5 datasets found
  1. u

    Analysis of volatility spillovers in the stock, currency and goods market...

    • researchdata.up.ac.za
    xlsx
    Updated May 31, 2023
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    Chevaughn van der Westhuizen; Reneé van Eyden; Goodness C. Aye (2023). Analysis of volatility spillovers in the stock, currency and goods market and the monetary policy efficiency within different uncertainty states in these markets [Dataset]. http://doi.org/10.25403/UPresearchdata.22187701.v1
    Explore at:
    xlsxAvailable download formats
    Unique identifier
    https://doi.org/10.25403/UPresearchdata.22187701.v1
    Dataset updated
    May 31, 2023
    Dataset provided by
    University of Pretoria
    Authors
    Chevaughn van der Westhuizen; Reneé van Eyden; Goodness C. Aye
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    South African monthly The FTSE/JSE All Share Index data was procured from Bloomberg and the nominal effective exchange rate (NEER) from South African Reserve Bank (SARB) database, where the data has been seasonally adjusted specifying 2015 as the base year. Volatility measures in these markets are generated through a multivaraite EGARCH model in the WinRATS software. South African monthly consumer price index (CPI) data was procured from the International Monetary Fund’s International Financial Statistics (IFS) database, where the data has been seasonally adjusted, specifying 2010 as the base year. The inflation rate is constructed by taking the year-on-year changes in the monthly CPI figures. Inflation uncertainty was generated through the GARCH model in Eviews software. The following South African macroeconomic variables were procured from the SARB: real industrial production (IP), which is used as a proxy for real GDP, real investment (I), real consumption (C), inflation (CPI), broad money (M3), the 3-month treasury bill rate (TB3) and the policy rate (R), a measure of U.S. EPU developed by Baker et al. (2016) to account for global developments available at http://www.policyuncertainty.com/us_monthly.html.

  2. F

    5-Year Breakeven Inflation Rate

    • fred.stlouisfed.org
    json
    Updated Jul 29, 2025
    + more versions
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    (2025). 5-Year Breakeven Inflation Rate [Dataset]. https://fred.stlouisfed.org/series/T5YIE
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 29, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for 5-Year Breakeven Inflation Rate (T5YIE) from 2003-01-02 to 2025-07-29 about spread, interest rate, interest, 5-year, inflation, rate, and USA.

  3. Oil Prices Steady as US Inflation Shows Signs of Cooling - News and...

    • indexbox.io
    doc, docx, pdf, xls +1
    Updated Jun 1, 2025
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    IndexBox Inc. (2025). Oil Prices Steady as US Inflation Shows Signs of Cooling - News and Statistics - IndexBox [Dataset]. https://www.indexbox.io/blog/oil-prices-stabilize-amid-cooling-us-inflation/
    Explore at:
    doc, xls, docx, pdf, xlsxAvailable download formats
    Dataset updated
    Jun 1, 2025
    Dataset provided by
    IndexBox
    Authors
    IndexBox Inc.
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 2012 - Jun 1, 2025
    Area covered
    Kazakhstan
    Variables measured
    Market Size, Market Share, Tariff Rates, Average Price, Export Volume, Import Volume, Demand Elasticity, Market Growth Rate, Market Segmentation, Volume of Production, and 4 more
    Description

    Oil prices stabilize amid easing US inflation, with WTI crude trading just under $68 per barrel. Production adjustments are key in maintaining market balance.

  4. w

    Global Commodity Index Funds Market Research Report: By Investment Objective...

    • wiseguyreports.com
    Updated Jul 19, 2024
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    wWiseguy Research Consultants Pvt Ltd (2024). Global Commodity Index Funds Market Research Report: By Investment Objective (Diversification, Inflation Hedging, Performance Enhancement), By Asset Class (Broad Commodity Index Funds, Sector-Specific Commodity Index Funds, Single Commodity Index Funds), By Index Provider (S&P GSCI, Bloomberg Commodity Index (BCI), Thomson Reuters/CoreCommodity CRB Index), By Investment Style (Active Commodity Index Funds, Passive Commodity Index Funds), By Investor Profile (Institutional Investors, Accredited Investors, Retail Investors) and By Regional (North America, Europe, South America, Asia Pacific, Middle East and Africa) - Forecast to 2032. [Dataset]. https://www.wiseguyreports.com/reports/commodity-index-funds-market
    Explore at:
    Dataset updated
    Jul 19, 2024
    Dataset authored and provided by
    wWiseguy Research Consultants Pvt Ltd
    License

    https://www.wiseguyreports.com/pages/privacy-policyhttps://www.wiseguyreports.com/pages/privacy-policy

