Evgenia Passari (Dauphine University) - Reading the News: Telling Supply from Demand in Commodity Markets

Chargement Évènements

« Tous les Évènements

  • Cet évènement est passé

Evgenia Passari (Dauphine University) - Reading the News: Telling Supply from Demand in Commodity Markets

26 mars @ 14 h 00 min - 15 h 00 min

with Sarah Mouabbi and Adrien Rousset Planat

We build indexes of commodity price developments simulating news reading using a computer-based, narrative approach. Our approach is flexible, unified, and can span the global commodity market. Our indexes track the post-crisis collapse of commodity markets, other market-specific developments, as well as the recent COVID-19 crisis. Our method can be easily applied to open questions in the international macroeconomics and finance literatures. We find that the nature of commodity price movements matters for portfolio diversification decisions and has a differential impact on stock market volatility.

- The seminar is supported by the Labex (Laboratory of excellence) of Institut Louis Bachelier -

Download slides

 

Détails

Date :
26 mars
Heure :
14 h 00 min - 15 h 00 min