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OverviewFull Product DetailsAuthor: Walter C. LabysPublisher: Taylor & Francis Ltd Imprint: Routledge Weight: 0.453kg ISBN: 9781138383692ISBN 10: 1138383694 Pages: 264 Publication Date: 06 June 2019 Audience: College/higher education , General/trade , Tertiary & Higher Education , General Format: Paperback Publisher's Status: Active Availability: In Print  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsContents: Introduction; History of Commodity Price Analysis. Long Run Price Movements: Identifying trends and breaks; Convergence of commodity prices. Medium Run Price Movements: Identifying price cycles; Business cycle impacts. Short Run Price Movements: Color of commodity prices; Wavelet models in the time frequency domain. Price Forecasting: Noisy chaotic dynamics; Structural forecasting models; Prospects for the future; Appendix: resources for future research; Bibliography; Index.Reviews'Modern statistical techniques have greatly enlarged the range and complexity of analysis that can be applied to commodity market studies. Labys pioneers by making the leap from traditional structural models to the broad range of advanced time series methods. This is the first and only book on the frontiers of commodity market modeling.' F. Gerard Adams, University of Pennsylvania, USA ’Modern statistical techniques have greatly enlarged the range and complexity of analysis that can be applied to commodity market studies. Labys pioneers by making the leap from traditional structural models to the broad range of advanced time series methods. This is the first and only book on the frontiers of commodity market modeling.’ F. Gerard Adams, University of Pennsylvania, USA Author InformationProfessor Walter C. Labys is Benedum Distinguished Scholar in the Agricultural and Resource Economics Program at West Virginia University, USA. He is Gunnar Myrdal Scholar at the United Nations Economics Commission for Europe and has been Faculty Research Associate of the Group on Applied Econometric Research at the University of the Mediterranean (Aix-Marseille) in France. Over the past thirty years, Professor Labys has pioneered in the development and application of econometric methods important for analyzing commodity price behaviour, the modelling of agricultural, mineral and energy markets, and the impact of commodity markets on the stability and growth of surrounding developing economies. He has authored and co-authored more than fourteen books and numerous articles in leading journals of agricultural, energy and resource economics as well as international trade. Tab Content 6Author Website:Countries AvailableAll regions |
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