Primary Commodity Prices

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Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521385503
Total Pages : 334 pages
Book Rating : 4.3/5 (855 download)

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Book Synopsis Primary Commodity Prices by : L. Alan Winters

Download or read book Primary Commodity Prices written by L. Alan Winters and published by Cambridge University Press. This book was released on 1990-03-08 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodity markets are of considerable interest and importance to economists, econometricians and dealers. This book reports the proceedings of an international conference on 'Primary Commodity Prices: Economic Models and Policy', held in London under the auspices of the Centre for Economic Policy Research in March 1989. A range of papers by leading international authorities covers topics such as expectations formation in econometric commodity market models; price determination in the market for aluminium; the estimation of dynamic disequilibrium models with rational expectations; and a comparison of forward markets and buffer stocks as commodity earnings stabilizers. A key feature of this stock is its development of the policy implications of theoretical and empirical work in the field of commodity economics. Most papers are accompanied by discussant's comments to draw out their technical and policy implications. The book's readership will include commodity economists, commodity market practitioners and policy analysis, as well as professionals and advanced students interested in the fields of applied econometrics, economic development and international trade.

Modeling and Forecasting Primary Commodity Prices

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Author :
Publisher : Routledge
ISBN 13 : 1351917080
Total Pages : 247 pages
Book Rating : 4.3/5 (519 download)

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Book Synopsis Modeling and Forecasting Primary Commodity Prices by : Walter C. Labys

Download or read book Modeling and Forecasting Primary Commodity Prices written by Walter C. Labys and published by Routledge. This book was released on 2017-03-02 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Primary Commodity Markets and Models

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Author :
Publisher : Gower Publishing Company, Limited
ISBN 13 :
Total Pages : 308 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Primary Commodity Markets and Models by : Walter C. Labys

Download or read book Primary Commodity Markets and Models written by Walter C. Labys and published by Gower Publishing Company, Limited. This book was released on 1987 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Commodity Models for Forecasting and Policy Analysis

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Author :
Publisher : Taylor & Francis
ISBN 13 : 1003846718
Total Pages : 222 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Commodity Models for Forecasting and Policy Analysis by : Walter C. Labys

Download or read book Commodity Models for Forecasting and Policy Analysis written by Walter C. Labys and published by Taylor & Francis. This book was released on 2024-02-01 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1984 this book remains as relevant as when it was first published. At that time the oil crises of the 1970s and the growing international debt burden highlighted the extent to which events in primary commodity markets continue to influence the economies of developing and industrialized economies alike. Commodity modelling has become a valuable tool in efforts to predict and understand the behaviour of commodity markets and thereby reduce their fluctuations. This book provides an overview of the nature of the different types of commodity model as well as their diverse applications. In non-technical language the reader is introduced to the underlying modelling methodologies, including their advantages, limitations and commodity specific implications. The book will be of interest to commodity economists, traders and analysts, economic planners and those involved in agricultural, mineral and energy modelling.

Commodity Models for Forecasting and Policy Analysis

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Author :
Publisher : Routledge
ISBN 13 : 9780709916161
Total Pages : 209 pages
Book Rating : 4.9/5 (161 download)

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Book Synopsis Commodity Models for Forecasting and Policy Analysis by : Walter C. Labys

Download or read book Commodity Models for Forecasting and Policy Analysis written by Walter C. Labys and published by Routledge. This book was released on 1984 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Economics of Primary Commodities

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Author :
Publisher : Edward Elgar Publishing
ISBN 13 :
Total Pages : 200 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis The Economics of Primary Commodities by : David Sapsford

Download or read book The Economics of Primary Commodities written by David Sapsford and published by Edward Elgar Publishing. This book was released on 1994 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contributions by leading economists in the area of the economic analysis of primary commodity markets are brought together in this volume. It provides a detailed coverage of major recent developments in the economic analysis of primary commodity markets, including modelling and policy issues. The essays should provide the reader with an overview of the current state of the art and also a useful platform on which future research might be based.

