Modeling and Forecasting Primary Commodity Prices

Contents: Introduction History of Commodity Price Analysis. Long Run Price Movements: Identifying trends and breaks Convergence of commodity prices. Medium Run Price Movements: Identifying price cycles Business cycle impacts. Short Run Price Movements: Color of commodity prices Wavelet models in the time frequency domain. Price Forecasting: Noisy chaotic dynamics Structural forecasting models Prospects for the future Appendix: resources for future research Bibliography Index.