Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP1094499
Funding Status
Closed
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Funded Activity Summary
Modelling non-linear price dynamics of primary commodities that are affected by seasonality, significant storage costs, and slow adjustment. Australia's economy relies substantially on exports of commodities. However, recent volatility of commodity prices has created tremendous uncertainties for traders, producers and consumers of those commodities. This adversely affects our national economy through the disruption of agricultural and mining production, and also more broadly impacts on investment, employment and gross domestic income. This research will model more accurately the complex dynamics of primary commodity prices and their inter-market linkages, which will allow traders, producers and consumers to better forecast commodity price movements and protect themselves through inventory management, hedging and long-run production planning.Funded Activity Details
Start Date: 11-2010
End Date: 04-2014
Funding Scheme: Discovery Projects
Funding Amount: $185,000.00
Funder: Australian Research Council
Research Topics
ANZSRC Field of Research (FoR)
Financial Econometrics | Finance Economics | Economic Models And Forecasting | Applied Economics
ANZSRC Socio-Economic Objective (SEO)
Finance and investment services | Microeconomic issues not elsewhere classified | Macroeconomic issues not elsewhere classified |
