Search: Index of Commodity Prices
RBA Glossary definition for Index of Commodity Prices
Index of Commodity Prices – A Reserve Bank of Australia-compiled index which provides a measure of price movements in rural and non-rural (including base metals) commodities in Australian Dollars (AUD), Special Drawing Rights (SDR) and United States Dollars (USD).
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Appendix D: Glossary and Data
31 Dec 2005
RDP
2005-11
p. com. Index of commodity prices in foreign currency terms. π. ... Definition: RBA Index of Commodity Prices, converted to foreign currency terms by multiplying by the nominal trade-weighted exchange rate.
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html
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Financialisation and the Term Structure of Commodity Risk Premiums
1 May 2017
RDP
2017-03
In particular, those commodities that are part of major commodity indices, such as the S&P Goldman Sachs Commodity Index (GSCI) and the Bloomberg Commodity Index (BCOM; formerly the Dow Jones ... If the betas for on- and off-index commodities differed,
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html
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Internationalisation and the Macroeconomy
12 Feb 2007
Conferences
PDF
239KB
RBA Conference Volume 1994
https://www.rba.gov.au/publications/confs/1994/pdf/gruen-shuetrim.pdf
Commodity Prices and Macroeconomic Policy: An Australian Perspective
10 Jul 2008
Bulletin
– July 2008
RBA Index of Commodity Prices. SDR (2000 = 100). 100. 122. ... 249. IMF Commodity Price Index. SDR (2000 = 100). 100. 113.
https://www.rba.gov.au/publications/bulletin/2008/jul/2.html
Determinants of Agricultural and Mineral Commodity Prices | Conference – 2009
17 Aug 2009
Conferences
Figure 3 provides time-series plots of the natural logarithm of commodity prices, each deflated by the US GDP chain price index. ... Regressand: constructed log real commodity price index. Table 6b: Commodity Price Index Results – First Differences.
https://www.rba.gov.au/publications/confs/2009/frankel-rose.html
Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
2020:Q3. LD. Asset prices. 34. Dwelling price index. CoreLogic. Aus. 1980:Q1. ... 1960:Q1. 2020:Q3. LD. 48. RBA Index of Commodity Prices (AUD). RBA.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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Modifications to the Reserve Bank of Australia's Commodity Price Index
25 Feb 2001
Bulletin
PDF
30KB
Longer-run comparisons can thereforebe rendered less reliable. The potential for driftis most serious when the underlying volumesand prices are relatively volatile, as is the casefor the Commodity Price Index. ... Theywill now account for 66.8 per cent
https://www.rba.gov.au/publications/bulletin/1998/sep/pdf/bu-0998-1.pdf
Internationalisation and the Macroeconomy | Conference – 1994
11 Jul 1994
Conferences
This time, the terms of trade rise was driven by a broadly-based commodity price boom including a quadrupling of the US dollar oil price. ... Second, for commodities relevant to Australia, mineral commodity prices are about 40 per cent less volatile than
https://www.rba.gov.au/publications/confs/1994/gruen-shuetrim.html
Global Commodity Markets
10 Jun 2011
Bulletin
– June 2011
The available evidence suggests that while financial investors can affect the short-run price dynamics for some commodities, the level and volatility of commodity prices appear to be primarily determined by ... We would expect the behaviour of
https://www.rba.gov.au/publications/bulletin/2011/jun/7.html
Bulletin
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/