IMF Staff Papers · 2008 · 217 citations · 19 references
AgricultureEconomicsResource EconomicsCommodity MarketsMacroeconomicsBusiness CyclesCommodity Price DynamicsCommodity Price FormationMetal Commodity MarketsMetalsPrice Level DynamicsCommodity Price CyclesCommodity Super-cyclesMetal Price VolatilityMetal Spot MarketsMetals Price Seasonality
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Facts and Fantasies about Commodity Futures
Gary B. Gorton, K. Geert Rouwenhorst · Financial Analysts Journal · 2006 · 1.4K citations
Diego Comín, Mark Gertler · American Economic Review · 2006 · 787 citations
The Excess Co-Movement of Commodity Prices
Robert S. Pindyck, Julio J. Rotemberg · The Economic Journal · 1990 · 743 citations
Olivier Blanchard, William D. Nordhaus, Edmund S. Phelps · Brookings Papers on Economic Activity · 1997 · 598 citations