Bibliographische Detailangaben
Personen und Körperschaften:	Delle Chiaie, Simona (VerfasserIn); Ferrara, Laurent (VerfasserIn); Giannone, Domenico (VerfasserIn)
Format:	E-Book
Sprache:	English
veröffentlicht:	Frankfurt am Main, Germany: European Central Bank, [2017]
Gesamtaufnahme:	Europäische Zentralbank: Working paper series ; no 2112 (November 2017)
Schlagwörter:	Rohstoffpreis; Schock; Wirkungsanalyse; Arbeitspapier; Online-Publikation;
Quelle:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
Zusammenfassung:	In this paper we extract latent factors from a large cross-section of commo... In this paper we extract latent factors from a large cross-section of commodity prices, including fuel and non-fuel commodities. We decompose each commodity price series into a global (or common) component, block-specific components and a purely idiosyncratic shock. We find that the bulk of the fluctuations in commodity prices is well summarised by a single global factor. This global factor is closely related to fluctuations in global economic activity and its importance in explaining commodity price variations has increased since the 2000s, especially for oil prices.
Umfang:	1 Online-Ressource (circa 43 Seiten); Illustrationen
ISBN:	9789289930260 9289930268
DOI:	10.2866/116302

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