1.

Title: Do Commodity Futures Help Forecast Spot Prices?
Author/Editor: Reichsfeld, David A ; Roache, Shaun K.
Series: Working Paper No. 11/254
Published: November 1, 2011
Subject(s): Commodity markets | Commodity prices | Economic forecasting | Forecasting models
Author's keyword(s): Asset Pricing | Futures Pricing | Financial Forecasting

3.

Title: Commodities and the Market Price of Risk
Author/Editor: Roache, Shaun K.
Series: Working Paper No. 08/221
Published: September 1, 2008
Subject(s): Commodity prices | Risk management | Interest rates | Asset prices | Economic models | Investment
Author's keyword(s): Asset pricing | futures pricing

5.

Title: IMF Staff Papers, Volume 52, No. 3, 2005
Series: IMF Staff Papers, Volume 52, No. 3
Published: December 22, 2005
Subject(s): Staff papers
Author's keyword(s): ALGORITHMS | ASSET MARKETS | ASSET PRICING | BONDS | COMPUTER SOFTWARE | CRISIS MANAGEMENT | DEBTOR AND CREDITOR | DEVELOPING COUNTRIES | ECONOMETRIC MODELS | ECONOMISTS | EMPIRICAL METHODS | EMPLOYEE SELECTION | EXCHANGE RATES. FORECASTING | FINANCIAL CRISES | FINANCIAL REPORTING. STANDARDS | FISCAL TRANSPARENCY | FORECASTING | FOREIGN CURRENCY DEPOSITS | FOREIGN EXCHANGE MARKET | GOODNESS-OF-FIT TESTS | GOVERNMENT STATISTICS | INFORMATION THEORY IN ECONOMICS | INSTRUMENTAL VARIABLES (STATISTICS) | INTERNATIONAL CAPITAL MARKET | INTERNATIONAL COMPARISONS | INTERNATIONAL MONETARY FUND (IMF) | INVENTORIES | LABOR MARKET | LABOR PRODUCTIVITY | LOG-LINEAR MODELS (STATISTICS) | MARKET ECONOMY | MATCHING THEORY | MATURITIES | MONITORING | NON-TRADED GOODS | PANEL ANALYSIS | PREDICTION THEORY | PROBABILITIES | PRODUCTION FUNCTIONS (ECONOMIC THEORY) | REGRESSION ANALYSIS | RISK ASSESSMENT | ROBUST STATISTICS | STANDARDIZATION. INTERNATIONAL COOPERATION | TERMS OF TRADE | TRAINING | TRANSBORDER DATA FLOW | VECTOR AUTOREGRESSION

7.

Title: IMF Staff Papers, Volume 52, 2005, Special Issue: IMF Conference in Honor of Michael Mussa
Series: IMF Staff Papers, Volume 52, Special Issue
Published: August 30, 2005
Subject(s): Conferences | Staff papers
Author's keyword(s): ASSET PRICING | BANK LOANS | BUSINESS CYCLES | CAPITAL MOVEMENTS | DEBTOR AND CREDITOR | ECONOMETRIC MODELS | ECONOMIC FORECASTING | ECONOMIC GROWTH | ECONOMIC HISTORY | ECONOMIC REFORMS | ECONOMIC SHOCKS | ECONOMIC STABILIZATION | ECONOMICS. CONGRESSES | CONFERENCES | ETC. | ECONOMICS. STUDY AND TEACHING | ECONOMISTS | EXCHANGE RATE POLICY | EXCHANGE RATES | EXPECTATIONS (ECONOMIC THEORY) | FINANCIAL CRISES | FINANCIAL LIBERALIZATION | FLOATING EXCHANGE RATES | FOREIGN EXCHANGE MARKET. VOLATILITY | GLOBALIZATION | GROSS DOMESTIC PRODUCT | HUMAN FERTILITY | INSURANCE | INTERNATIONAL MONETARY FUND (IMF) | LOANS | MACROECONOMICS. STUDY AND TEACHING | MACROECONOMICS | MONETARY POLICY | MORAL HAZARD | OPEN ECONOMIES | PERFORMANCE. EVALUATION | SECURITIES. PRICES | TRADE POLICY | WORLD TRADE ORGANIZATION (WTO)

9.

Title: IMF Staff Papers, Volume 51, No. 3, 2004
Series: IMF Staff Papers, Volume 51, No. 3
Published: November 23, 2004
Subject(s): Publications | Staff papers
Author's keyword(s): ASSET MARKETS | ASSET PRICING | CASH FLOW | CENTRAL BANKS | CONSERVATISM | CONSUMER PRICE INDEXES | COST-BENEFIT ANALYSIS | DEPRECIATION | DEVELOPING COUNTRIES | ECONOMETRIC MODELS | ECONOMIC DEVELOPMENT | ECONOMIC POLICY | EFFECT OF INFLATION ON UNEMPLOYMENT | EMPIRICAL METHODS | EXCHANGE RATES | FREE TRADE | GOVERNMENT SECURITIES. YIELDS | GOVERNMENT SECURITIES | GROSS DOMESTIC PRODUCT | GROUP OF SEVEN COUNTRIES (G7) | IMPULSE RESPONSE ANALYSIS | INFLATION TARGETING | INFLATION | INTEREST RATE PARITY | INTEREST RATES | INTERNATIONAL COMPARISONS | INTERNATIONAL TRADE | LABOR MARKET | LABOR UNIONS | MOMENTS METHOD (STATISTICS) | MONETARY POLICY | MONETARY UNIONS | NON-TRADED GOODS | OPTIMIZATION | OPTIONS (FINANCE) | PARAMETER ESTIMATION | PRODUCTION FUNCTIONS (ECONOMIC THEORY) | RATIONAL EXPECTATIONS (ECONOMIC THEORY) | REGRESSION ANALYSIS | RISK PREMIUM | SENSITIVITY ANALYSIS | TRADE POLICY | UNEMPLOYMENT INSURANCE | WAGES