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...

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Hlavní autor: Husain, Aasim
Další autoři: Bowman, Chakriya
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2004.
Edice:IMF Working Papers; Working Paper ; No. 2004/041
On-line přístup:Full text available on IMF