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.
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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.
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Add this copy of Modeling and Forecasting Primary Commodity Prices to cart. $61.99, very good condition, Sold by Bookmarc's rated 4.0 out of 5 stars, ships from La Porte, TX, UNITED STATES, published 2006 by Ashgate Publishing Limited.
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Seller's Description:
Very Good. No Jacket. BA3-A first edition (no additional printing) hardcover book in very good condition that has some bumped corners, wrinkling on the spine edges, some light discoloration and shelf wear with no dust jacket. With Foreword by Clive W.J. Granger. 9.5"x6.25", 239 pages. Satisfaction Guaranteed. Recent economic growth in China 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.
Add this copy of Modeling and Forecasting Primary Commodity Prices to cart. $103.32, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2019 by Routledge.
Add this copy of Modeling and Forecasting Primary Commodity Prices to cart. $139.81, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2006 by Routledge.
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Modeling and Forecasting Primary Commodity Prices to cart. $143.49, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2019 by Routledge.
Add this copy of Modeling and Forecasting Primary Commodity Prices to cart. $234.97, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2006 by Ashgate Publishing Company.
