Search: GSCI
RBA Glossary definition for GSCI
GSCI – S&P Goldman Sachs Commodity Index
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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
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
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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
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
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