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Financial Speculation and Commodity Prices

Financial Speculation and Commodity Prices. Professor Dr. Heiner Flassbeck Director Division on Globalization and Development Strategies UNCTAD Dominican Republic, March 2011. ESTIMATED INDEX TRADER POSITIONS AND COMMODITY PRICES, JANUARY 2006–MAY 2009 (Index numbers, 2006 = 100).

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Financial Speculation and Commodity Prices

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  1. Financial Speculation and Commodity Prices Professor Dr. Heiner Flassbeck Director Division on Globalization and Development Strategies UNCTAD Dominican Republic, March 2011

  2. ESTIMATED INDEX TRADER POSITIONS AND COMMODITY PRICES, JANUARY 2006–MAY 2009(Index numbers, 2006 = 100)

  3. Financial Investment in Commodities Strongly Increased since 2005

  4. Commodity index traders in agricultural products in the USA

  5. 30-Day Rolling Correlation between Oil Price and BRL/JPY From almost no correlationuntil early2000s Thecorrelationhas increasedsharplywhile the distribution is more concentrated

  6. 30-Day Rolling Correlation between DJ UBS Agriculture Total Return Index and USD/BRL Same story for agricultural goods Thecorrelationhas alsoincreasedwhile the distribution is also more concentrated

  7. 30-Day Rolling Correlation between DJ UBS Agriculture Total Return Index and BRL/JPY Same story for agricultural goods Thecorrelationhas alsoincreasedover the last years

  8. EVOLUTION OF PRICES IN SELECTED MARKETS AND COUNTRIES, OCTOBER 2008–JUNE 2010(Index numbers, 1 OCTOBER 2010 = 100)

  9. DAILY MOVEMENTS OF PRICES AND RETURNS BETWEEN 11/2008 AND 11/2009 IN RELATION TO THE EXCHANGE RATE OF THE BRAZILIAN REAL TO THE JAPANESE YEN

  10. Correlation between day-to-day price movements of currencies of selected countries (in relation to Japanese Yen) and selected equity prices indices, commodity price indices and CDS spreads, January 2008 - January 2010

  11. Business cycle analysis(1980)

  12. Business cycle analysis(1982)

  13. Business cycle analysis(2001)

  14. Business cycle analysis(2009)

  15. Financial announcement effects on the price of oil

  16. Financial announcement effects on the price of oil + cocoa

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