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Commodity Prices and the Terms of Trade

✍ Scribed by Prasad Bidarkota; Mario J. Crucini

Book ID
108534559
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
122 KB
Volume
8
Category
Article
ISSN
0965-7576

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πŸ“œ SIMILAR VOLUMES

Commodity terms of trade and individual
Commodity terms of trade and individual countries' net barter terms of trade: Is there an empirical relationship?
✍ Matthias G. Lutz πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 133 KB

This paper examines the statistical relationship between aggregate commodity terms of trade and the net barter terms of trade of 66 non-oil developing countries. Stationarity of the estimated long-run equation is tested for each country using EngleΒ± Granger ADF tests. Four dierent commodity terms of

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This article examines the pattern of volatility over time of a series of commodity futures prices, and focuses in particular on the futures price variability as the maturity date of the futures contract approaches. In a rational expectations model of asymmetric information, the article provides cond

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✍ Gregory P. Decoster; Walter C. Labys; Douglas W. Mitchell πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 887 KB

Equilibrium pricing of futures contracts within the capital market -how are they related to the prices of other risky assets? This study is concerned with the second issue; specifically, whether there exists nonlinear dynamic structure and, in particular, chaotic structure in the behavior of future