Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
|
Your cart is empty |
|||
Showing 1 - 1 of 1 matches in All Departments
Statistical time series analysis is a powerful method in characterizing the dynamics of variables in forward contract markets. Modeling univariate and multivariate time series variables will enable the modeler to build forecasting models. Variables in a given forward contract market (for example: basis, volume and weeks-to-expiration) can have causal relationship with each other and with their own lagged values. Variables with significant Granger causality are modeled using vector autoregressive processes, while variables with insignificant Granger causality are modeled using autoregressive and moving average processes. Basis and volume of forward contracted cattle in the United States exhibit behaviors pertinent to seasonal changes. In this thesis, we analyzed weekly data on basis, volume and weeks-to-expiration of forward contracted cattle in the United States. We developed monthly forecasting models for basis and volume contracted that can be utilized by farmers and policy makers.
|
You may like...
Hidden Figures - The Untold Story of the…
Margot Lee Shetterly
Paperback
(1)
Women In Solitary - Inside The Female…
Shanthini Naidoo
Paperback
(1)
Botha, Smuts and The First World War
Antonio Garcia, Ian van der Waag
Paperback
Wits University At 100 - From Excavation…
Wits Communications
Paperback
|