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A Short Note on Updating the Grilli and Yang Commodity Price Index

Year: 2007

Type: article

Abstract: The Grilli and Yang commodity price index is one of the most widely used commodity price series in the applied economics literature. This note provides some practical advice on updating this data series by listing the base period index values, identifying relevant data sources, and describing a method for computing subindex weights.

Source: The World Bank Economic Review

DOI: 10.1093/wber/lhl013

Authors: Stephan Pfaffenzeller, Paul Newbold, Anthony Rayner

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1981990444

FWCI: 20.81

Cites: 8

Cited by: 153

Related to: 10