Forecasting Commodity Markets PDF Download
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Author: Julian Roche
Publisher: McGraw-Hill
ISBN:
Category : Business & Economics
Languages : en
Pages : 280
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Book Description
Julian Roche explains every major method of forecasting markets; fundamental analysis, technical analysis, & econometric analysis. Roche discusses both the underlying theory & current application of each method, as well as pricing information on data sources & software. Moreover, the book evaluates the advantages & disadvantages of each approach & demonstrate how to combine approaches to produce an optimum forecasting method. Specific topics include: The history of fundamental, technical, & econometric analysis; Forecasting theories & applications; Accuracy of forecasting methods; The role of forecasting in trading decisions; The future of forecasting.
Author: Julian Roche
Publisher: McGraw-Hill
ISBN:
Category : Business & Economics
Languages : en
Pages : 280
Get Book Here
Book Description
Julian Roche explains every major method of forecasting markets; fundamental analysis, technical analysis, & econometric analysis. Roche discusses both the underlying theory & current application of each method, as well as pricing information on data sources & software. Moreover, the book evaluates the advantages & disadvantages of each approach & demonstrate how to combine approaches to produce an optimum forecasting method. Specific topics include: The history of fundamental, technical, & econometric analysis; Forecasting theories & applications; Accuracy of forecasting methods; The role of forecasting in trading decisions; The future of forecasting.
Author: Walter C. Labys
Publisher: Taylor & Francis
ISBN: 1351917099
Category : Business & Economics
Languages : en
Pages : 260
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Book 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.
Author: Takatoshi Ito
Publisher: University of Chicago Press
ISBN: 0226386899
Category : Business & Economics
Languages : en
Pages : 346
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Book Description
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: John N. Ferris
Publisher: MSU Press
ISBN: 9780870137518
Category : Business & Economics
Languages : en
Pages : 361
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Book Description
Agricultural Prices and Commodity MarketAnalysis discusses the application of economictheory to agriculture and the foodindustry, using quantitative tools. The blendof theory and application is unique in detailinghow demand and supply can be measuredand how econometric simulationmodels can be constructed and evaluated.This revised edition focuses on forecastingand generating long-term projections as wellas discussing the relatively unexplored areaof stochastic modeling, which is critical inhandling crop yield variability. Other topicscovered include agricultural policy analysisand futures/options markets. The role oftime series models in improving structuralequations and forecasting techniques providesa capstone.
Author: Mark Watson
Publisher: Oxford University Press, USA
ISBN: 0199549494
Category : Business & Economics
Languages : en
Pages : 432
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Book Description
A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricians that further Engle's work in time series economics
Author: Robin G. Adams
Publisher: Emerald Group Publishing
ISBN: 1789737893
Category : Business & Economics
Languages : en
Pages : 205
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Book Description
This book brings together perspectives from economics, specifically minerals economics, to the management of global mining companies. It covers volatile price forecasting, cost analysis, investment decisions, and the social, environmental, and developmental impacts of mining.
Author: Paul P. Wang
Publisher: Springer Science & Business Media
ISBN: 354072821X
Category : Computers
Languages : en
Pages : 232
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Book Description
Readers will find, in this highly relevant and groundbreaking book, research ranging from applications in financial markets and business administration to various economics problems. Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods. In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results.
Author: Perry J. Kaufman
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 866
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Book Description
Forbes Magazine called the 1,600-page, original Handbook of Futures Markets ``an exceptionally fine collection of work on every phase of the futures market.'' Now in paperback (and weighing much less than the six-and-a-half pound hardcover edition), this concise version covers the essential principles and methods in the encyclopedic original in 800 pages. Comprising all the material in Parts I through V of the original handbook, this edition brings together the know-how of the markets' foremost authorities. It covers futures markets and their operation; factors that influence the markets; uses of the markets, including hedging, managing interest rate risk, commodity spreads and options; forecasting methods and tools; and risk and money management.
Author: L. Dee Belveal
Publisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 204
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Book Description
Author: Peter V. Schaeffer
Publisher: John Wiley & Sons
ISBN: 0470447435
Category : Business & Economics
Languages : en
Pages : 442
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Book Description
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.
