Search: GSCI

Sort by: Relevance Date
13 of 3 search results for GSCI

RBA Glossary definition for GSCI

GSCI – S&P Goldman Sachs Commodity Index

Search Results

Appendix B: Commodity List

6 Jun 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
Commodity. Exchange. GSCI. (a). BCOM. (a). Agriculture. Cocoa. ICE. X. Coffe.
https://www.rba.gov.au/publications/rdp/2017/2017-03/appendix-b.html
See 2 more results from "RDP 2017-03"

The Term Structure of Commodity Risk Premiums and the Role of Hedging

17 Mar 2016 Bulletin – March 2016
Jonathan Hambur and Nick Stenner
A standard theory used to explain commodity futures prices decomposes the futures price into the expected spot price at maturity of the futures contract and a risk premium. This article investigates the term structure of commodity risk premiums. We
https://www.rba.gov.au/publications/bulletin/2016/mar/7.html

Determinants of Agricultural and Mineral Commodity Prices | Conference – 2009

17 Aug 2009 Conferences
Jeffrey A Frankel and Andrew K Rose
0.01. (0.01). S&P GSCI. 1984. 4.83. (2.78). 0.17. (0.35). 0.004. (0.001). ... 0.002. (0.002). 0.09. (0.11). 0.00. (0.01). S&P GSCI. 1984. 0.10. (0.04).
https://www.rba.gov.au/publications/confs/2009/frankel-rose.html