Commodity Prices in Empirical Research

Jean-François Carpantier

Working Papers from HAL

Abstract: Commodity prices are key ingredients in many economic theories. We pick three of them (Prebisch-Singer Hypothesis, commodity currencies, financialization of commodity markets) and give a critical view on the empirical challenges faced by practitioners, including measurement inconsistencies, endogeneity concerns, time series properties and empirical design.

Keywords: Prebisch-Singer Hypothesis; Commodity currencies; Financialization; commodity prices (search for similar items in EconPapers)
Date: 2020-03-03
Note: View the original document on HAL open archive server: https://hal.science/hal-02497404v1
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Citations: View citations in EconPapers (3)

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Related works:
Chapter: Commodity Prices in Empirical Research (2021)
Working Paper: Commodity Prices In Empirical Research (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-02497404

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