Modeling and Forecasting Primary Commodity Prices

Business & Finance, Finance & Investing, Finance
Cover of the book Modeling and Forecasting Primary Commodity Prices by Walter C. Labys, Taylor and Francis
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Walter C. Labys ISBN: 9781351917087
Publisher: Taylor and Francis Publication: March 2, 2017
Imprint: Routledge Language: English
Author: Walter C. Labys
ISBN: 9781351917087
Publisher: Taylor and Francis
Publication: March 2, 2017
Imprint: Routledge
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Taylor and Francis

Cover of the book Inequality, Power and School Success by Walter C. Labys
Cover of the book The Emergence of Mathematical Meaning by Walter C. Labys
Cover of the book Bilateral Trade Agreements in the Asia-Pacific by Walter C. Labys
Cover of the book Group Analysis in the Land of Milk and Honey by Walter C. Labys
Cover of the book Routledge Revivals: New Views of Co-operation (1988) by Walter C. Labys
Cover of the book The Reality of Aid 1997-1998 by Walter C. Labys
Cover of the book Shaping the Church by Walter C. Labys
Cover of the book Studies in the History of the Near East by Walter C. Labys
Cover of the book Terrestrial Navigation by Walter C. Labys
Cover of the book Neuropsycholinguistic Perspectives on Language Cognition by Walter C. Labys
Cover of the book On Angels and Devils and Stages Between by Walter C. Labys
Cover of the book Thought and the Brain by Walter C. Labys
Cover of the book Criminology, Civilisation and the New World Order by Walter C. Labys
Cover of the book Oil Exploration, Diplomacy, and Security in the Early Cold War by Walter C. Labys
Cover of the book Human Resource Management in the Hotel Industry by Walter C. Labys
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy