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.
Table of contents
- Title Page
- Copyright Page
PART One - Dynamics of Commodity Price Behavior
CHAPTER 1 - Indirect Inference and Long Memory A New Truncated-Series ...
- ALMOST SURE CONSISTENCY OF THE NLS ESTIMATOR FROM OUR TRUNCATED MODEL
- IDENTIFICATION AND ESTIMATION OF THE TRUNCATED LONG MEMORY PROCESS
- INFORMAL PROOF OF THE CONVERGENCE OF THE ABOVE ESTIMATION PROCEDURE
- APPENDIX: PROOF OF CONSISTENCY OF THE ESTIMATOR D*
- CHAPTER 2 - Procyclicality of Primary Commodity Prices A Stylized Fact?
- CHAPTER 3 - Nonlinear Features of Comovements between Commodity Prices and Inflation
- CHAPTER 4 - The Oil Price and the Dollar Reconsidered
- CHAPTER 1 - Indirect Inference and Long Memory A New Truncated-Series ...
PART Two - Inventory Dynamics and Price Behavior
- CHAPTER 5 - Time-Varying Ratios of Primary and Scrap Metal Prices Importance ...
- CHAPTER 6 - Metal Prices and the Supply of Storage
- CHAPTER 7 - Testing for Temporal Asymmetry in the Metal Price-Stock Relationship
- CHAPTER 8 - Do Fluctuations in Wine Stocks Affect Wine Prices?
PART Three - Dynamics of Resource Markets
- CHAPTER 9 - Dynamic Quadratic Programming in Process Control
- CHAPTER 10 - Pollution Taxes and Price Control in the U.S. Coal Market A Rent ...
- CHAPTER 11 - A Forecasting Simulation of Coal in Indonesia’s Energy Future
- CHAPTER 12 - Structural Decomposition Analysis of Changes in Material Demand in ...
PART Four - Environmental Resource Dynamics
- CHAPTER 13 - Linking Trade and the Environment in China
- CHAPTER 14 - Critical Needs in China’s Water Resources
- CHAPTER 15 - Public Input in Rural Land Preservation
- CHAPTER 16 - African Women in Mining Partnerships
- List of Contributors
- Title: Commodity Modeling and Pricing: Methods for Analyzing Resource Market Behavior
- Release date: October 2008
- Publisher(s): Wiley
- ISBN: 9780470317235
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