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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Format: | Czasopismo |
Język: | English |
Wydane: |
Washington, D.C. :
International Monetary Fund,
2004.
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Seria: | IMF Working Papers; Working Paper ;
No. 2004/041 |
Dostęp online: | Full text available on IMF |