[PDF] Top 20 The Macroeconomic Determinants of Commodity Prices

... to commodity prices in a given quarter could affect the error terms for the next three quarters-that ...oil prices, and the real fiscal deficit in the United ... See full document

... world commodity prices only indirectly affects UK food price inflation in which the horizontal transmission process occurred through oil price ...agricultural commodity prices to producer ... See full document

... many macroeconomic variables that can affect stock market index and sub-index of Nepal such as risk free rate, consumer price index, dollar rate, worker remittance, gross domestic product, gold price, foreign ... See full document

... High commodity prices can make production unprofitable and lead the economy to a ...because commodity prices tend to ...of commodity prices have been put ...of commodity ... See full document

... of commodity price shocks on economic ...of commodity price shocks on Sub-Saharan Africa and discuss whether poor macroeconomic results should be attributed to the inherent difficulty of predicting ... See full document

... “The Determinants of Dynamic Dependence: An Analysis of Commodity Futures and Equity Markets,” examines the determinants of the dynamic equity-commodity return correlations between five ... See full document

... world commodity prices and other macroeconomic factors in food ...of commodity price spikes in driving the retail price effect using an econometric approach that readily facilitates the ... See full document

... on macroeconomic activities to the international context, providing the further worldwide empirical evidence of the relation- ship between macroeconomic uncertainty and real ...the determinants of ... See full document

... At the micro economic level, although the avail- ability of data seriously limits the number of cases that can be studied, the evidence that agents react to commodity price instability in a manner consis- tent ... See full document

... coffee prices affect household welfare and coping ...coffee prices could affect both household income and labor supply decisions, and coffee ...international commodity price series (Deaton and ... See full document

... also the directional relationship between GDP and some key macroeconomic variables. The research finds one significant Cointegrating vector which indicates that the logarithm of GDP is positively influenced by ... See full document

... index prices and macroeconomic variables in India over the period of January 2001 to June 2012 using the time series techniques of ARDL model and ECM ...and macroeconomic variables, and also between ... See full document

... property prices (Tsai & Peng, ...on prices were experienced in European economies, including the UK, and in Hong Kong, whilst in the US the effects were not significant (Nellis & Longbottom, 1981; ... See full document

... However, the principal reason for using an index of the volume of commodity imports of the industrial countries as a measure of supply rather than, say, recorded exports of primary commo[r] ... See full document

... and macroeconomic characteristics over bank profitability by using data of top fifteen Pakistani commercial banks over the period 2005 – ...the determinants bank profitability in Ukraine ranging from bank ... See full document

... spot prices of agricultural commodities, we follow previous studies and utilize near futures prices as a proxy for the spot prices of agricultural ...agricultural commodity contracts are not ... See full document

... domestic prices in Saudi Arabia and global commodity prices using global indices for commodities consisting of GCPI, NFPI, EPI, FPI, and ...domestic prices and global commodity ... See full document

... access to capital raised, investors can still make less risky and yet more profitable investments. He illustrates how countries that had relatively liquid stock markets in 1976 grew much faster over the next 18 years ... See full document

... The relationship between inflation and stock market performance has intrigued researchers who have attempted to explain how a nominal variable such as inflation should determine a real variable .Recent research findings ... See full document

... The prices of international crude oil rocketed to $140 per barrel from $20 per barrel at the end of the ...the prices of corns showed the same trend of increase simultaneously (Figure ...oil prices ... See full document