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NCR-134 Conference on Applied Commodity Price Analysis and Forecasting

Author:
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 362

Book Description

NCR-134 Conference on Applied Commodity Price Analysis and Forecasting

Author:
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 362

Book Description

NCR Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St. Louis, Missouri, April 26-27, 1988

Author:
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 438

Book Description

NCR Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management

Author:
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 436

Book Description

NCR-134 Conference

Author: NCR-134 (Committee : U.S.). Conference
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 342

Book Description

NCR-134 Conference

Author: NCR-134 (Committee : U.S.). Conference
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 424

Book Description

Modeling and Forecasting Primary Commodity Prices

Author: Walter C. Labys
Publisher: Routledge
ISBN: 1351917080
Category : Business & Economics
Languages : en
Pages : 247

Book Description
Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many other raw materials. Such trends mean that world commodity markets are once again under intense scrutiny. This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods of statistical time series analysis. The latter utilize econometric methods concerned with structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. The price forecasting involves structural time series trend plus cycle and cyclical trend models. Practical applications focus on the price behaviour of more than twenty international commodity markets.