The Relative Volatility of Commodity Prices: A Reappraisal-Reference-Cited by-同舟云学术

The Relative Volatility of Commodity Prices: A Reappraisal

Published:2013-07-31 Issue:3 Volume:96 Page:939-951
ISSN:0002-9092
Container-title:American Journal of Agricultural Economics
language:en
Short-container-title:American Journal of Agricultural Economics

Author:

Arezki Rabah¹,Lederman Daniel²,Zhao Hongyan³

Affiliation:

1. International Monetary Fund Brookings Institution

2. World Bank

3. International Monetary Fund

Publisher

Wiley

Subject

Economics and Econometrics,Agricultural and Biological Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1093/ajae/aat050

Reference24 articles.

1. Less Volatile than Meets the Eye;Arezki R.;Finance & Development,2011

2. Consistent Tests for Stochastic Dominance

3. Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series

4. Financial Crash, Commodity Prices, and Global Imbalances;Caballero R. J.;Brookings Papers on Economic Activity Fall:,2008

5. Are Commodity Prices More Volatile Now?: A Long-Run Perspective;Calvo-Gonzalez O.;World Bank Policy Research Working Paper No.5460, Washington DC,2010

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