Evgenia Passari (Dauphine University) - Reading the News: Telling Supply from Demand in Commodity Markets
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 Read more [...]
