The Effects of Economic News on Commodity Prices

By S. Roache, Marco Rossi. 2009

110 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/c9a880cd2bba5532153b83776bf2a53b5ebdbce4

How researchers see this paper

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In Economics and Econometrics

1. Dimitrios Gounopoulos
2. S. Agyei-Ampomah
3. Khelifa Mazouz
4. Hong Miao
5. Sanjay Ramchander
6. J. Elder
7. Lutz Kilian
8. Apostolos Serletis

Citations in the corpus

• Impact of macroeconomic news on metal futures (2012, methodology): “…literature using daily data finds only mixed or relatively weak evidence of the link between macroeconomic announcements and commodity prices (see Roache and Rossi, 2010; Hess et al., 2008), thus lending support to the argument that, unlike other assets, commodity prices are predetermined with…”
• Does gold offer a better protection against losses in sovereign debt bonds than other metals (2014, background): “Erb and Harvey (2006) and Roache and Rossi (2010) also find that gold and silver prices are counter-cyclical, implying that precious metals other than gold may also protect investors’ wealth in the events of negative stock market conditions.”