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£164 today · previous high £164 · all-time low £150

Routledge Modeling and Forecasting Primary Commodity Prices

Amazon

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£164.08 £148.11 £151.59 £155.08 £158.56 £162.05 £165.53 26 July 2026 01 August 2026 07 August 2026 13 August 2026 20 August 2026
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Price distribution over 26 days • 2 price levels

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9 days 17 days · current 0 4 9 13 17 £150 £164 Days at Price

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Most common price: £164 (17 days, 65.4%)

Price range: £150 - £164

Price levels: 2 different prices over 26 days

Description
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.

Product Specifications
Brand
Routledge
Format
hardcover
ASIN
0754646297
Category
Books > Subjects > Business, Finance & Law > Economics > Macroeconomics
Domain
Amazon UK
Release Date
28 November 2006
Listed Since
04 January 2007

Barcode

No barcode data available

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