Understanding international commodity price fluctuations

Rabah Arezki; Prakash Loungani; Rick van der Ploeg; Anthony J. Venables

doi:10.1016/j.jimonfin.2013.08.002

Understanding international commodity price fluctuations

Rabah Arezki^*, Prakash Loungani, Rick van der Ploeg, Anthony J. Venables

^*Corresponding author for this work

Research output: Contribution to Journal › Editorial › Academic › peer-review

Abstract

An overview is provided of recent work on commodity prices, focusing on three themes: (i) "financialization" of commodity markets--commodities being considered by financial investors as a distinct asset class, (ii) trends and forecasts of commodity prices, and (iii) fracking-a shorthand for the emergence of new sources of energy supply. Lessons are drawn on the role of fundamentals and expectations in driving the rapidly changing nature of commodity markets.

Original language	English
Pages (from-to)	1-8
Number of pages	8
Journal	Journal of International Money and Finance
Volume	42
DOIs	https://doi.org/10.1016/j.jimonfin.2013.08.002
Publication status	Published - Apr 2014

Keywords

Commodity price
Expectations
Financialization
Forecasting
Fracking
Fundamentals

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10.1016/j.jimonfin.2013.08.002

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keywords = "Commodity price, Expectations, Financialization, Forecasting, Fracking, Fundamentals",

author = "Rabah Arezki and Prakash Loungani and {van der Ploeg}, Rick and Venables, {Anthony J.}",

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AU - Arezki, Rabah

AU - Loungani, Prakash

AU - van der Ploeg, Rick

AU - Venables, Anthony J.

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N2 - An overview is provided of recent work on commodity prices, focusing on three themes: (i) "financialization" of commodity markets--commodities being considered by financial investors as a distinct asset class, (ii) trends and forecasts of commodity prices, and (iii) fracking-a shorthand for the emergence of new sources of energy supply. Lessons are drawn on the role of fundamentals and expectations in driving the rapidly changing nature of commodity markets.

AB - An overview is provided of recent work on commodity prices, focusing on three themes: (i) "financialization" of commodity markets--commodities being considered by financial investors as a distinct asset class, (ii) trends and forecasts of commodity prices, and (iii) fracking-a shorthand for the emergence of new sources of energy supply. Lessons are drawn on the role of fundamentals and expectations in driving the rapidly changing nature of commodity markets.

KW - Commodity price

KW - Expectations

KW - Financialization

KW - Forecasting

KW - Fracking

KW - Fundamentals

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VL - 42

SP - 1

EP - 8

JO - Journal of International Money and Finance

JF - Journal of International Money and Finance

ER -

Understanding international commodity price fluctuations

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Keywords

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