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£149.54

Routledge Modeling and Forecasting Primary Commodity Prices

Name: Modeling and Forecasting Primary Commodity Prices
Brand: Routledge
Price: 149.54 GBP
Availability: InStock

Macroeconomics

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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

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Routledge Modeling and Forecasting Primary Commodity Prices

It has never been this cheap. We have no record of a lower price.

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