Search: S&P

Sort by: Relevance Date
12 of 2 collapsed search results for S&P
Did you mean "sep"?

RBA Glossary definition for S&P

S&P – Standard and Poor's. An international statistical rating organisation and data provider.

Search Results

Financialisation and the Term Structure of Commodity Risk Premiums

1 May 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
t. indicates expectations at time t; and S. c,t. m. is the spot price for commodity c at the maturity date t m. ... In particular, those commodities that are part of major commodity indices, such as the S&P Goldman Sachs Commodity Index (GSCI) and the
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html

The Effect of Financialisation on Commodity Risk Premiums

6 Jun 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
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 ... As we now condition on the market portfolio's return, this
https://www.rba.gov.au/publications/rdp/2017/2017-03/the-effect-of-financialisation-on-commodity-risk-premiums.html