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Macro-Hedging for Commodity Exporters. (2009). Sandri, Damiano ; Jeanne, Olivier ; Borensztein, Eduardo.
In: NBER Working Papers.
RePEc:nbr:nberwo:15452.

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Cited: 22

Citations received by this document

Cites: 19

References cited by this document

Cocites: 33

Documents which have cited the same bibliography

Coauthors: 0

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Citations

Citations received by this document

  1. Rule-Based Resource Revenue Stabilization Funds: A Welfare Comparison. (2015). Smith, Constance ; Landon, Stuart.
    In: The Energy Journal.
    RePEc:aen:journl:ej36-2-06.

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  2. Rule-Based Resource Revenue Stabilization Funds: A Welfare Comparison. (2014). Smith, Constance ; Landon, Stuart.
    In: Working Papers.
    RePEc:ris:albaec:2014_001.

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  3. Export diversification through resource-based industrialization: The case of natural gas. (2014). MASSOL, Olivier ; Banal-Estanol, Albert ; Banal-Estaol, Albert.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:237:y:2014:i:3:p:1067-1082.

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  4. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-19.

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  5. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-019.

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  6. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:ipg:wpaper:19.

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  7. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793724.

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  8. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Post-Print.
    RePEc:hal:journl:hal-01613916.

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  9. Oil Exporters’ Dilemma: How Much to Save and How Much to Invest. (2013). Hasanov, Fuad ; Cherif, Reda.
    In: World Development.
    RePEc:eee:wdevel:v:52:y:2013:i:c:p:120-131.

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  10. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11382.

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  11. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1301.

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  12. How to Spend a Windfall: Dealing with volatility and capital scarcity. (2012). van der Ploeg, Frederick (Rick) ; van den Bremer, Ton S..
    In: OxCarre Working Papers.
    RePEc:oxf:oxcrwp:085.

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  13. The Volatility Trap; Precautionary Saving, Investment, and Aggregate Risk. (2012). Hasanov, Fuad ; Cherif, Reda.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/134.

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  14. Commodity Price Shocks and Fiscal Outcomes. (2012). Spatafora, Nikola ; Samake, Issouf.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/112.

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  15. Oil Exporters Dilemma; How Much to Save and How Much to Invest. (2012). Hasanov, Fuad ; Cherif, Reda.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/004.

    Full description at Econpapers || Download paper

  16. Managing and Harnessing Volatile Oil Windfalls. (2012). van der Ploeg, Frederick (Rick) ; van den Bremer, Ton .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9209.

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  17. The volatility trap: why do big savers invest relatively little?. (2011). Hasanov, Fuad ; Cherif, Reda.
    In: MPRA Paper.
    RePEc:pra:mprapa:31286.

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  18. The current account and precautionary savings for exporters of exhaustible resources. (2011). de Carvalho Filho, Irineu ; Bems, Rudolfs ; de Carvalho Filho, Irineu, .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:84:y:2011:i:1:p:48-64.

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  19. Macro factors in oil futures returns. (2011). Sevi, Benoit ; le Pen, Yannick.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11663.

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  20. Government Revenue Volatility: The Case of Alberta, an Energy Dependent Economy. (2010). Smith, Constance ; Landon, Stuart.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2010_23.

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  21. Revisiting the excess co-movements of commodity prices in a data-rich environment. (2010). Sevi, Benoit ; le Pen, Yannick.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/6800.

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  22. Energy Prices and Alberta Government Revenue Volatility. (2010). Smith, Constance ; Landon, Stuart.
    In: C.D. Howe Institute Commentary.
    RePEc:cdh:commen:313.

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References

References cited by this document

  1. Arrau, Patricio, and Stijn Claessens. 1992. Commodity Stabilization Funds. World Bank Policy Research Working Paper WPS 835.
    Paper not yet in RePEc: Add citation now
  2. Becker, Torbjorn, Olivier Jeanne, Paolo Mauro, and Romain Ranci
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  3. Bems, Rudolfs, and Irineu de Carvalho Filho. 2009. Current Account and Precautionary Savings for Exporters of Exhaustible Resources. IMF Working Paper 09/33.

  4. Caballero, Ricardo J., and Kevin N. Cowan. 2007. Financial Integration Without the Volatility. Unpublished.
    Paper not yet in RePEc: Add citation now

  5. Caballero, Ricardo J., and Stavros Panageas. 2008. Hedging Sudden Stops and Precautionary Contractions. Journal of Development Economics, 85: 28-S 7.

  6. Campbell, Patrick, Bjorn-Erik Orskaug, and Richard Williams. 2006. The Forward Market for Oil. Bank of England Quarterly Bulletin, 66-74.
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  7. Carroll, Christopher D. 2006. The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optmization Problems. Economic Letters, 312-320.

  8. Carroll, Christopher D. 2008. Theoretical Foundation of Buffer Stock Saving. Unpublished.
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  9. Cashin, Paul, Hong Liang, and C. John McDermott. 2000. How Persistent Are Shocks to World Commodity Prices? IMF Staff Papers, 47(2): 177-217.

  10. Deaton, Angus. 1991. Saving and Liquidity Constraints. Econometrica, 59(5): 1221 1248.

  11. Durdu, Ceyhun Bora, Enrique G. Mendoza, and Marco E. Terrones. 2009. Precautionary Demand for Foreign Assets in Sudden Stop Economies: an Assessment of the New Merchantilism. Journal of Development Economics, 89: 194 209.

  12. Engel, Eduardo, and Rodrigo Vald

  13. Ghosh, Atish R., and Jonathan D. Ostry. 1997. Macroeconomic Uncertainty, Precautionary Saving and the Current Account. Journal of Monetary Economics, 40(1): 121-139.

  14. Grossman, Herschel, and John Van Huyck. 1988. Sovereign Debt as a Contingent Claim: Excusable Default, Repudiation, and Reputation. American Economic Review, 78(5): 1088-97.

  15. Jeanne, Olivier, and Damiano Sandri. 2009. Optimal Precautionary Savings for Commodity Exporters. Manuscript in progress.
    Paper not yet in RePEc: Add citation now
  16. Lucas, Robert E. 1987. Models of Business Cycles. Basil Blackwell, New York.
    Paper not yet in RePEc: Add citation now

  17. Pagano, Patrizio, and Massimiliano Pisani. 2009. Risk-Adjusted Forecasts of Oil Prices. European Central Bank Working Paper No. 999.

  18. Pallage, Stephane, and Michel A. Robe. 2003. On the Welfare Cost of Business Cycles in Developing Countries. International Economic Review, 44(2): 677-98.

  19. Powell, Andrew. 1989. The Management of Risk in Developing Country Finance. Oxford Review of Economic Policy, 5(4): 69-87.

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