Walter C. Labys's Modeling and Forecasting Primary Commodity Prices PDF

By Walter C. Labys

contemporary fiscal development in China and different Asian international locations has ended in elevated commodity call for which has brought on fee rises and accompanying cost fluctuations not just for crude oil but in addition for the numerous different uncooked fabrics. Such traits suggest that international commodity markets are once more lower than excessive scrutiny. This e-book offers new insights into the modeling and forecasting of basic commodity costs via that includes complete functions of the newest tools of statistical time sequence research. The latter make the most of econometric tools interested in structural breaks, unobserved elements, chaotic discovery, lengthy reminiscence, heteroskedasticity, wavelet estimation and fractional integration. appropriate assessments hired contain neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled diversity. the associated fee forecasting includes structural time sequence development plus cycle and cyclical development versions. functional purposes specialize in the associated fee behaviour of greater than twenty foreign commodity markets.

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Modeling and Forecasting Primary Commodity Prices by Walter C. Labys

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