Relationships Among Strategic Commodities And With Financial Variables: A New Look
"We examine the comovements among the prices of four strategic commodities that have long, adequate daily series: oil, gold, silver, and copper as a group. We also explore their causal relationships with two commodity-relevant macrofinancial variables: interest and exchange rates as an expanded group to shed some light on the prediction behaviors of those individual commodity prices relative to the selected financial variables. In the expanded group, the selected interest rate can provide a transmission link between commodity prices and the dollar exchange rate. The results and their policy implications are discussed at length". ("JEL "C51, E27, Q43) Copyright (c) 2008 Western Economic Association International.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 27 (2009)
Issue (Month): 2 (04)
|Contact details of provider:|| Postal: 18830 Brookhurst Street, Suite 304, Fountain Valley, CA 92708 USA|
Web page: http://www.blackwellpublishing.com/journal.asp?ref=1074-3529
More information through EDIRC
|Order Information:||Web: http://www.blackwellpublishing.com/subs.asp?ref=1074-3529|