that copper prices in the interval studied have not followed any identified behavior pattern, suggesting that the models … normally used in financial projections have a weak capacity to forecast future copper prices. …In analyzing the projected cash flow of an investment, especially when the main product is a commodity, defining future …

five top selected commodities namely Gold, Copper, Petroleum Crude, Soya Oil and Chana (Chickpea) is examined. …

This paper introduces a model for intraday copper futures prices based on a stochastic differential equation (SDE). In … copper futures prices is rather weak. In fact, the developed model produces trajectories close to the actual data only in the … characterizing linear time-variant systems. This method is applied to construct a model able to simulate the trajectories of copper …

little evidence that passive index investment caused a massive bubble in commodity futures prices. There is intriguing …The first decade of the 21st century has perhaps witnessed more structural change in commodity futures markets than all … of the structural changes in commodity futures markets over the last decade have been minimal. In particular, there is …

across commodity groups within WPI, and significant volatility in headline WPI inflation under the influence of supply shocks …, the statistical limitations of prices data have received increasing attention in the policy debates. This paper presents …

agricultural commodity prices. Given the United States's stature as a major producer and exporter of many agricultural commodities …, the resulting increase in commodity prices has spillover effects into the global market. Using the price changes estimated … commodity prices would affect the costs of food baskets around the world and how higher food costs will impact food security …

A number of countries have recently responded to high and volatile commodity prices by setting up commodity funds. In … commodity funds and discuss incentives that can be used to ensure that commodity risk is managed with greater efficiency and …