Concepedia

Commodity Price Modeling

Commodity Price Modeling is a computational or statistical framework designed to represent and predict the price dynamics of primary goods by integrating market fundamentals, historical price patterns, and external economic indicators within the domain of commodity price forecasting.

563

Publications

31K

Citations

1.1K

Authors

605

Institutions

Publications per year

2017–2026

181

Parents

Publications

563

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Eduardo S. Schwartz · The Journal of Finance · 1997 · 2.1K citations

, , +17

On the Behaviour of Commodity Prices

Angus Deaton, Guy Laroque · The Review of Economic Studies · 1992 · 1.2K citations

, , +10

Can Exchange Rates Forecast Commodity Prices?<sup>*</sup>

Yu-Chin Chen, Kenneth Rogoff, Barbara Rossi · The Quarterly Journal of Economics · 2010 · 585 citations

, , +14

Commodity prices, interest rates and the dollar

Q. Farooq Akram · Energy Economics · 2009 · 547 citations

, , +12

Competitive Storage and Commodity Price Dynamics

Angus Deaton, Guy Laroque · Journal of Political Economy · 1996 · 538 citations

, , +15

1–5 of 563

Authors

1.1K

  1. KR
    Kenneth Rogoff

    Harvard University, United States

    8 publications · 1.3K citations

    8

    h-index

  2. WC
    Walter C. Labys

    West Virginia University, United States

    8 publications · 243 citations

    8

    h-index

  3. XX
    Xiaojie Xu

    North Carolina State University, United States

    7 publications · 457 citations

    7

    h-index

  4. AD
    Angus Deaton

    Princeton University, United States

    6 publications · 2K citations

    6

    h-index

  5. DS
    David Sapsford

    Lancaster University, United Kingdom

    5 publications · 131 citations

    5

    h-index

1–5 of 1.1K

Institutions

605

  1. National Bureau of Economic Research

    Cambridge, United States

    18 h-index

    32 publications

    2.5K citations

  2. International Monetary Fund

    Washington D.C., United States

    14 h-index

    23 publications

    1K citations

  3. Harvard University

    Cambridge, United States

    10 h-index

    13 publications

    1.3K citations

  4. Australian National University

    Canberra, Australia

    8 h-index

    9 publications

    185 citations

  5. North Carolina State University

    Raleigh, United States

    8 h-index

    13 publications

    868 citations

  6. Agricultural & Applied Economics Association

    Milwaukee, United States

    7 h-index

    12 publications

    467 citations

  7. Princeton University

    Princeton, United States

    7 h-index

    7 publications

    2.1K citations

  8. Pontificia Universidad Católica de Chile

    Santiago, Chile

    7 h-index

    14 publications

    496 citations

1–8 of 605

Venues

  1. SSRN Electronic Journal

    Repository · 38 publications · 1.3K citations

    22

    h-index

  2. Energy Economics

    18 publications · 1.3K citations

    17

    h-index

  3. American Journal of Agricultural Economics

    21 publications · 1.1K citations

    17

    h-index

  4. Resources Policy

    20 publications · 741 citations

    16

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 13 publications · 314 citations

    12

    h-index

1–5