Modeling and Forecasting Primary Commodity Prices

Modeling and Forecasting Primary Commodity Prices

Labys, Walter C.

Taylor & Francis Ltd






15 a 20 dias

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Contents: Introduction; History of Commodity Price Analysis. Long Run Price Movements: Identifying trends and breaks; Convergence of commodity prices. Medium Run Price Movements: Identifying price cycles; Business cycle impacts. Short Run Price Movements: Color of commodity prices; Wavelet models in the time frequency domain. Price Forecasting: Noisy chaotic dynamics; Structural forecasting models; Prospects for the future; Appendix: resources for future research; Bibliography; Index.
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