Motivated by the absence of conclusive guidance from the current literature, this study
revisits the effects of terms of trade shocks on real effective exchange rates (RER) across …

In this paper we show that the Chilean exchange rate has the ability to predict the returns of
the London Metal Exchange Index and of the six primary non-ferrous metals that are part of …

In this paper we show that the Chilean exchange rate has the ability to predict the returns of
oil and of three additional oil-related products: gasoline, propane and heating oil. We show …

This paper shows that commodity prices can be predicted from cross-market information by
establishing long-run cross-market commodity price equilibrium models, which are …

Este artículo tiene como objetivo medir el efecto de la incertidumbre en las organizaciones
del mercado accionario colombiano, usando información financiera como los precios de las …

We study the dynamic connectedness and predictive causality between oil prices and
exchange rates. Our sample includes six important oil‐producing and six net importing …

This paper presents robust evidence indicating that the tone of financial reports from the US
mining industry firms can predict certain mining commodity returns. We assess this …

In this paper we show that the exchange rates of some commodity exporter countries have
the ability to predict the price of spot and future contracts of aluminum. This is shown with …

This study examines whether the Malaysian ringgit (MYR) provides terms of trade or market
power for crude palm oil (CPO). We consider MYR exchange rates against three currencies …

Density forecasts of locally explosive processes are investigated using mixed causal-
noncausal models, namely time series models with both lag and lead components. In the …