Determinants of Agricultural and Mineral Commodity Prices

By Jeffrey A. Frankel, Andrew K. Rose. 2010

196 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b1d177451c51f7e67abcd56d437fa4d0f6d808bb

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Citations in the corpus

THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2014, background): “matter in modeling the market for oil (see, e.g., Dvir and Rogoff 2009; Frankel and Rose 2009; ”
The Impact of Monetary Policy Shocks on Commodity Prices (2012, unknown): “…been caused, at least in part, by monetary conditions.2 Most of the empirical literature devoted to the assessment of the relationship between monetary policy and commodity prices has focused on the U.S. interest rate as an indicator of monetary policy stance (Frankel 2007; Frankel and Rose 2010).”
Financialization, Crisis and Commodity Correlation Dynamics (2013, background): “Most have concluded that higher prices may be driving speculation rather than the reverse, though a direction for causality is di¢ cult to establish (IMF 2006, Redrado et al. 2008, Frankel and Rose 2009).”
Oil Prices, Exchange Rates and Interest Rates (2019, background): “real rate of interest affect the real price of oil in part through its effect on the real value of the dollar (e.g., Frankel 1984; Barsky and Kilian 2002; Frankel 2008; Frankel and Rose 2010).”
Oil price dynamics , macro-nance interactions and the role of nancial speculation (2012, methodology): “…would be small, and more likely to operate indirectly through the impact on real economic activity, as in Kilian and Barsky (2002); similarly also Frankel and Rose (2010), nding little evidence of a direct role for real interest rates in explaining oil price dynamics, beyond any e¤ect exercised…”
Index Funds, Financialization, and Commodity Futures Markets (2011, background): “While some researchers have begun to tackle this question (e.g., Frankel and Rose 2009; Kilian and Murphy 2010; Martin and Anderson 2010; Heady and Fan 2010), much more effort is needed before a clear consensus can be reached.”
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices (2008, background): “…storable and relatively homogeneous, they may be viewed alternatively as an asset, the price of which is determined by the supply of and demand for stocks, or as a good, the price of which is determined by flow supply and flow demand (see Frankel & Rose, 2010; Kilian, 2009; Alquist & Kilian, 2010).”