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Risk factors and contagion in commod...

Goutte, Stéphane.

Risk factors and contagion in commodity markets and stocks markets /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Risk factors and contagion in commodity markets and stocks markets // [edited by] Stéphane Goutte, Khaled Guesmi.
其他作者:	Goutte, Stéphane.
出版者:	Singapore :World Scientific, : c2020.,
面頁冊數:	xx, 334 p. :ill. ; : 24 cm.;
標題:	Commodity exchanges. -
ISBN:	9789811210235 (cloth) :

Risk factors and contagion in commodity markets and stocks markets /
Risk factors and contagion in commodity markets and stocks markets /[edited by] Stéphane Goutte, Khaled Guesmi. - Singapore :World Scientific,c2020. - xx, 334 p. :ill. ;24 cm.

Includes bibliographical references and index.

"The link between commodities prices and the business cycle, including variables such as real GDP, industrial production, unemployment, inflation, and market uncertainty, has often be debated in the macroeconomic literature. To quantify the impact of commodities on the economy, one can distinguish different modeling approaches. 1st, commodities can be represented as the pinnacle of cross-sectional financial asset prices. 2nd, price fluctuations due seasonal variations, to 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 off 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? Whether the financialization in energy commodities occurs 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"--

ISBN: 9789811210235 (cloth) :NT3693

LCCN: 2020001808Subjects--Topical Terms:

560734
Commodity exchanges.

LC Class. No.: HG6046 / .R577 2020

Dewey Class. No.: 332.64

Risk factors and contagion in commodity markets and stocks markets /
LDR:02318nam a2200217 a 4500 001 983471
003 DLC
005 20200211122139.0
008 201215s2020 si a b 001 0 eng
010 $a 2020001808
020 $a 9789811210235 (cloth) : $c NT3693
020 $z 9789811210242 (ebook)
035 $a 2020001808
040 $a DLC $b eng $c DLC $d NFU
042 $a pcc
050 0 0 $a HG6046 $b .R577 2020
082 0 0 $a 332.64 $2 23
245 0 0 $a Risk factors and contagion in commodity markets and stocks markets / $c [edited by] Stéphane Goutte, Khaled Guesmi.
260 # $a Singapore : $b World Scientific, $c c2020.
300 $a xx, 334 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references and index.
520 # $a "The link between commodities prices and the business cycle, including variables such as real GDP, industrial production, unemployment, inflation, and market uncertainty, has often be debated in the macroeconomic literature. To quantify the impact of commodities on the economy, one can distinguish different modeling approaches. 1st, commodities can be represented as the pinnacle of cross-sectional financial asset prices. 2nd, price fluctuations due seasonal variations, to 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 off 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? Whether the financialization in energy commodities occurs 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"-- $c Provided by publisher.
650 # 0 $a Commodity exchanges. $3 560734
650 # 0 $a Stock exchanges. $3 556703
650 # 0 $a Risk management. $3 559158
650 # 0 $a Contagion (Social psychology) $3 1228462
700 1 # $a Goutte, Stéphane. $3 1275433
700 1 # $a Guesmi, Khaled. $3 1275434