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Author : Maurice Wilkinson
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.0/5 ( download)
Download or read book Futures Prices as Embedded Forecasts written by Maurice Wilkinson and published by . This book was released on 1985 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mr.David A Reichsfeld
Publisher : International Monetary Fund
ISBN 13 : 1463923899
Total Pages : 27 pages
Book Rating : 4.4/5 (639 download)
Download or read book Do Commodity Futures Help Forecast Spot Prices? written by Mr.David A Reichsfeld and published by International Monetary Fund. This book was released on 2011-11-01 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: We assess the spot price forecasting performance of 10 commodity futures at various horizons up to two years and test whether this performance is affected by market conditions. We reject efficient markets based on in-sample tests but, out-of-sample, we find that the forecast from the futures market is hard to beat. We find that the forecasting performance of futures does not depend on the slope of the futures curve, in contrast to the predictions of well-known models of commodity markets. We also find futures' forecasting performance to be invariant to whether prices are in an upswing or downswing, casting doubt on aspersions that uninformed investors participating during bull markets impede the price discovery process.
Author : Takatoshi Ito
Publisher : University of Chicago Press
ISBN 13 : 0226386899
Total Pages : 346 pages
Book Rating : 4.2/5 (263 download)
Download or read book Commodity Prices and Markets written by Takatoshi Ito and published by University of Chicago Press. This book was released on 2011-03 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fluctuations of commodity prices, most notably of oil, capture considerable attention and have been tied to important economic effects. This book advances our understanding of the consequences of these fluctuations, providing both general analysis and a particular focus on the countries of the Pacific Rim.
Author : Boum-Jong Choe
Publisher : World Bank Publications
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4./5 ( download)
Download or read book Commodity Price Forecasts and Futures Prices written by Boum-Jong Choe and published by World Bank Publications. This book was released on 1990 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Walter C. Labys
Publisher :
ISBN 13 : 9780669610512
Total Pages : 356 pages
Book Rating : 4.6/5 (15 download)
Download or read book Speculation, Hedging, and Commodity Price Forecasts written by Walter C. Labys and published by . This book was released on 1970 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anthony F. Herbst
Publisher : Dissertation.com
ISBN 13 : 9780595142996
Total Pages : 0 pages
Book Rating : 4.1/5 (429 download)
Download or read book Analyzing and Forecasting Futures Prices written by Anthony F. Herbst and published by Dissertation.com. This book was released on 2000-12 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analyzing & Forecasting Future Prices is an advanced and highly practical guide to the latest methods of analyzing and predicting futures prices and applying them to hedging and speculation. Requires minimal mathematics.
Author : Chakriya Bowman
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (129 download)
Download or read book Forecasting Commodity Prices written by Chakriya Bowman and published by . This book was released on 2006 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper assesses the performance of three types of commodity price forecasts--those based on judgment, those relying exclusively on historical price data, and those incorporating prices implied by commodity futures. For most of the 15 commodities in the sample, spot and futures prices appear to be nonstationary and to form a cointegrating relation. Spot prices tend to move toward futures prices over the long run, and error-correction models exploiting this feature produce more accurate forecasts. The analysis indicates that on the basis of statistical- and directional-accuracy measures, futures-based models yield better forecasts than historical-data-based models or judgment, especially at longer horizons.
Author : Manuel Fuchs
Publisher :
ISBN 13 : 9783639368642
Total Pages : 68 pages
Book Rating : 4.3/5 (686 download)
Download or read book Can Commodity Futures Prices Forecast Future Spot Prices? written by Manuel Fuchs and published by . This book was released on 2011-07 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodity futures prices are widely used as a tool for forecasting and predicting future commodity spot prices. Indeed, commodity futures prices do have certain forecasting power. However, their explanation power is strongly limited. In particular, this thesis tests whether WTI and Brent crude oil futures prices can forecast future spot prices accurately. Based on economic theory and two conflicting research views, we apply an OLS regression in order to show the empirical poorness of WTI and Brent crude oil futures prices as forecasting agents of future spot prices. In addition, we reject the null hypothesis of an unbiased and efficient market for the majority of the analyzed WTI and Brent futures contracts. We provide both theoretical and empirical evidence indicating that WTI and Brent futures prices cannot forecast future spot prices accurately.
Author : Chakriya Bowman
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (318 download)
Download or read book Forecasting Commodity Prices written by Chakriya Bowman and published by . This book was released on 2004 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Trevor A. Reeve
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (748 download)
Download or read book Evaluating the Forecasting Performance of Commodity Futures Prices written by Trevor A. Reeve and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eugene F. Fama
Publisher :
ISBN 13 :
Total Pages : 33 pages
Book Rating : 4.:/5 (378 download)
Download or read book Commodity futures prices written by Eugene F. Fama and published by . This book was released on 1985 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David E. A. Giles
Publisher :
ISBN 13 : 9780867460582
Total Pages : 24 pages
Book Rating : 4.4/5 (65 download)
Download or read book Futures Prices as Forecasts of Commodity Spot Prices written by David E. A. Giles and published by . This book was released on 1980 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jerome Leon Stein
Publisher :
ISBN 13 :
Total Pages : 148 pages
Book Rating : 4.:/5 (321 download)
Download or read book Special Issue on Futures Markets written by Jerome Leon Stein and published by . This book was released on 1992 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David E. A. Giles
Publisher :
ISBN 13 : 9780867461558
Total Pages : 24 pages
Book Rating : 4.4/5 (615 download)
Download or read book Futures Prices as Forecasts of Commodity Spot Prices written by David E. A. Giles and published by . This book was released on 1980 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William G. Tomek
Publisher :
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (365 download)
Download or read book Commodity Futures Prices as Forecasts written by William G. Tomek and published by . This book was released on 1996 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : B. A. Goss
Publisher : Routledge
ISBN 13 : 9780710072177
Total Pages : 116 pages
Book Rating : 4.0/5 (721 download)
Download or read book The Theory of Futures Trading written by B. A. Goss and published by Routledge. This book was released on 1972-01-01 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Cindy W. Ma
Publisher :
ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (213 download)
Download or read book Forecasting Efficiency of Energy Futures Prices written by Cindy W. Ma and published by . This book was released on 1988 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:
