Search: Index of Commodity Prices
RBA Glossary definition for Index of Commodity Prices
Index of Commodity Prices – A Reserve Bank of Australia-compiled index which provides a measure of price movements in rural and non-rural (including base metals) commodities in Australian Dollars (AUD), Special Drawing Rights (SDR) and United States Dollars (USD).
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Financialisation and the Term Structure of Commodity Risk Premiums
1 May 2017
RDP
2017-03
In particular, those commodities that are part of major commodity indices, such as the S&P Goldman Sachs Commodity Index (GSCI) and the Bloomberg Commodity Index (BCOM; formerly the Dow Jones ... If the betas for on- and off-index commodities differed,
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html
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Internationalisation and the Macroeconomy | Conference – 1994
11 Jul 1994
Conferences
This time, the terms of trade rise was driven by a broadly-based commodity price boom including a quadrupling of the US dollar oil price. ... Second, for commodities relevant to Australia, mineral commodity prices are about 40 per cent less volatile than
https://www.rba.gov.au/publications/confs/1994/gruen-shuetrim.html
Unprecedented Changes in the Terms of Trade
7 Sep 2015
RDP
PDF
1175KB
We find that the long-runprices of commodities that Australia exports started to increase significantly inmid 2003 and that the volatility of shocks to commodity prices doubled soon after.The persistent ... of an unprecedented and prolonged shift inthe
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-11.pdf
Lower Bulk Commodity Prices and Their Effect on Economic Activity
17 Sep 2015
Bulletin
– September 2015
Recent declines in bulk commodity prices have reduced the growth of household income, company profits and government revenues. The declines have been associated with a contraction in mining investment and, by lowering the growth of aggregate demand,
https://www.rba.gov.au/publications/bulletin/2015/sep/4.html
List of tables
15 May 2017
SMP
– May 2017
3. 33. (a) Prices from the RBA Index of Commodity Prices (ICP); bulk commodities prices are spot prices. ... March quarter 2017. December quarter 2016. Consumer Price Index. 0.5. 0.5.
https://www.rba.gov.au/publications/smp/2017/may/tables.html
Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
asset prices, credit, money, interest rates and the exchange rate. Subsequently, many policy. ... measures of: asset prices; interest rates and spreads; credit and money; debt securities outstanding;.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
For example, we can determine the proximate factors influencing inflation, such as input costs, and then decompose these into their ultimate drivers, like changes in world commodity prices or consumer behaviour. ... Commodity prices are a good example of
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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The Exchange Rate and Macroeconomic Policy in Australia
12 Feb 2007
Conferences
PDF
182KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/pitchford.pdf
Commodity Prices and The Terms of Trade
10 Apr 2005
Bulletin
– April 2005
prices. If the exchange rate did not respond to the increase in world commodity prices and the terms of trade, the domestic currency price of these commodities would rise by the ... Africa. Indeed, previous commodity price cycles suggest that expansion
https://www.rba.gov.au/publications/bulletin/2005/apr/1.html
Real Exchange Rates and Primary Commodity Prices
19 Dec 2019
Research Workshop
PDF
591KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-nicolini.pdf