Commodity Price Cycles

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Commodity-exporting countries have significantly benefited from the commodity price boom of recent years. At the current juncture, however, uncertain global eco

Commodity Price Cycles

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This paper studies commodity price cycles and their underlying drivers using a dynamic factor model. The study employs a sample of 39 monthly commodity prices o

Commodity Prices and Markets

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Fluctuations of commodity prices, most notably of oil, capture considerable attention and have been tied to important economic effects. This book advances our u

Booms and Slumps in World Commodity Prices

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This paper examines the duration and magnitude of commodity-price cycles. It finds that for most commodities, price slumps last longer than price booms. How far

Modeling and Forecasting Primary Commodity Prices

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This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods