The Relative Volatility of Commodity Prices : A Reappraisal

The Relative Volatility of Commodity Prices : A Reappraisal

This paper studies the volatility of commodity prices on the basis of a large dataset of monthly prices observed in international trade data from the United States over the period 2002 to 2011. The conventional wisdom in academia and policy circles...

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Bibliographic Details
Main Authors: Arezki, Rabah, Lederman, Daniel, Zhao, Hongyan
Format: Policy Research Working Paper
Language:English
Published: 2012
Subjects:
ADVERSE EFFECT
AUTOMOBILES
AVERAGE PRICE
AVERAGE PRICES
CIVIL WAR
COMMODITIES
COMMODITY
COMMODITY EXPORTS
COMMODITY FUTURES
COMMODITY IMPORT
COMMODITY INDICES
COMMODITY PRICE
COMMODITY PRICE INDEX
COMMODITY PRICE INDICES
COMMODITY PRICES
COMPUTERS
DEVELOPING COUNTRIES
DIFFERENTIATED GOODS
DOMESTIC ECONOMIES
DOMESTIC PRICES
E-MAIL
ECONOMIC ACTIVITY
EQUIPMENT
EXPORT MARKETS
EXPOSURE
FINANCIAL ASSETS
FOOD PRICES
FOREIGN TRADE
FUTURES
HEDGING
HOMOGENOUS GOODS
INCOME
INCOMES
INSPECTIONS
INTERNATIONAL COMPETITION
INTERNATIONAL TRADE
LOW-INCOME COUNTRIES
MANUFACTURING
MARKET INTEGRATION
NATURAL RESOURCE
NATURAL RESOURCES
NETWORKS
OPEN ACCESS
PRICE FLUCTUATIONS
PRICE INDEX
PRICE INDEXES
PRICE INDICES
PRICE INFORMATION
PRICE SERIES
PRICE VOLATILITIES
PRICE VOLATILITY
PRIMARY COMMODITIES
PRIMARY COMMODITY
PRODUCT CATEGORIES
PRODUCT INNOVATION
PRODUCTION PROCESS
PRODUCTIVITY
RATE OF GROWTH
RESULT
RESULTS
SECURE ACCESS
STOCKPILE
STOCKPILING POLICIES
TIME PERIOD
TREASURY
TREASURY BILLS
VOLATILITIES
VOLATILITY
WEB
WEB SITE
WORLD MARKET
Online Access:http://www-wds.worldbank.org/external/default/main?menuPK=64187510&pagePK=64193027&piPK=64187937&theSitePK=523679&menuPK=64187510&searchMenuPK=64187283&siteName=WDS&entityID=000158349_20111208154920
http://hdl.handle.net/10986/3673

Internet

http://www-wds.worldbank.org/external/default/main?menuPK=64187510&pagePK=64193027&piPK=64187937&theSitePK=523679&menuPK=64187510&searchMenuPK=64187283&siteName=WDS&entityID=000158349_20111208154920
http://hdl.handle.net/10986/3673

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