Linkage Projects - Grant ID: LP0455263

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LP0455263

Funding Status
Closed

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Funded Activity Summary

Exchange Rates and Commodity Prices in a Volatile Business Environment. In recent years, many Australian companies have been hurt by the large movements in the value of the Australian dollar, by their inability to forecast these movements, and by deficiencies of their hedging strategies to deal with foreign-exchange risk. This project will develop an alternative way of forecasting the $A in real time using a new methodology, based on purchasing power parity, that shows much promise. Additionally, an innovative way to analyse gold prices will be further developed, which when combined with the $A forecasts, offers a potentially valuable method of hedging foreign exchange and commodity price risk faced by Australian gold producers.

Funded Activity Details

Start Date: 25-02-2005

End Date: 24-02-2008

Funding Scheme: Linkage Projects

Funding Amount: $70,668.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

International Economics And International Finance | Economic Models And Forecasting | Applied Economics | Environment And Resource Economics

ANZSRC Socio-Economic Objective (SEO)

Macroeconomic issues not elsewhere classified | Exchange rates | Management and productivity issues not elsewhere classified |

Other Keywords

Applied Economics | Economic Models And Forecasting | Environment And Resource Economics | Exchange rates | International Economics And International Finance | Macroeconomic issues not elsewhere classified | Management and productivity issues not elsewhere classified

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