Commodity connectedness
Commodities and commodity markets play a central role in the global economy. Hence commodity market developments are widely chronicled and followed. Commodities are a key input to all countries’ production and a key output of many emerging economies so fluctuations in commodity prices may contribute...
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Banco Central de Chile
2019
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| Acceso en línea: | https://hdl.handle.net/20.500.12580/3859 |
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oai-20.500.12580-38592021-04-24T11:13:34Z Commodity connectedness Diebold, Francis X., 1959- Liu, Laura Yilmaz, Kamil PRODUCTOS BÁSICOS MATERIAS PRIMAS PRECIOS Commodities and commodity markets play a central role in the global economy. Hence commodity market developments are widely chronicled and followed. Commodities are a key input to all countries’ production and a key output of many emerging economies so fluctuations in commodity prices may contribute strongly to common business cycle fluctuations in emerging economies and beyond as emphasized by Fernández and others (2015). Commodities have also emerged as important financial asset classes (e.g. energy agriculture metals) with properties different from those of 'traditional' asset classes (e.g. stocks bonds foreign exchange) as emphasized by Kat and Oomen (2007a) and Kat and Oomen (2007b). 2019-11-01T00:08:15Z 2019-11-01T00:08:15Z 2018 Artículo 978-956-7421-58-9 https://hdl.handle.net/20.500.12580/3859 eng Series on Central Banking Analysis and Economic Policies no. 25 Attribution-NonCommercial-NoDerivs 3.0 Chile http://creativecommons.org/licenses/by-nc-nd/3.0/cl/ .pdf Sección o Parte de un Documento p. 97-136 application/pdf Banco Central de Chile |
| institution |
Banco Central |
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Banco Central |
| language |
eng |
| topic |
PRODUCTOS BÁSICOS MATERIAS PRIMAS PRECIOS |
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PRODUCTOS BÁSICOS MATERIAS PRIMAS PRECIOS Diebold, Francis X., 1959- Liu, Laura Yilmaz, Kamil Commodity connectedness |
| description |
Commodities and commodity markets play a central role in the global economy. Hence commodity market developments are widely chronicled and followed. Commodities are a key input to all countries’ production and a key output of many emerging economies so fluctuations in commodity prices may contribute strongly to common business cycle fluctuations in emerging economies and beyond as emphasized by Fernández and others (2015). Commodities have also emerged as important financial asset classes (e.g. energy agriculture metals) with properties different from those of 'traditional' asset classes (e.g. stocks bonds foreign exchange) as emphasized by Kat and Oomen (2007a) and Kat and Oomen (2007b). |
| format |
Artículo |
| author |
Diebold, Francis X., 1959- Liu, Laura Yilmaz, Kamil |
| author_facet |
Diebold, Francis X., 1959- Liu, Laura Yilmaz, Kamil |
| author_sort |
Diebold, Francis X., 1959- |
| title |
Commodity connectedness |
| title_short |
Commodity connectedness |
| title_full |
Commodity connectedness |
| title_fullStr |
Commodity connectedness |
| title_full_unstemmed |
Commodity connectedness |
| title_sort |
commodity connectedness |
| publisher |
Banco Central de Chile |
| publishDate |
2019 |
| url |
https://hdl.handle.net/20.500.12580/3859 |
| work_keys_str_mv |
AT dieboldfrancisx1959 commodityconnectedness AT liulaura commodityconnectedness AT yilmazkamil commodityconnectedness |
| _version_ |
1718346488466112512 |