Macroeconomic impacts on commodity prices: China vs. the United States

DOI10.1080/14697688.2015.1018308zbMath1468.91055OpenAlexW1990983571MaRDI QIDQ5001145

Libo Yin, Liyan Han

Publication date: 16 July 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2015.1018308

zbMATH Keywords

FAVARcommodity pricesfactor modelsmacroeconomic factorsrole of China

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

The impact of US macroeconomic news announcements on Chinese commodity futures

Cites Work

• Are more data always better for factor analysis?
• Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach
• Dating the timeline of financial bubbles during the subprime crisis
• Can Exchange Rates Forecast Commodity Prices?^*
• Forecasting Using Principal Components From a Large Number of Predictors

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