Forecasting Commodity Prices : Futures Versus Judgment

Futures Versus Judgment

Forecasting Commodity Prices : Futures Versus Judgment
This paper assesses the performance of three types of commodity price forecasts-those based on judgment, those relying exclusively on historical price data, and those incorporating prices implied by commodity futures. For most of the 15 commodities in the sample, spot and futures prices appear to be nonstationary and to form a cointegrating... READ MORE...

Publication date: March 2004
ISBN 9781451846133
$15.00

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Publication date: March 2004

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Publication date: March 2004

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