SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Commodity Prices, Convenience Yields, and Inflation
16 references·11 citing·41 second hop
Commodity Prices, Convenience Yields, and Inflation (2011)Commodity Prices, Convenience Yields, and…The Fundamentals of Commodity Futures Returns (2012)The Fundamentals of Commodity…What do we learn from the price of crude oil futures? (2010)What do we learn from the pri…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (2006)Confidence Intervals for Diff…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…The Excess Co-Movement of Commodity Prices (1990)The Excess Co-Movement of Com…Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Stochastic Convenience Yield …Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)Commodity Futures Prices: Som…Speculation and Economic Stability (1976)Speculation and Economic Stab…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Theory of the Firm (1966)Theory of the FirmSpeculation and Economic Stability (1939)Speculation and Economic Stab…Forecasting commodity prices: empirical evidence using deep learning tools (2023)Forecasting commodity prices:…What Does Really Drive Consumer Confidence? (2021)What Does Really Drive Consum…The impact of geopolitical uncertainty on energy volatility (2021)The impact of geopolitical un…Asymmetric Network Connectedness of Fears (2020)Asymmetric Network Connectedn…Volatility forecasting in commodity markets using macro uncertainty (2019)Volatility forecasting in com…Forecasting commodity prices out-of-sample: Can technical indicators help? (2019)Forecasting commodity prices …Futures Trading and the Excess Co-movement of Commodity Prices (2017)Futures Trading and the Exces…Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach (2015)Forecasting Inflation Rates U…Commodity price changes and the predictability of economic policy uncertainty (2015)Commodity price changes and t…Bootstrapping factor-augmented regression models (2014)Bootstrapping factor-augmente…A factor model for co-movements of commodity prices (2013)A factor model for co-movemen…Rational Expectations and the Theory of Price Movements (1961)How Big Is the Random Walk in GNP? (1988)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Facts and Fantasies about Commodity Futures (2006)Financialization of Commodity Markets (2013)A Theory of the Term Structure of Interest Rates (1985)Evaluating Natural Resource Investments (1985)Oil Price Uncertainty (2010)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)A Treatise on Money (1971)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward and spot exchange rates (1984)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Comparing Predictive Accuracy (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Why do firms differ, and how does it matter? (1991)Capital markets research in accounting (2001)Has Financial Development Made the World Riskier? (2005)The Strategic and Tactical Value of Commodity Futures (2006)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1966Theory of the Firm2,288 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 1990Stochastic Convenience Yield and the Pricing of Oil Contingent Claims1,058 cited
  • 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage1,047 cited
  • 1939Speculation and Economic Stability913 cited
  • 1976Speculation and Economic Stability806 cited
  • 1990The Excess Co-Movement of Commodity Prices769 cited
  • 2012The Fundamentals of Commodity Futures Returns760 cited
  • 2010What do we learn from the price of crude oil futures?744 cited
  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2006
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
629 cited

Cited by

  • 2021The impact of geopolitical uncertainty on energy volatility146 cited
  • 2015Commodity price changes and the predictability of economic policy uncertainty118 cited
  • 2014Bootstrapping factor-augmented regression models107 cited
  • 2019Volatility forecasting in commodity markets using macro uncertainty96 cited
  • 2019Forecasting commodity prices out-of-sample: Can technical indicators help?89 cited
  • 2017Futures Trading and the Excess Co-movement of Commodity Prices87 cited
  • 2013A factor model for co-movements of commodity prices84 cited
  • 2023Forecasting commodity prices: empirical evidence using deep learning tools76 cited
  • 2015Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach63 cited
  • 2020Asymmetric Network Connectedness of Fears45 cited
  • 2021What Does Really Drive Consumer Confidence?21 cited