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.
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.
Professor Walter C. Labys is Benedum Distinguished Scholar in the Agricultural and Resource Economics Program at West Virginia University, USA. He is Gunnar Myrdal Scholar at the United Nations Economics Commission for Europe and has been Faculty Research Associate of the Group on Applied Econometric Research at the University of the Mediterranean (Aix-Marseille) in France. Over the past thirty years, Professor Labys has pioneered in the development and application of econometric methods important for analyzing commodity price behaviour, the modelling of agricultural, mineral and energy markets, and the impact of commodity markets on the stability and growth of surrounding developing economies. He has authored and co-authored more than fourteen books and numerous articles in leading journals of agricultural, energy and resource economics as well as international trade.
Inhaltsangabe
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.
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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