Book Details


The Economics and Finance of Commodity Price Shocks / Mikidadu Mohammed

Publication year: 2022

ISBN: 9781032033693

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Provides 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.

Subject: Finance, Macroeconomics, Econometrics, International Political Economy, Financial Mathematics, Industrial Economics, Economic Forecasting