countries. Large number of economies are frequently …

US Monetary Policy and Commodity Prices: A SVECM Approach

S Siami‐Namini - Economic Papers: A journal of applied …, 2021 - Wiley Online Library
This article discusses how US monetary policy shocks can influence commodity prices.
Historically, a lot of studies in the literature have investigated the impact of short‐term …

[HTML][HTML] Time series modeling of dynamic responses of commodity prices to monetary policy shocks in Ghana

EY Boateng, PK Yeboah, IC Otoo, J Otoo - Journal of Financial Risk …, 2020 - scirp.org
The Vector Error Correction (VEC) model was used to assess the impact of monetary policy
rate on commodity prices in Ghana. Monthly data on monetary policy rate, commodity prices …

[PDF][PDF] 基于核和傅立叶估计的同时比较, 预测新冠肺炎大流行期间印度尼西亚的战略商品价格

FS ESTIMATOR - 西南交通大学学报, 2020 - academia.edu
摘要这项研究描述了一个新的想法, 该想法在多参数案例的非参数回归中或在同时基于傅立叶级
数和核估计量的模型的非参数回归中比较两个新的估计值, 从而能够预测新冠肺炎大流行期间 …

Use of Expected Interest Rate in Forecasting Commodity Prices

M Bugaev, K Krinichansky - 2024 17th International …, 2024 - ieeexplore.ieee.org
The paper focuses on forecasting nominal commodity prices from different commodity
sectors (including prices of agricultural raw materials, prices of metals and prices of energy …