The Economics and Finance of Commodity Price Shocks - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook The Economics and Finance of Commodity Price Shocks write by Mikidadu Mohammed. This book was released on 2021-11-25. The Economics and Finance of Commodity Price Shocks available in PDF, EPUB and Kindle. The behaviour of commodity prices never ceases to marvel economists, financial analysts, industry experts, and policymakers. Unexpected swings in commodity prices used to occur infrequently but have now become a permanent feature of global commodity markets. This book is about modelling commodity price shocks. It is intended to provide insights into the theoretical, conceptual, and empirical modelling of the underlying causes of global commodity price shocks. Three main objectives motivated the writing of this book. First, to provide a variety of modelling frameworks for documenting the frequency and intensity of commodity price shocks. Second, to evaluate existing approaches used for forecasting large movements in future commodity prices. Third, to cover a wide range and aspects of global commodities including currencies, rare–hard–lustrous transition metals, agricultural commodities, energy, and health pandemics. Some attempts have already been made towards modelling commodity price shocks. However, most tend to narrowly focus on a subset of commodity markets, i.e., agricultural commodities market and/or the energy market. In this book, the author moves the needle forward by operationalizing different models, which allow researchers to identify the underlying causes and effects of commodity price shocks. Readers also learn about different commodity price forecasting models. The author presents the topics to readers assuming less prior or specialist knowledge. Thus, the book is accessible to industry analysts, researchers, undergraduate and graduate students in economics and financial economics, academic and professional economists, investors, and financial professionals working in different sectors of the commodity markets. Another advantage of the book’s approach is that readers are not only exposed to several innovative modelling techniques to add to their modelling toolbox but are also exposed to diverse empirical applications of the techniques presented.
Commodity Price Shocks and Financial Sector Fragility
Commodity Price Shocks and Financial Sector Fragility - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Commodity Price Shocks and Financial Sector Fragility write by Mr.Tidiane Kinda. This book was released on 2016-02-01. Commodity Price Shocks and Financial Sector Fragility available in PDF, EPUB and Kindle. This paper investigates the impact of commodity price shocks on financial sector fragility. Using a large sample of 71 commodity exporters among emerging and developing economies, it shows that negative shocks to commodity prices tend to weaken the financial sector, with larger shocks having more pronounced impacts. More specifically, negative commodity price shocks are associated with higher non-performing loans, bank costs and banking crises, while they reduce bank profits, liquidity, and provisions to nonperforming loans. These adverse effects tend to occur in countries with poor quality of governance, weak fiscal space, as well as those that do not have a sovereign wealth fund, do not implement macro-prudential policies and do not have a diversified export base. These findings are robust to a battery of robustness checks.
Commodity Price Shocks and International Finance
Commodity Price Shocks and International Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Commodity Price Shocks and International Finance write by Pang-hua Kevin Chang. This book was released on 1988. Commodity Price Shocks and International Finance available in PDF, EPUB and Kindle.
Commodity Prices and Markets
Commodity Prices and Markets - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Commodity Prices and Markets write by Takatoshi Ito. This book was released on 2011-03. Commodity Prices and Markets available in PDF, EPUB and Kindle. Fluctuations of commodity prices, most notably of oil, capture considerable attention and have been tied to important economic effects. This book advances our understanding of the consequences of these fluctuations, providing both general analysis and a particular focus on the countries of the Pacific Rim.
Commodity Prices and Markets
Commodity Prices and Markets - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Commodity Prices and Markets write by Takatoshi Ito. This book was released on 2011-02-15. Commodity Prices and Markets available in PDF, EPUB and Kindle. Fluctuations of commodity prices, most notably of oil, capture considerable attention and have been tied to important economic effects, such as inflation and low rates of economic growth. Commodity Prices and Markets advances our understanding of the consequences of these fluctuations, providing both general analysis and a particular focus on the countries of the Pacific Rim. The volume addresses three distinct subjects: the difficulties in forecasting commodity prices, the effects of exogenous commodity price shocks on the domestic economy, and the relationship between price shocks and monetary policy. The ability to forecast commodity prices is difficult but of great importance to businesses and governments, and this volume will be invaluable to professionals and policy makers interested in the field.
