scholarly journals Volatility and commodity price dynamics

2004 ◽  
Vol 24 (11) ◽  
pp. 1029-1047 ◽  
Author(s):  
Robert S. Pindyck
Keyword(s):  
Commodity Price ◽  
Price Dynamics

Commodity Price Dynamics and Anticipated Shocks

1996 ◽  
Vol 78 (4) ◽  
pp. 982-990 ◽  
Author(s):  
Ching‐chong Lai ◽  
Shih‐wen Hu ◽  
Vey Wang
Keyword(s):  
Commodity Price ◽  
Price Dynamics

Determinants and Impact of Commodity Price Dynamics

2015 ◽  
Vol 48 (2) ◽  
pp. 343-345
Author(s):  
Ansgar Belke, ◽  
Oliver von Ledebur
Keyword(s):  
Commodity Price ◽  
Price Dynamics

COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW

2013 ◽  
Vol 16 (06) ◽  
pp. 1350032 ◽  
Author(s):  
JANIS BACK ◽  
MARCEL PROKOPCZUK
Keyword(s):  
Commodity Price ◽  
Commodity Markets ◽  
Derivative Pricing ◽  
Empirical Literature ◽  
Price Dynamics ◽  
Important Research ◽  
Price Behavior ◽  
Pricing Models ◽  
Key Characteristics ◽  
Research Questions

This paper reviews extant research on commodity price dynamics and commodity derivative pricing models. In the first half, we provide an overview of key characteristics of commodity price behavior that have been explored and documented in the theoretical and empirical literature. In the second half, we review existing derivative pricing models and discuss how the peculiarities of commodity markets have been integrated in these models. We conclude the paper with a brief outlook on various important research questions that need to be addressed in the future.

Monetary Announcement and Commodity Price Dynamics: A Portfolio Balance Model

1999 ◽  
Vol 43 (1) ◽  
pp. 71-81
Author(s):  
Shih-wen Hu ◽  
Ching-chong Lai ◽  
Vey Wang
Keyword(s):  
Commodity Price ◽  
Balance Model ◽  
Price Dynamics ◽  
Portfolio Balance

scholarly journals Monetary policy, global liquidity and commodity price dynamics

2014 ◽  
Vol 28 ◽  
pp. 1-16 ◽  
Author(s):  
Ansgar H. Belke ◽  
Ingo G. Bordon ◽  
Torben W. Hendricks
Keyword(s):  
Monetary Policy ◽  
Commodity Price ◽  
Price Dynamics ◽  
Global Liquidity

scholarly journals Monetary Policy, Global Liquidity and Commodity Price Dynamics

2010 ◽  
Author(s):  
Ansgar Hubertus Belke ◽  
Ingo G. Bordon ◽  
Torben W. Hendricks
Keyword(s):  
Monetary Policy ◽  
Commodity Price ◽  
Price Dynamics ◽  
Global Liquidity
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