An Empirical Analysis of the Relationship between Stock Price of Resource Industry and Price of Staple Products

Abstract The price of staple commodities, represented by oil and copper, has rewritten the record many times over the past several years. It is experiencing a ���¢��������super spike���¢�������� which insiders forecast will last 10 years. According to a survey on 150 private...

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Main Author: Zheng, Yixin
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2008
Online Access:https://eprints.nottingham.ac.uk/21836/
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author Zheng, Yixin
author_facet Zheng, Yixin
author_sort Zheng, Yixin
building Nottingham Research Data Repository
collection Online Access
description Abstract The price of staple commodities, represented by oil and copper, has rewritten the record many times over the past several years. It is experiencing a ���¢��������super spike���¢�������� which insiders forecast will last 10 years. According to a survey on 150 private banks, hedge funds, trust funds and pension funds made by Barclays, one third of the respondents held the stocks of staple commodities, 89% of institutions intended to purchase such stocks by 2008, and more than one third of institutions planned to raise the proportion of staple commodity stocks to over 10%. In 1998, Jim Rogers, a global investment guru, founded the Rogers Raw Materials Index, which was renamed the Rogers International Commodity Index (RICI) afterwards. The index covers 38 commodities, including silk fabrics, soybean, gold and oil. During recent seven years, the RICI had soared more than 200%, compared with the US Treasury Bond Index which climbed merely 72% and the US Stock Index with only an 18% rise. The survey shows that the value of staple commodity stocks does have a close relationship with the price of staple commodities.
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spelling nottingham-218362018-02-16T18:29:22Z https://eprints.nottingham.ac.uk/21836/ An Empirical Analysis of the Relationship between Stock Price of Resource Industry and Price of Staple Products Zheng, Yixin Abstract The price of staple commodities, represented by oil and copper, has rewritten the record many times over the past several years. It is experiencing a ���¢��������super spike���¢�������� which insiders forecast will last 10 years. According to a survey on 150 private banks, hedge funds, trust funds and pension funds made by Barclays, one third of the respondents held the stocks of staple commodities, 89% of institutions intended to purchase such stocks by 2008, and more than one third of institutions planned to raise the proportion of staple commodity stocks to over 10%. In 1998, Jim Rogers, a global investment guru, founded the Rogers Raw Materials Index, which was renamed the Rogers International Commodity Index (RICI) afterwards. The index covers 38 commodities, including silk fabrics, soybean, gold and oil. During recent seven years, the RICI had soared more than 200%, compared with the US Treasury Bond Index which climbed merely 72% and the US Stock Index with only an 18% rise. The survey shows that the value of staple commodity stocks does have a close relationship with the price of staple commodities. 2008 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/21836/1/08MAlixyxz.pdf Zheng, Yixin (2008) An Empirical Analysis of the Relationship between Stock Price of Resource Industry and Price of Staple Products. [Dissertation (University of Nottingham only)] (Unpublished)
spellingShingle Zheng, Yixin
An Empirical Analysis of the Relationship between Stock Price of Resource Industry and Price of Staple Products
title An Empirical Analysis of the Relationship between Stock Price of Resource Industry and Price of Staple Products
title_full An Empirical Analysis of the Relationship between Stock Price of Resource Industry and Price of Staple Products
title_fullStr An Empirical Analysis of the Relationship between Stock Price of Resource Industry and Price of Staple Products
title_full_unstemmed An Empirical Analysis of the Relationship between Stock Price of Resource Industry and Price of Staple Products
title_short An Empirical Analysis of the Relationship between Stock Price of Resource Industry and Price of Staple Products
title_sort empirical analysis of the relationship between stock price of resource industry and price of staple products
url https://eprints.nottingham.ac.uk/21836/