Commodities, Volume 3, Issue 1

Gold prices have been of major interest for a lot of investors, analysts, and economists. Accordingly, a number of different modeling approaches have been used to forecast gold prices. In this manuscript, the geometric Brownian motion approach, used...

Real assets in the energy market are subject to ecological uncertainty due to the penetration of renewables. We illustrate this point by analyzing electrolyzers, a class of assets that recently became the subject of large interest, as they lead to th...

We analyze the role of hedge fund, swap dealer, and arbitrageur activity in the crude oil market. The contribution of our work is to examine the role of institutional traders in switching between high-volatility and low-volatility regimes. Using conf...

The paper conducts extensive research on how Alaska’s oil production is affected by shocks in oil supply, aggregate demand, and oil-specific demand under both symmetric and asymmetric scenarios. We demonstrate that employing an empirical model...

This paper examines the relationship between commodity index returns and the Office of Financial Research Financial Stress Index (OFR FSI). Utilizing the S&P GSCI and its five sub-indices (agriculture, livestock, energy, industrial metals, and pr...

As we delve into the realm of economic research concerning commodities, it becomes increasingly evident that the contemporary world is marked by constant change and evolving dynamics [...]

Using quarterly data for the 2002–2022 period, we estimate the output and inflation effects of several commodity prices (agricultural raw materials, crude oil, and metals) for 8 Eastern European countries with different exchange rate regimes. T...

The effect of trade-related government expenditure on backward and forward participation in global value chains (GVCs) is at the heart of the present analysis. The latter builds on an unbalanced panel dataset of 74 developing countries over the annua...