£140.40

Routledge Modeling and Forecasting Primary Commodity Prices

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Price History & Forecast

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Last 584 days • 584 data points (No recent data available)

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£150.00 £103.80 £113.88 £123.96 £134.04 £144.12 £154.20 09 June 2024 01 November 2024 27 March 2025 20 August 2025 13 January 2026

Price Distribution

Price distribution over 584 days • 8 price levels

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Current Price
27 days 16 days 15 days 65 days 254 days · current 39 days · current 36 days 132 days 0 64 127 191 254 £108 £122 £126 £132 £140 £141 £145 £150 Days at Price

Price Analysis

Most common price: £140 (254 days, 43.5%)

Price range: £108 - £150

Price levels: 8 different prices over 584 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

Format
hardcover
Domain
Amazon UK
Release Date
28 November 2006
Listed Since
04 January 2007

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