Centre for Applied Macroeconomics and Commodity Prices (CAMP)
CAMP is established to bring together economists working on applied macroeconomic issues, with special emphasis on energy economics.
Here we have gathered our research on commodity prices. Within this topic you will find recent research on commodity futures, the effect of media on asset returns, and other relevant questions regarding commodity prices.
- The Impact of U.S. Supply Shocks on the Global Oil Price (Gundersen)
- Asset returns, news topics, and media effects (Larsen and Thorsrud)
- Oil-Price Density Forecasts of U.S. GDP (Ravazzolo and Rothman). Published in: Studies of Nonlinear Dynamics and Econometrics, 2016, vol. 20(4), 441-453
- Oil price density forecasts: Exploring the linkages with stock markets (Lombardi and Ravazzolo). Published in: Journal of Commodity Markets, 2016, Vol 2(1), 45-57
- On the correlation between commodity and equity returns: Implications for portfolio allocation (Lombardi and Ravazzolo)
- Published in: Journal of Commodity Markets, 2016, Vol 2(1), 45-57
- Commodity Futures and Forecasting Commodity (Ravazzolo, Sveen and Zahiri)