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RBA Glossary definition for GSCI

GSCI – S&P Goldman Sachs Commodity Index

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Glossary

2 May 2023
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Box A: A Comparison of Commodity Indices

3 Nov 2011 SMP – November 2011 PDF 297KB
https://www.rba.gov.au/publications/smp/2011/nov/pdf/box-a.pdf

Box A: A Comparison of Commodity Indices

10 Nov 2011 SMP – November 2011
two. Differences in the weights are a key source of divergence. For example, the S&P GSCI (GSCI) has around a two-thirds weight on energy commodities, while the Thomson Reuters ... Market-based commodity price indices, such as the GSCI and CCI, are
https://www.rba.gov.au/publications/smp/2011/nov/box-a.html

List of graphs

10 Nov 2011 SMP – November 2011
Statement on Monetary Policy – November 2011 List of graphs. Chapters. Graph 1.1: Survey Indicators. Graph 1.2: World GDP Growth. Graph 1.3: World GDP Growth. Graph 1.4: China – GDP Growth. Graph 1.5: China – Indicators of Demand.
https://www.rba.gov.au/publications/smp/2011/nov/graphs.html

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

Financialisation and the Term Structure of Commodity Risk Premiums

24 May 2017 RDP PDF 1495KB
Sachs Commodity Index (GSCI) and the Bloomberg Commodity Index (BCOM; formerly the. ... commodities as those that are included in either the BCOM or GSCI indices, and ‘off-index’.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf

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
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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 | 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

Statement on Monetary Policy – November 2011

13 Dec 2011 SMP – November 2011 PDF 2272KB
https://www.rba.gov.au/publications/smp/2011/nov/pdf/1111.pdf