    Time period covered
    Jan 7, 2024
    Area covered
    Global
    Description
    BASE YEAR2024
    HISTORICAL DATA2019 - 2024
    REPORT COVERAGERevenue Forecast, Competitive Landscape, Growth Factors, and Trends
    MARKET SIZE 2023377.63(USD Billion)
    MARKET SIZE 2024401.23(USD Billion)
    MARKET SIZE 2032651.97(USD Billion)
    SEGMENTS COVEREDInvestment Objective ,Asset Class ,Index Provider ,Investment Style ,Investor Profile ,Regional
    COUNTRIES COVEREDNorth America, Europe, APAC, South America, MEA
    KEY MARKET DYNAMICSIncreased demand for alternative investments Growing popularity of passive investing Rise in commodity prices Geopolitical uncertainty Technological advancements
    MARKET FORECAST UNITSUSD Billion
    KEY COMPANIES PROFILEDiShares MSCI Commodity Swap Index Fund ,Rogers International Commodity Index ,S&P GSCI ,MSCI Commodity Index ,UBS Bloomberg Constant Maturity Commodity Index ,PowerShares DB Commodity Tracking Fund ,Bloomberg Commodity Index ,DB Commodity Index ,Solactive Commodity Index ,Thomson Reuters/CoreCommodity CRB Index ,Invesco DB Commodity Index Tracking Fund ,CRB Commodity Index ,Dow Jones Commodity Index ,ETFS Physical Swiss Gold Shares ,WisdomTree Enhanced Commodity Tracking Fund
    MARKET FORECAST PERIOD2024 - 2032
    KEY MARKET OPPORTUNITIESGrowing demand for diversification Increased investor interest in commodities Technological advancements
    COMPOUND ANNUAL GROWTH RATE (CAGR) 6.25% (2024 - 2032)
  5. T

    Coffee - Price Data

    • tradingeconomics.com
    • de.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Jul 30, 2025
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    TRADING ECONOMICS (2025). Coffee - Price Data [Dataset]. https://tradingeconomics.com/commodity/coffee
    Explore at:
    csv, json, excel, xmlAvailable download formats
    Dataset updated
    Jul 30, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Aug 16, 1972 - Jul 30, 2025
    Area covered
    World
    Description

    Coffee fell to 292.65 USd/Lbs on July 30, 2025, down 1.60% from the previous day. Over the past month, Coffee's price has fallen 0.76%, but it is still 28.08% higher than a year ago, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Coffee - values, historical data, forecasts and news - updated on July of 2025.

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Chevaughn van der Westhuizen; Reneé van Eyden; Goodness C. Aye (2023). Analysis of volatility spillovers in the stock, currency and goods market and the monetary policy efficiency within different uncertainty states in these markets [Dataset]. http://doi.org/10.25403/UPresearchdata.22187701.v1

Analysis of volatility spillovers in the stock, currency and goods market and the monetary policy efficiency within different uncertainty states in these markets

Related Article
Explore at:
xlsxAvailable download formats
Unique identifier
https://doi.org/10.25403/UPresearchdata.22187701.v1
Dataset updated
May 31, 2023
Dataset provided by
University of Pretoria
Authors
Chevaughn van der Westhuizen; Reneé van Eyden; Goodness C. Aye
License

Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically

Description

South African monthly The FTSE/JSE All Share Index data was procured from Bloomberg and the nominal effective exchange rate (NEER) from South African Reserve Bank (SARB) database, where the data has been seasonally adjusted specifying 2015 as the base year. Volatility measures in these markets are generated through a multivaraite EGARCH model in the WinRATS software. South African monthly consumer price index (CPI) data was procured from the International Monetary Fund’s International Financial Statistics (IFS) database, where the data has been seasonally adjusted, specifying 2010 as the base year. The inflation rate is constructed by taking the year-on-year changes in the monthly CPI figures. Inflation uncertainty was generated through the GARCH model in Eviews software. The following South African macroeconomic variables were procured from the SARB: real industrial production (IP), which is used as a proxy for real GDP, real investment (I), real consumption (C), inflation (CPI), broad money (M3), the 3-month treasury bill rate (TB3) and the policy rate (R), a measure of U.S. EPU developed by Baker et al. (2016) to account for global developments available at http://www.policyuncertainty.com/us_monthly.html.

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