Economic round-up · 2011 · 20 citations · 111 references
AgricultureEconomicsFinanceCommodity MarketsFinancial EconomicsFinancial MarketsCommodity DerivativesCommodity Price DynamicsCommodity Price FormationCommodity Price RiskCommodity SpeculationPrice HistoryCommodity Market VolatilityCommodity Price DerivativesCommodity Price ModelingCommodity Price Time Series AnalysisSpeculationSpeculation EffectsSpeculation In Commodity MarketsVolatility
High and volatile commodity prices have returned as a significant global issue, with the prices of many commodities returning to around their mid-2008 peaks. This paper provides an overview of the fundamental drivers of recent price trends and considers the role played by financial speculation in commodity price formation.
111
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11
Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations
Economic Development with Unlimited Supplies of Labour
W. Arthur Lewis · Manchester School · 1954 · 10.5K citations
Social Sciences, Economic Development Planning, Economics +14