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Leads and lags in commodity prices : an application of cross-spectral analysis (English)

Abstract

This paper reports the results of an application of spectral analysis to the short- and medium-term forecasting of primary commodity prices. The study posited and set out to identify three categories of systematic behavior within the commodity price ...  See More +

Details

  • Buchinsky, Moshe;
  • 1987/08/31
  • Commodity Working Paper;
  • DWC8707
  • 1
  • 1
  • 2012/02/15
  • Disclosed
  • Leads and lags in commodity prices : an application of cross-spectral analysis
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