Modeling and Forecasting Primary Commodity Prices

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Ashgate Publishing, Ltd., 2006 - Business & Economics - 239 pages
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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.
 

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Contents

Introduction
1
History of Commodity Price Analysis
11
Identifying Trends and Breaks
39
Convergence of Commodity Prices
49
Identifying Price Cycles
71
Business Cycle Impacts
91
Color of Commodity Prices
107
Wavelet Models Transforms of Commodity Prices
125
Noisy Chaotic Dynamics
149
Structural Forecasting Models
163
Prospects for the Future
185
Resources for Future Research
195
Bibliography
207
Index
237
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About the author (2006)

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.

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