7 Comments
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Ghost Alpha's avatar

The distinction between supply-shock and demand-shock inflation is the part most equity investors miss. It explains why 2022 was so brutal while 2021 felt effortless. Same asset class, completely different inflation driver. The current Iran oil shock regime looks a lot more like '22 than '21.

Bob's avatar

So what asset class is a better inflation hedge during times of high inflation, especially supply shock?

Joachim Klement's avatar

Besides oil or whatever the source of the supply shock is? Nothing. Supply shocks in inflation are the worst thing that can happen to an economy. Only bad outcomes.

D Stone's avatar

Very interesting, thank you.

Simon Evan-Cook's avatar

You mean a hedge against short-term market moves, right?

Over longer periods I’d say they’re one of the best…

Joachim Klement's avatar

As I said in the other comments, the words 'over longer periods' do a lot of heavy lifting here. Stocks have proven to be worse than inflation over periods of more than a decade, so long periods mean many decades. Plus, this is based almost exclusively on the US experience. This paper: https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.00133 shows that in the 20th century, outside of the US, almost all global stock markets had an equity risk premium that was not significantly different from zero. Anywhere that has been destroyed by wars and/or hyperinflation, you can say goodbye to your stock market for good. And just because it hasn't happened to the US in the past doesn't mean it won't happen in the future.

Simon Evan-Cook's avatar

So what should we do?!