Different asset classes have different important news announcements that move the markets intraday. For instance, oil volatility increases after the EIA Petroleum Status Report, but that announcement has little impact on other markets. Treasuries respond to auction result announcements. Almost everything increases volatility in response to unemployment news.

However, I'm having trouble finding what news announcements have the most impact on agricultural commodities.

Is there any place that shows a list of what numbers most affect which markets?


2 Answers 2


How about:

Barnhart, Scott W. "The effects of macroeconomic announcements on commodity prices." American Journal of Agricultural Economics 71.2 (1989): 389-403.

This article analyzes the immediate reaction of a representative sample of commodity prices and two T-bill yields to the unanticipated components of thirteen macroeconomic announcements. Surprises in the monetary variables cause the majority of the significant commodity price responses; while these plus other cyclical surprises, such as the unemployment rate, cause significant lumber and T-bill reactions. The results provide strong support for the policy anticipations hypothesis and against the inflationary expectations hypothesis, i.e., that monetary surprises cause changes in real interest rates rather than in nominal rates only as the inflationary expectations hypothesis contends.

SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1482028


I developed newsfilter.io - a real-time financial news API service.

It allows you to create filter rules, and triggers. For example, you can let the system speak out loud a message if a new article with Petroleum Status Report in the heading was found.

Filter Rule Use cases

  • BP filed sec.gov Form 10K
  • You want to see all real-time news that include the word unemployment in the headline
  • Press releases
  • Etc.


enter image description here


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.