Search: GSCI
RBA Glossary definition for GSCI
GSCI – S&P Goldman Sachs Commodity Index
Search Results
The Term Structure of Commodity Risk Premiums and the Role of Hedging
17 Mar 2016
Bulletin
– March 2016
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
Commodity Market Financialisation: A Closer Look at the Evidence
14 Mar 2012
Bulletin
PDF
495KB
Reserve Bank of Australia Bulletin March Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-8.pdf
Determinants of Agricultural and Mineral Commodity Prices | Conference – 2009
17 Aug 2009
Conferences
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
The Term Structure of Commodity Risk Premiums and the Role of Hedging
16 Mar 2016
Bulletin
March Quarter 2016
PDF
368KB
https://www.rba.gov.au/publications/bulletin/2016/mar/pdf/bu-0316-7.pdf
Determinants of Agricultural and Mineral Commodity Prices
10 May 2010
Conferences
PDF
423KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/frankel-rose.pdf
Bulletin March Quarter 2012
20 Apr 2012
Bulletin
PDF
3093KB
Bulletin march quarter 2012. contents. articles. The Recent Economic Performance of the States 1. Trends in National Saving and Investment 9. The Distribution of Household Wealth in Australia: Evidence from the 2010 HILDA Survey 19. India’s Steel
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312.pdf
Inflation in an Era of Relative Price Shocks: Proceedings of a Conference
12 May 2010
Conferences
PDF
2491KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/conf-vol-2009.pdf