International Commodity Market Models

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Author :
Publisher : Reviews of United Kingdom Stat
ISBN 13 :
Total Pages : 360 pages
Book Rating : 4.:/5 (321 download)

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Book Synopsis International Commodity Market Models by : Orhan Güvenen

Download or read book International Commodity Market Models written by Orhan Güvenen and published by Reviews of United Kingdom Stat. This book was released on 1991 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part of a series, this volume comprises a selection of methodology-oriented papers presented at the 25th International Conference of the Applied Econometrics Association on International Commodity Market Modelling which took place at the World Bank, Washington, 1988.

International Commodity Market Models and Policy Analysis

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 940091167X
Total Pages : 276 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis International Commodity Market Models and Policy Analysis by : O. Güvenen

Download or read book International Commodity Market Models and Policy Analysis written by O. Güvenen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: o. Guvenen, University of Paris IX-Dauphine The aim of this publication is to present recent developments in international com modity market model building and policy analysis. This book is based mainly on the research presented at the XlIth International Conference organised by the Applied Econometric Association (AEA) which was held at the University of Zaragoza in Spain. This conference would not have been possible with out the cooperation of the Department of Econometrics of the University of Zaragoza and its Chairman A.A. Grasa. I would like to express my thanks to all contributors. I am grateful to J.H.P. Paelinck, J.P. Ancot, A.J. Hughes Hallett and H. Serbat for their constructive contributions and comments concerning the structure of the book. vii INTRODUCTION o. Guvenen The challenge of increasing complexity and global interdependence at the world level necessitates new modelling approaches and policy analysis at the macroeconomic level, and for commodities. The evaluation of economic modelling.follows the evolution of international economic phenomena. In that interdependent context there is a growing need for forecasting and simulation tools in the analysis of international primary com modity markets.

Primary commodity markets in a world model system

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Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (16 download)

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Book Synopsis Primary commodity markets in a world model system by : Francis Gerard Adams

Download or read book Primary commodity markets in a world model system written by Francis Gerard Adams and published by . This book was released on 1979 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Commodity Modeling and Pricing

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Publisher : John Wiley & Sons
ISBN 13 : 0470447435
Total Pages : 442 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Commodity Modeling and Pricing by : Peter V. Schaeffer

Download or read book Commodity Modeling and Pricing written by Peter V. Schaeffer and published by John Wiley & Sons. This book was released on 2008-12-03 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Drawing from the seminal work of Professor Walter Labys on the development of econometric methods for forecasting commodity prices, this collection of essays features expert contributors ranging from practitioners in private industry, public sector, and nongovernmental organizations to scholars in higher education–all of whom were Labys's former students or collaborators. Filled with in-depth insights and expert advice, Commodity Modeling and Pricing contains the information you need to excel in this demanding environment.

Recent Developments in Commodity Modeling

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Author :
Publisher : World Bank Publications
ISBN 13 :
Total Pages : 57 pages
Book Rating : 4./5 ( download)

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Book Synopsis Recent Developments in Commodity Modeling by : Walter C. Labys

Download or read book Recent Developments in Commodity Modeling written by Walter C. Labys and published by World Bank Publications. This book was released on 1988 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt: A review of the state of the art of Bank commodity modeling for forecasting and analysis of supplies, demand, and prices.

Commodity Prices and Markets

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Author :
Publisher : University of Chicago Press
ISBN 13 : 0226386899
Total Pages : 346 pages
Book Rating : 4.2/5 (263 download)

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Book Synopsis Commodity Prices and Markets by : Takatoshi Ito

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.

Primary Commodity Prices and Macroeconomic Variables

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Author :
Publisher : World Bank Publications
ISBN 13 :
Total Pages : 57 pages
Book Rating : 4./5 ( download)

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Book Synopsis Primary Commodity Prices and Macroeconomic Variables by : Theodosios B. Palaskas

Download or read book Primary Commodity Prices and Macroeconomic Variables written by Theodosios B. Palaskas and published by World Bank Publications. This book was released on 1989 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Rational Expectations Hypothesis in Models of Primary Commodity Prices

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Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis The Rational Expectations Hypothesis in Models of Primary Commodity Prices by : C. L. Gilbert

Download or read book The Rational Expectations Hypothesis in Models of Primary Commodity Prices written by C. L. Gilbert and published by . This book was released on 1990 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard linear model fails to account for primary commodity price movements in any significant area, so it is important to do more empirical work to learn to which commodities this nonlinear model applies.

