On the Brazilian fuel pricing policy: a Gaussian factor model approach

Aiube, Fernando Antônio Lucena

doi:10.1080/00036846.2019.1659929

Cited by 1 publication

(1 citation statement)

References 22 publications

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“…The fluctuation of commodity prices is evident in the area of specific fields, such as agricultural economics or transportation (Aiube, 2019). Global commodity trading has also become an essential and important component of investors' portfolios (Yao and Kuang, 2019).…”

Section: Introductionmentioning

confidence: 99%

Assessment of the Impact of Hard Commodity Prices Changes on Inflation in European Union Countries

Lapinskaitė¹,

Miečinskienė²

2020

CEBR

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This article analyses the impact of the changes in hard commodity prices in the world commodity exchanges on the variation of countries' general price level. In other words, this article aims to determine the impact of hard commodity prices changes on inflation. In this paper, all countries of the European Union (EU) are included in the research, and case analysis is done accordingly. The methodology applied is the following: a study of the recent scientific literature, processing and systemization of statistical data, correlation analysis and Granger causality test. The results of the research show that price changes of selected commodities in world commodity exchanges have no absolute dependence on the variation of the general price level in EU countries in the long period. Natural gas should be distinguished, whose price fluctuations in the commodity exchange market show a positive correlation with 14 EU countries' CPI changes. In addition, the research shows that Lithuania's inflation has been affected by all five selected commodities' prices fluctuations. UK and Romanian inflation relate to four of five selected commodities' prices fluctuations.

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Section: Introductionmentioning

confidence: 99%