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The linkage between oil and agricultural commodity prices in the light of the perceived global risk
oil prices panel data estimations the VIX
2014/7/24
The paper examines a systematic interrelationship between the world oil and agricultural commodity prices, taking the role of the USD and the perceived global market risks into consideration for the p...
A model of commodity prices after Sir Arthur Lewis
Sir Arthur Lewis World income Cointegration
2014/3/24
We develop an idea from Arthur Lewis’ paper on unlimited supplies of labor to model the longrun behavior of the prices of primary commodity produced by poor countries. Commodity supply is
assumed inf...
Commodity Prices and Growth in Africa。
Modeling and forecasting volatility in global food commodity prices
volatility forecast fat-tail distribution food commodities
2014/2/27
To capture the volatility in the global food commodity prices, we employed two competing models, the thin tailed the normal distribution, and the fat-tailed Student t-distribution models. Results base...
COMMODITY PRICES AND MONETARY POLICY：WHAT HAVE WE LEARNED?
A Model of Commodity Prices After Sir Arthur Lewis
Commodity prices Sir Arthur Lewis World income Cointegration
2014/3/18
We develop an idea from Arthur Lewis’ paper on unlimited supplies of labor to model the longrun behavior of the prices of primary commodity produced by poor countries. Commodity supply is assumed infi...