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Persistent link: https://www.econbiz.de/10011547842
In this place we regularly published the HWWA Index of World Market Prices which has been computed since the fifties … and was a comprehensive indicator of the price movements of the major raw materials traded in the world markets …. Unavoidably, an, index of this kind has to be adjusted from time to time to allow for changes in the pattern of world trade. Such …
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"In this paper we seek to produce forecasts of commodity price movements that can systematically improve on naive statistical benchmarks, and revisit the forecasting performance of changes in commodity currencies as efficient predictors of commodity prices, a view emphasized in the recent...
Persistent link: https://www.econbiz.de/10003939959
In this paper, we seek to produce forecasts of commodity price movements that can systematically improve on naïve statistical benchmarks. We revisit how well changes in commodity currencies perform as potential efficient predictors of commodity prices, a view emphasized in the recent...
Persistent link: https://www.econbiz.de/10003947540
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Persistent link: https://www.econbiz.de/10003948818
In this paper, we seek to produce forecasts of commodity price movements that can systematically improve on naïve statistical benchmarks. We revisit how well changes in commodity currencies perform as potential efficient predictors of commodity prices, a view emphasized in the recent...
Persistent link: https://www.econbiz.de/10014204419
In this paper we seek to produce forecasts of commodity price movements that can systematically improve on naive statistical benchmarks, and revisit the forecasting performance of changes in commodity currencies as efficient predictors of commodity prices, a view emphasized in the recent...
Persistent link: https://www.econbiz.de/10012462882
This research sheds light on the causal link between commodity price indexes, i.e., the Agricultural Raw Materials Price Index, Industry Input Price Index, Metal Price Index, and Energy Price Index, in the global market, using wavelet coherence, Toda-Yamamoto causality, and gradual shift...
Persistent link: https://www.econbiz.de/10012495077