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dc.contributor.advisorUniversidad Torcuato Di Tella
dc.contributor.authorKiguel, Andrea
dc.date.accessioned2017-04-03T18:09:44Z
dc.date.available2017-04-03T18:09:44Z
dc.date.issued2015
dc.date.submitted2015
dc.identifier.urihttp://repositorio.utdt.edu/handle/utdt/2009
dc.description.abstractIn this paper, I argue that global factors also have a role in forecasting commodity prices. That is, both global factors and the exchange rates of small commodity exporters have predictive power over global commodity prices. I show that part of the information embedded in these countries' exchange rates is capturing a common risk factor relevant for forecasting. Given this result, I separate the predictability coming from changes in risk appetite versus 'true commodity views' in these commodity exporters' exchange rates to better understand the composition of risks. Using both aggregate indices and individual commodity prices, I study to what extent predictability in commodity price changes coming from a global factor and how much is due to commodity exporters' idiosyncratic information.es_AR
dc.description.sponsorshipEsta tesis en PDF no tiene permisos por parte del autor para ser reproducida. Puedes venir a consultarla a la Biblioteca Di Tella pero recuerda que no podrás copiarla, ni grabarla en ningún dispositivo, ni enviarla, ni imprimirla. La consulta se hace solo bajo reserva escribiendo a serviciosbiblio@utdt.edu.
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dc.format.extent20 p.
dc.format.mediumapplication/pdf
dc.languageeng
dc.publisherUniversidad Torcuato Di Tella
dc.rightsinfo:eu-repo/semantics/restrictedAccesses_AR
dc.subjectCurrency question
dc.subjectEconomía
dc.subjectTesis
dc.titleCommodity price perdictability: commodity currencies or global risk factor
dc.typeinfo:eu-repo/semantics/masterThesises_AR
UTDT.rights.PDF
UTDT.rights.AUTNo
UTDT.source.signaturaTESIS DIGITAL
UTDT.source.inventario40965U
UTDT.source.bdtBDT90430
UTDT.source.idn000070809
thesis.degree.nameMaestría en Economía
thesis.degree.level1es_AR
thesis.degree.grantorUniversidad Torcuato Di Tella. Departamento de Economía
dc.audienceResearchers
dc.audienceStudents
dc.audienceTeachers
dc.type.versioninfo:eu-repo/semantics/acceptedVersiones_AR
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