Search: 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
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"
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
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
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
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
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
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
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
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