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Modeling and Forecasting Primary Commodity Prices (Hardcover, New Ed)
Loot Price: R4,598
Discovery Miles 45 980
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Modeling and Forecasting Primary Commodity Prices (Hardcover, New Ed)
Expected to ship within 12 - 17 working days
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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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