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- The predictive power of commodity prices for future economic growth🔍
- The Predictive Power of Commodity Futures Prices on South ...🔍
- Commodity prices and GDP growth🔍
- Evaluating the Forecasting Performance of Commodity Futures Prices🔍
- The Predictive Content of Commodity Futures🔍
- Commodity futures return predictability and intertemporal asset pricing🔍
- Commodity Prices and GDP Growth🔍
The predictive power of commodity prices for future economic growth
The predictive power of commodity prices for future economic ...
The overall commodity index shows better performance in predicting economic growth than the segregated proxies of either fuel or non-fuel ...
The predictive power of commodity prices for future economic growth
The overall commodity index shows better performance in predicting economic growth than the segregated proxies of either fuel or non‐fuel commodities in ...
The predictive power of commodity prices for future economic growth
The overall commodity index shows better performance in predicting economic growth than the segregated proxies of either fuel or non‐fuel ...
The predictive power of commodity prices for future economic growth
(2024) Enilov. International Journal of Finance and Economics. This paper investigates the extent to which commodity prices can predict economic growth, ...
The Predictive Power of Commodity Futures Prices on South ...
It seems that the markets have recovered to pre financial crisis levels despite lacking GDP growth in Brazil. Figure 2: Market Capitalization in Millions of ...
Commodity prices and GDP growth - ScienceDirect.com
This paper explores the extent to which commodity prices can predict GDP growth rates of various countries using indices of 27 commonly traded commodity ...
Evaluating the Forecasting Performance of Commodity Futures Prices
... futures prices have explanatory power for the forecast error from a random walk. ... mia in the crude oil futures market,” Energy Economics 16(2), pp. 99-105 ...
The Predictive Content of Commodity Futures
variation in the predictive power of futures prices across different commodities. ... Energy Futures Markets,”. Energy Economics 13(2):111-115. Page 33. 33. Tang, ...
Commodity futures return predictability and intertemporal asset pricing
Return predictability is countercyclical, and the combination forecasts of commodity returns have significant predictive power for future economic activity. Two ...
Commodity Prices and GDP Growth - Search eLibrary :: SSRN
Commodity returns can strongly predict the next quarter's GDP growth, while the basis shows a reasonable level of predictive power. Overall, ...
Forecasting commodity prices: empirical evidence using deep ...
Bernanke (2008) claimed that policymakers should underscore ''the importance for policy of both forecasting commodity price changes and ...
varying dynamics in forecasting commodity prices
This analysis reveals an economic value of allowing for both parameter time variation and comovement. Our paper is connected to three strands of the literature.
The Predictive Content of Commodity Futures
French, 1987, “Commodity Futures Prices: Some Evidence on. Forecast Power ... Energy Futures. Markets,” Energy Economics 13(2):111-115. Walls, David W ...
Commodity Return Predictability
concentrate on the predictive power of futures' markets open interest for aggregate commodity ... since high economic growth at time t will influence aggregate ...
I The Use of Commodity Prices to Forecast Inflation in - IMF eLibrary
Changes in commodity prices have long played an important indicative role in analyses or global economic conditions, principally because of their importance ...
Commodity prices, commodity currencies, and global economic ...
... market- based floating exchange rates have “remarkably robust power in predicting future global commodity prices.”While the basic notion that changes in ...
Forecasting Commodity Prices: Looking for a Benchmark - MDPI
For the above reasons, understanding commodity price dynamics and the ability to formulate reliable forecasts are important to many economic agents. For ...
Predictive Dynamics in Commodity Prices
... economic covariates improves upon the predictive power of the AR(1) model. ... pt is the oil price, as a predictor of economic growth. Given the ...
Commodity Prices, Convenience Yields and Inflation
The individual and aggregate convenience yields also explain commodity prices and can be seen as informational variables about future economic conditions as ...
Forecasting Industrial Commodity Prices: Literature
This paper is a product of the Development Prospects Group, Development Economics. It is part of a larger effort by the. World Bank to provide open access to ...