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Preprints, Working Papers, ... Year : 2020

Commodity Prices in Empirical Research

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.
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Dates and versions

hal-02497404 , version 1 (03-03-2020)

Identifiers

  • HAL Id : hal-02497404 , version 1

Cite

Jean-François Carpantier. Commodity Prices in Empirical Research. 2020. ⟨hal-02497404⟩
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