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Walvelet Analysis of Commodity Price Behavior
16 references·0 citing·44 second hop
Walvelet Analysis of Commodity Price Behavior (1997)Walvelet Analysis of Commodity Price Beha…Nonlinearity and Complex Dynamics in Economics and Finance (2018)Nonlinearity and Complex Dyna…The variation of certain speculative prices (1997)The variation of certain spec…Estimating a nonlinear rational expectations commodity price model with unobservable state variables (1995)Estimating a nonlinear ration…On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Nonlinear Dynamics of Daily Cash Prices (1992)Nonlinear Dynamics of Daily C…Evidence of chaos in commodity futures prices (1992)Evidence of chaos in commodit…The economy as an evolving complex system (1991)The economy as an evolving co…On Nonlinear Dynamics: The Case of the Pork Cycle (1991)On Nonlinear Dynamics: The Ca…“Chaos” in futures markets? A nonlinear dynamical analysis (1991)“Chaos” in futures markets? A…On The Behavior of Commodity Prices (1990)On The Behavior of Commodity …Equilibrium models displaying endogenous fluctuations and chaos (1990)Equilibrium models displaying…Measuring the Strangeness of Gold and Silver Rates of Return (1989)Measuring the Strangeness of …Commodity price fluctuations: Price dependent delays and nonlinearities as explanatory factors (1989)Commodity price fluctuations:…RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET (1972)RANDOM WALK AND PRICE TRENDS:…Speculation, Hedging and Commodity Price Forecasts. (1971)Speculation, Hedging and Comm…The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Asset Prices in an Exchange Economy (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 (1997)Forecasting Nonlinear Crude Oil Futures Prices (2006)Are gold and silver a hedge against inflation? A two century perspective (2015)A Contribution to the Theory of Economic Growth (1956)Time to Build and Aggregate Fluctuations (1982)Recursive Methods in Economic Dynamics (1989)The one-sector growth model with idiosyncratic shocks: Steady states and dynamics (1997)Capital–Labor Substitution and Competitive Nonlinear Endogenous Business Cycles (1998)Growing Through Cycles (1999)The Behavior of Stock-Market Prices (1965)Filter Rules and Stock-Market Trading (1966)Issues in futures markets: A survey (1982)Commodity futures markets: a survey (1999)Performance of technical analysis in growth and small cap segments of the US equity market (2011)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)The Summation of Random Causes as the Source of Cyclic Processes (1937)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)An Equilibrium Model of the Business Cycle (1975)Time-to-Build and Cycles (1997)A simple model of endogenous agricultural commodity price fluctuations with storage (2011)Macro factors and the realized volatility of commodities: A dynamic network analysis (2020)Rational Expectations and the Theory of Price Movements (1961)How Big Is the Random Walk in GNP? (1988)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Facts and Fantasies about Commodity Futures (2006)Financialization of Commodity Markets (2013)Generalized autoregressive conditional heteroskedasticity (1986)Nonlinear Dynamics and Stock Returns (1989)Persistence in Variance, Structural Change, and the GARCH Model (1990)Fractal structure in currency futures price dynamics (1994)Chaos in oil prices? Evidence from futures markets (2001)A neural-network-based nonlinear metamodeling approach to financial time series forecasting (2008)Technological and organizational designs for realizing economies of substitution (1995)The Competitiveness of Firms and Regions (1999)Disagreements, Spinoffs, and the Evolution of Detroit as the Capital of the U.S. Automobile Industry (2007)Implications Of Higher Global Food Prices For Poverty In Low-Income Countries (2008)Export Restrictions and Price Insulation During Commodity Price Booms (2011)Limits to arbitrage and hedging: Evidence from commodity markets (2013)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)
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References

  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 1991The economy as an evolving complex system750 cited
  • 1990On The Behavior of Commodity Prices421 cited
  • 1990Equilibrium models displaying endogenous fluctuations and chaos287 cited
  • 1989Measuring the Strangeness of Gold and Silver Rates of Return190 cited
  • 1989Commodity price fluctuations: Price dependent delays and nonlinearities as explanatory factors172 cited
  • 1991“Chaos” in futures markets? A nonlinear dynamical analysis119 cited
  • 1972RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET117 cited
  • 1995Estimating a nonlinear rational expectations commodity price model with unobservable state variables104 cited
  • 1992Nonlinear Dynamics of Daily Cash Prices93 cited
  • 1991On Nonlinear Dynamics: The Case of the Pork Cycle86 cited
  • 1992Evidence of chaos in commodity futures prices81 cited
  • 2018Nonlinearity and Complex Dynamics in Economics and Finance75 cited
  • 1971

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Speculation, Hedging and Commodity Price Forecasts.
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