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Risk Factors And Contagion In Commodity Markets And Stocks Markets (Hardcover)
Loot Price: R3,485
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Risk Factors And Contagion In Commodity Markets And Stocks Markets (Hardcover)
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The link between commodities prices and the business cycle,
including variables such as real GDP, industrial production,
unemployment, inflation, and market uncertainty, has often been
debated in the macroeconomic literature. To quantify the impact of
commodities on the economy, one can distinguish different modeling
approaches. First, commodities can be represented as the pinnacle
of cross-sectional financial asset prices. Second, price
fluctuations due to seasonal variations, dramatic market changes,
political and regulatory decisions, or technological shocks may
adversely impact producers who use commodities as input. This
latter effect creates the so-called 'commodities risk'.
Additionally, commodities price fluctuations may spread to other
sectors in the economy, via contagion effects. Besides, stronger
investor interest in commodities may create closer integration with
conventional asset markets; as a result, the financialization
process also enhances the correlation between commodity markets and
financial markets.Our objective in this book, Risk Factors and
Contagion in Commodity Markets and Stocks Markets, lies in
answering the following research questions: What are the
interactions between commodities and stock market sentiment? Do
some of these markets move together overtime? Did the
financialization in energy commodities occur after the 2008 Global
Financial Crisis? These questions are essential to understand
whether commodities are driven only by their fundamentals, or
whether there is also a systemic component influenced by the
volatility present within the stock markets.
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