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Modeling and Forecasting Primary Commodity Prices
Engelsk
Bogcover for Modeling and Forecasting Primary Commodity Prices af Walter C. Labys, 9781138383692
Specifikationer
Sprog:
Engelsk
Sider:
264
ISBN-13:
9781138383692
Indbinding:
Paperback
ISBN-10:
1138383694
Kategori:
Udg. Dato:
6 jun 2019
Størrelse i cm:
15,6 x 23,3 x 2,9
Oplagsdato:
6 jun 2019
Forfatter(e):

Modeling and Forecasting Primary Commodity Prices

Engelsk
Paperback 2019
Format:

Bog beskrivelse
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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Specifikationer
Sprog:
Engelsk
Sider:
264
ISBN-13:
9781138383692
Indbinding:
Paperback
ISBN-10:
1138383694
Kategori:
Udg. Dato:
6 jun 2019
Størrelse i cm:
15,6 x 23,3 x 2,9
Oplagsdato:
6 jun 2019
Forfatter(e):
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