Financial Modelling in Commodity Markets

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Author :
Publisher : CRC Press
ISBN 13 : 1351730959
Total Pages : 145 pages
Book Rating : 4.3/5 (517 download)

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Book Synopsis Financial Modelling in Commodity Markets by : Viviana Fanelli

Download or read book Financial Modelling in Commodity Markets written by Viviana Fanelli and published by CRC Press. This book was released on 2020-01-14 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets. The book offers a concise and operational vision of the main models used to represent, assess and simulate real assets and financial positions related to the commodity markets. It discusses statistical and mathematical tools important for estimating, implementing and calibrating quantitative models used for pricing and trading commodity-linked products and for managing basic and complex portfolio risks. Key features: Provides a step-by-step guide to the construction of pricing models, and for the applications of such models for the analysis of real data Written for scholars from a wide range of scientific fields, including economics and finance, mathematics, engineering and statistics, as well as for practitioners Illustrates some important pricing models using real data sets that will be commonly used in financial markets

Handbook of Multi-Commodity Markets and Products

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Publisher : John Wiley & Sons
ISBN 13 : 0470661836
Total Pages : 1076 pages
Book Rating : 4.4/5 (76 download)

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Book Synopsis Handbook of Multi-Commodity Markets and Products by : Andrea Roncoroni

Download or read book Handbook of Multi-Commodity Markets and Products written by Andrea Roncoroni and published by John Wiley & Sons. This book was released on 2015-02-19 with total page 1076 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Multi-Commodity Markets and ProductsOver recent decades, the marketplace has seen an increasing integration, not only among different types of commodity markets such as energy, agricultural, and metals, but also with financial markets. This trend raises important questions about how to identify and analyse opportunities in and manage risks of commodity products. The Handbook of Multi-Commodity Markets and Products offers traders, commodity brokers, and other professionals a practical and comprehensive manual that covers market structure and functioning, as well as the practice of trading across a wide range of commodity markets and products. Written in non-technical language, this important resource includes the information needed to begin to master the complexities of and to operate successfully in today’s challenging and fluctuating commodity marketplace. Designed as a practical practitioner-orientated resource, the book includes a detailed overview of key markets – oil, coal, electricity, emissions, weather, industrial metals, freight, agricultural and foreign exchange – and contains a set of tools for analysing, pricing and managing risk for the individual markets. Market features and the main functioning rules of the markets in question are presented, along with the structure of basic financial products and standardised deals. A range of vital topics such as stochastic and econometric modelling, market structure analysis, contract engineering, as well as risk assessment and management are presented and discussed in detail with illustrative examples to commodity markets. The authors showcase how to structure and manage both simple and more complex multi-commodity deals. Addressing the issues of profit-making and risk management, the book reveals how to exploit pay-off profiles and trading strategies on a diversified set of commodity prices. In addition, the book explores how to price energy products and other commodities belonging to markets segmented across specific structural features. The Handbook of Multi-Commodity Markets and Products includes a wealth of proven methods and useful models that can be selected and developed in order to make appropriate estimations of the future evolution of prices and appropriate valuations of products. The authors additionally explore market risk issues and what measures of risk should be adopted for the purpose of accurately assessing exposure from multi-commodity portfolios. This vital resource offers the models, tools, strategies and general information commodity brokers and other professionals need to succeed in today’s highly competitive marketplace.

A Handbook of Primary Commodities in the Global Economy

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Publisher : Cambridge University Press
ISBN 13 : 1108841546
Total Pages : 331 pages
Book Rating : 4.1/5 (88 download)

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Book Synopsis A Handbook of Primary Commodities in the Global Economy by : Marian Radetzki

Download or read book A Handbook of Primary Commodities in the Global Economy written by Marian Radetzki and published by Cambridge University Press. This book was released on 2020-11-26 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: Revised edition of A handbook of primary commodities in the global economy, 2017.