Forecasting Commodity Markets
DOWNLOAD
Download Forecasting Commodity Markets PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Forecasting Commodity Markets book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Forecasting Commodity Markets
DOWNLOAD
Author : Julian Roche
language : en
Publisher: McGraw-Hill
Release Date : 1995
Forecasting Commodity Markets written by Julian Roche and has been published by McGraw-Hill this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Business & Economics categories.
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.
Forecasting Commodity Prices
DOWNLOAD
Author : Harry Jiler
language : en
Publisher:
Release Date : 1975
Forecasting Commodity Prices written by Harry Jiler and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Business & Economics categories.
Provides background to help forecasting price movements in twenty different commodity future markets and studies the price forecasting with the aid of charts.
Agricultural Commodity Markets And Trade
DOWNLOAD
Author : Alexander Sarris
language : en
Publisher: Edward Elgar Publishing
Release Date : 2006-01-27
Agricultural Commodity Markets And Trade written by Alexander Sarris and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-27 with Business & Economics categories.
This book argues that the viability of many observed market and non-market interventions in agricultural products worldwide depends considerably on the underlying behaviour of the relevant commodity markets. Many of these policies have had distortive impacts, resulting in much discussion and controversy in the context of the World Trade Organization (WTO) Doha Round of trade negotiations.
Commodity Models For Forecasting And Policy Analysis
DOWNLOAD
Author : Walter C. Labys
language : en
Publisher: Taylor & Francis
Release Date : 2024-02-01
Commodity Models For Forecasting And Policy Analysis written by Walter C. Labys and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-02-01 with Business & Economics categories.
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.
The Economics Of Commodity Markets
DOWNLOAD
Author : Julien Chevallier
language : en
Publisher: John Wiley & Sons
Release Date : 2013-06-19
The Economics Of Commodity Markets written by Julien Chevallier and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-19 with Business & Economics categories.
As commodity markets have continued their expansion an extensive and complex financial industry has developed to service them. This industry includes hundreds of participating firms, including asset managers, brokers, consultants, verification agencies and a myriad of other institutions. Universities and other training institutions have responded to this rapid expansion of commodity markets as well as their substantial future growth potential by launching specialized courses on the subject. The Economics of Commodity Markets attempts to bridge the gap between academics and working professionals by way of a textbook that is both theoretically informative and practical. Based in part on the authors’ teaching experience of commodity finance at the University Paris Dauphine, the book covers all important commodity markets topics and includes coverage of recent topics such as financial applications and intuitive economic reasoning. The book is composed of three parts that cover: commodity market dynamics, commodities and the business cycle, and commodities and fundamental value. The key original approach to the subject matter lies in a shift away from the descriptive to the econometric analysis of commodity markets. Information on market trends of commodities is presented in the first part, with a strong emphasis on the quantitative treatment of that information in the remaining two parts of the book. Readers are provided with a clear and succinct exposition of up-to-date financial economic and econometric methods as these apply to commodity markets. In addition a number of useful empirical applications are introduced and discussed. This book is a self-contained offering, discussing all key methods and insights without descending into superfluous technicalities. All explanations are structured in an accessible manner, permitting any reader with a basic understanding of mathematics and finance to work their way through all parts of the book without having to resort to external sources.
The Concise Handbook Of Futures Markets
DOWNLOAD
Author : Perry J. Kaufman
language : en
Publisher:
Release Date : 1986-09-12
The Concise Handbook Of Futures Markets written by Perry J. Kaufman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986-09-12 with Business & Economics categories.
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.
Rational Expectations And Commodity Price Forecasts
DOWNLOAD
Author : Boum-Jong Choe
language : en
Publisher: World Bank Publications
Release Date : 1990
Rational Expectations And Commodity Price Forecasts written by Boum-Jong Choe and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with categories.
Do Commodity Futures Help Forecast Spot Prices
DOWNLOAD
Author : Mr.David A Reichsfeld
language : en
Publisher: International Monetary Fund
Release Date : 2011-11-01
Do Commodity Futures Help Forecast Spot Prices written by Mr.David A Reichsfeld and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-01 with Business & Economics categories.
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.
Commodity Price Forecasts And Futures Prices
DOWNLOAD
Author : Boum-Jong Choe
language : en
Publisher: World Bank Publications
Release Date : 1990
Commodity Price Forecasts And Futures Prices written by Boum-Jong Choe and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Precios categories.
Forecasting Real Commodity Prices
DOWNLOAD
Author : Svein Martin Bjørnstad
language : en
Publisher:
Release Date : 2016
Forecasting Real Commodity Prices written by Svein Martin Bjørnstad and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
During the last few decades, commodity markets have become increasingly accessible through financial innovation. The uncertainty of the international economy makes investors eager to diversify their risks, meaning that commodity prices not only influences economic decisions but also receives increasing attention as an investment opportunity. Forecasting commodity prices has become an important area of research within finance, but researchers have neither agreed on the nature of gold nor on the key drivers of the gold price. This paper examines a new approach to forecasting real gold returns, using polynomial regression to model real gold price dynamics. The key assumption of the model is that the real gold price has long-term mean reverting properties, meaning that the real gold price will over time convert towards its historical average. The results of the regressions revealed a very strong relationship between initial real gold price and subsequent real returns with an R2 statistic close to 90 percent. Testing the relationship on other commodities gave various results, with very similar output for the real silver price but a much weaker relationship for real oil- and real copper prices. An out-of-sample forecast showed that the polynomial model is superior to an ARIMA model when model assessment is based on RMSE and MAE. Further, implementing a trading strategy based on the quarterly forecasts of the polynomial model resulted in higher real returns than the returns of a passive buy-and-hold strategy of the GSCI Gold Total Return. Overall, the results are very strong and indicate that the mean reverting properties of gold can be exploited to predict future real returns with a high precision. However, there are also some considerations to take into account, particularly the structural changes in the gold market, using historical prices to predict future returns and the stationarity of real gold prices.