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Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach.

Nicolas S Magner1, Nicolás Hardy1, Jaime Lavin2

  • 1Facultad de Administración y Economía, Universidad Diego Portales, Santiago 8370109, Chile.

Entropy (Basel, Switzerland)
|May 16, 2023
PubMed
Summary

Commodity currencies predict increased synchronization in metals and energy markets, signaling higher systemic risk. This finding highlights the interconnectedness of global financial markets and currency dynamics.

Keywords:
commodity currenciescommodity marketsforecasting modelsnetworks analysisreturns synchronization

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Area of Science:

  • * Economics
  • * Financial Markets
  • * Econometrics

Background:

  • * Commodity currencies play a significant role in global trade and financial stability.
  • * Understanding commodity market synchronization is crucial for managing systemic risk and financial contagion.
  • * The financialization of commodities has increased market co-movement and potential for crises.

Purpose of the Study:

  • * To investigate the predictive relationship between commodity currencies and commodity market synchronization.
  • * To analyze how commodity currency returns impact systemic risk in commodity markets.
  • * To explore the implications of this relationship for financial stability and diversification benefits.

Main Methods:

  • * Application of network methods for analyzing market interdependencies.
  • * Utilization of in-sample and out-of-sample econometrics models for prediction.
  • * Examination of commodity currency returns and their correlation with commodity market synchronization.

Main Results:

  • * A decline in commodity currency returns (dollar appreciation) predicts increased synchronization across metals and energy markets.
  • * This synchronization leads to a subsequent rise in commodity market systemic risk.
  • * Commodity currencies demonstrate a predictive capacity beyond their domestic commodity production.

Conclusions:

  • * Commodity currencies are leading indicators of commodity market synchronization and systemic risk.
  • * The findings support a transitive capacity phenomenon in financial markets.
  • * This research contributes to understanding systemic risk through a complex systems and financial network analysis perspective.