The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach
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- Gilles Dufrénot & William Ginn & Marc Pourroy, 2021. "The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach," AMSE Working Papers 2130, Aix-Marseille School of Economics, France.
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Cited by:- Ventosa-Santaulària, Daniel & Tapia, Edwin & Pérez-Peña, Anna Karina, 2024. "Inflation dynamics under different weather regimes: Evidence from Mexico," Ecological Economics, Elsevier, vol. 220(C).
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AMSE Working Papers
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- Gilles Dufrénot & William Ginn & Marc Pourroy, 2023. "ENSO Climate Patterns on Global Economic Conditions," Working Papers hal-04064759, HAL.
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More about this item
Keywords
ENSO; Weather; Commodity Price; Agriculture; Energy;
All these keywords.JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENV-2021-05-24 (Environmental Economics)
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