Commodity Prices, Convenience Yields, and Inflation

By Nikolay Gospodinov, Serena Ng. Review of Economics and Statistics, 2013

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Common Factors of Commodity Prices † (2018, unknown): “Common factors have been used to forecast commodity prices themselves (see, e.g., West and Wong (2014) and Poncela et al. (2015)) or other macrovariables such as in ation (Gospodinov and Ng (2013)).”
Testing for Mild Explosivity and Bubbles in LME Non‐Ferrous Metals Prices (2015, unknown): “We follow Gospodinov and Ng (2013) and measure convenience yield by equation (12) setting wt D 0.”
Commodity-price comovement and global economic activity (2020, result): “The views expressed in the paper are those of the authors and should not be interpreted as reflecting the views of the Bank of Canada, its Governing Council, the International Monetary Fund, or any other institution with which the authors are or have been affiliated.”