Methods for assessing the impact of non-standard monetary policies of central banks on commodity futures

The article examines methods for assessing the impact of unconventional monetary policies of central banks on commodity futures. The study covers statistical and econometric approaches aimed at identifying the impact of policies such as quantitative easing on futures market prices and volatility. The analysis provides useful tools for understanding the consequences of unconventional measures to stabilize markets. Approaches related to VAR and ECM are explored, as well as their testing.