By Peter V. Schaeffer
Commodity Modeling and Pricing presents extensions and purposes of state of the art tools for examining source commodity habit. Drawing from the seminal paintings of Professor Walter Labys at the improvement of econometric tools for forecasting commodity costs, this choice of essays beneficial properties specialist participants starting from practitioners in inner most undefined, public region, and nongovernmental agencies to students in better education–all of whom have been Labys's former scholars or collaborators. jam-packed with in-depth insights and specialist suggestion, Commodity Modeling and Pricing includes the knowledge you want to excel during this not easy environment.Content:
Chapter 1 oblique Inference and lengthy reminiscence: a brand new Truncated?Series Estimation procedure (pages 1–29): Armand Sadler, Jean?Baptiste Lesourd and Ve?layoudom Marimoutou
Chapter 2 Procyclicality of fundamental Commodity costs: A Stylized truth? (pages 30–51): A. Behrooz Afrasiabi
Chapter three Nonlinear positive aspects of Comovements among Commodity costs and Inflation (pages 52–64): Catherine Kyrtsou
Chapter four The Oil rate and the greenback Reconsidered (pages 65–76): Sadek Melhem and Michel Terraza
Chapter five Time?Varying Ratios of basic and Scrap steel costs: significance of Inventories (pages 77–102): Irene M. Xiarchos
Chapter 6 steel costs and the availability of garage (pages 103–117): Paul Crompton and Irene M. Xiarchos
Chapter 7 trying out for Temporal Asymmetry within the steel Price?Stock dating (pages 118–135): Eugene Kouassi
Chapter eight Do Fluctuations in Wine shares impact Wine costs? (pages 136–166): James O. Bukenya
Chapter nine Dynamic Quadratic Programming in procedure keep an eye on (pages 167–175): Bruce A. Bancroft
Chapter 10 toxins Taxes and value regulate within the Us Coal marketplace: A hire Minimization version (pages 176–184): Chin W. Yang and Ming?Jeng Hwang
Chapter eleven A Forecasting Simulation of Coal in Indonesia's strength destiny (pages 185–194): Ukar W. Soelistijo
Chapter 12 Structural Decomposition research of alterations in fabric call for (pages 195–207): Adam Rose and Chia?Yon Chen
Chapter thirteen Linking alternate and the surroundings in China (pages 209–228): Haixiao Huang
Chapter 14 severe wishes in China's Water assets (pages 229–246): Andres Liebenthal
Chapter 15 Public enter in Rural Land maintenance: Modeling choice (pages 247–266): Robert J. Johnston and Kelly Giraud Cullen
Chapter sixteen African ladies in Mining Partnerships (pages 267–277): Brigitte Bocoum
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Additional resources for Commodity Modeling and Pricing: Methods for Analyzing Resource Market Behavior
Hanes (1996) holds that prices of ﬁnished goods that are farther along the production process include a large proportion of markups and thus are more likely to be countercyclical. Indeed, he holds that the consumer price index (CPI) is more likely to be countercyclical than the producer price index (PPI) since the former contains more ﬁnished goods. Importantly, wages and prices deﬂated by the PPI then will be more likely to be countercyclical. COMMODITY PRICES AND BUSINESS CYCLES Next we review the relationship between primary commodity prices and business cycle phenomena.
R. French. (1988). “Business Cycles and the Behavior of Metal Prices,” Journal of Finance 43: 1075–1088. M. Yang. (1981). “Real and Monetary Determinants of Non-Oil Commodity Price Movements,” CDWP 1981-6. Washington, DC: World Bank. Hanes, C. (1996). “Changes in the Cyclical Behavior of Real Wage Rates, 1870–1990,” Journal of Economic History 56: 837–861. Jaeger, A. (1994). “Mechanical Detrending by Hodrick-Prescott Filtering: A Note,” Empirical Economics 19: 493–500. Koopmans, L. (1974). The Spectral Analysis of Time Series.
1951). Hypothesis Testing in Time Series Analysis. New York: Hafner Publishing Company. Commodity Modeling and Pricing: Methods for Analyzing Resource Market Behavior by Peter V. Schaeffer Copyright © 2008 Peter V. Schaeffer CHAPTER 2 Procyclicality of Primary Commodity Prices A Stylized Fact? A. Behrooz Afrasiabi INTRODUCTION Since the pioneering work by Burns and Mitchell (1946), numerous economic time series have been analyzed for their cyclical characteristics using the methodologies employed in that study.