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portada Modeling and Forecasting Primary Commodity Prices
Type
Physical Book
Publisher
Year
2019
Language
English
Pages
264
Format
Paperback
Dimensions
23.1x15.5x1.8 cm
Weight
0.36 kg.
ISBN13
9781138383692
Edition No.
1
Categories

Modeling and Forecasting Primary Commodity Prices

Walter C. Labys (Author) · Routledge · Paperback

Modeling and Forecasting Primary Commodity Prices - Labys, Walter C.

New Book Imported to Taiwan
Delivery: 09 Oct - 19 Oct Shipping: 13 to 14 business days.
NT$ 2,636
NT$ 2,636

Synopsis "Modeling and Forecasting Primary Commodity Prices"

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.

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The book is written in English.
The binding of this edition is Paperback.

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