International Raw Commodity Price Control. Robert M. Martin

1938 ◽  
Vol 46 (6) ◽  
pp. 890-892
Author(s):  
J. W. F. Rowe
Keyword(s):  
Commodity Price ◽  
Price Control

scholarly journals International Raw Commodity Price Control.

1938 ◽  
Vol 33 (202) ◽  
pp. 471
Author(s):  
N. H. Engle ◽  
Robert F. Martin
Keyword(s):  
Commodity Price ◽  
Price Control

Poverty Impact of Commodity Price Boom Using Household Survey - The Case of Maize in Zambia

2009 ◽  
Author(s):  
Francesco Caracciolo ◽  
Jose Brambila Macias ◽  
Domenico Depalo
Keyword(s):  
Household Survey ◽  
Commodity Price ◽  
Price Boom

Are Commodity Price Shocks Important? A Bayesian Estimation of a DSGE Model for Russia

2013 ◽  
Author(s):  
Oxana Malakhovskaya ◽  
Alexey Minabutdinov
Keyword(s):  
Bayesian Estimation ◽  
Commodity Price ◽  
Dsge Model ◽  
Price Shocks ◽  
Commodity Price Shocks

Price Control of Publicly Financed Medicinal Products – The Slovenian Example

2020 ◽  
Vol 4 (2) ◽  
pp. 87-97
Author(s):  
M. Hajd
Keyword(s):  
Price Control ◽  
Medicinal Products

Financialization of Commodity Markets

2018 ◽  
Author(s):  
Kyle J. Putnam
Keyword(s):  
Business Cycle ◽  
Futures Markets ◽  
Commodity Price ◽  
Commodity Markets ◽  
Commodity Futures ◽  
Futures Prices ◽  
Price Behavior ◽  
Risk And Return ◽  
Commodity Futures Markets ◽  
Asset Class

In the early 2000s, financial investors began pouring billions of dollars into the commodity futures markets seeking the unique investment benefits of this distinct asset class. This “financialization” process has called into question the fundamental risk and return properties of commodity futures as evidence has emerged favoring the idea that the massive increase in investor flows caused a rise in futures prices, volatility, and intra- and intermarket return correlations. However, a contrarian line of research contends that the effects of the new “speculative” capital on the futures markets are unsubstantiated and the increased participation of financial investors poses little consequence to the economics of the marketplace. This latter line of literature maintains that the investment benefits of commodity futures have not been diminished and that fundamental factors and business cycle variations can explain the observed changes in commodity price behavior.

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