Author: NCR Conference on Applied Commodity Price Analysis, Forecasting and Market Risk Management 1988, St. LouisPublisher:
ISBN:
Category :
Languages : en
Pages : 429
Book Description
NCR Conference on Applied Commodity Price Analysis, Forecasting and Market Risk Management
Author: NCR Conference on Applied Commodity Price Analysis, Forecasting and Market Risk Management 1988, St. LouisPublisher:
ISBN:
Category :
Languages : en
Pages : 429
Book Description
Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Author: Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Author: NCR. 134 Regional Research CommitteePublisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Author: Applied Commodity Price Analysis and Forecasting
Author: Brian HoldingPublisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 504
Book Description
Modeling and Forecasting Primary Commodity Prices
Author: Walter C. LabysPublisher: 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.
NCR-134 Conference
Author: NCR-134 (Committee : U.S.). ConferencePublisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 464
Book Description
NCR-134 Conference
Author: NCR-134 (Committee : U.S.). ConferencePublisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 476
Book Description
NCR-134 Conference
Author: NCR-134 (Committee : U.S.). ConferencePublisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 424
Book Description
Author: