Modeling and forecasting primary commodity prices

The publication of this book at this time is particularly important. Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many ...

The cointegrated VAR model

methodology and applications

This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of ...

The econometrics of energy systems

Twenty years of liberalization have transformed the energy sector. The old energy world of long-term contracts and personal contacts has changed beyond recognition into a set of highly competitive markets with instantaneous decision-making much like the financial sector. Decentralized decision-making by multiple actors creates the ...

New introduction to multiple time series analysis

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and ...

Econometría

Este libro presenta la econometría no como una serie de técnicas estadísticas, sino como la manera de aplicar la economía. Se presentan las técnicas estadísticas en que se funda el análisis econométrico, pero se hace dentro del contexto de importantes problemas económicos, abordándolos con análisis ...

Economic forecasting

Métodos cuantitativos de ayuda a la toma de decisiones. Problemas

Aplicaciones de Economía Cuantitativa

Introducción a la Econometría

The forces of economic growth

a time series perspective

Micro-econometrics for policy, program, and treatment effects

Readings in unobserved components models

Investigación operativa

problemas y ejercicios resueltos

General-to-specific modeling

Using econometrics

a practical guide

Combining single-equation linear regression analysis with intuitive real-world examples and exercises is key to the success of Using Econometrics. Clear writing and a practical approach to econometrics that eschews the use of complex matrix algebra and calculus evidence this essential text's accessibility ÍNDICE I ...

Análisis econométrico

una aproximación práctica con SHAZAM

Este libro está concebido como un manual de introducción al análisis econométrico que sirva, además de cómo texto básico en clases prácticas, de referencia a los estudiantes e investigadores que utilizan métodos econométricos. Este manual es el resultado de una larga experiencia docente y está ...

Stochastic volatility

selected readings

Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility, and ...

Financial engineering with finite elements

The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. In this book, the author bridges the divide between finance and mathematics by ...

Practical financial modelling

a guide to current practice

This book is for all financial professionals whose work, to a greater or lesser degree, involves complex spreadsheets and financial models. This includes investment bankers, commercial banks, accountancy firms, property firms, public sector including local government and healthcare, PFI/PPP enterprises, financial managers and financially ...

The econometrics of macroeconomic modelling

Macroeconometric models, in many ways the flagships of the economist's profession in the 1960s, came under increasing attack from both theoretical economist and practitioners in the late 1970s. Critics referred to their lack of microeconomic theoretical foundations, ad hoc models of expectations, lack of ...

Commodities and commodity dirivatives

modeling and pricing for agriculturals, metals and energy

The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset class for investors that includes hedge funds as well as University endowments, and ...