Econometric Forecasting Models for Short Term Natural Rubber Prices: Economic Development of World Natural Rubber Industry Models Specifications, Simulation and Evaluation - Brossura

Khin, Aye Aye; Fook Chong, Eddie Chiew; Mohamed, Zainal Abidin

 
9783846515464: Econometric Forecasting Models for Short Term Natural Rubber Prices: Economic Development of World Natural Rubber Industry Models Specifications, Simulation and Evaluation
Brossura
ISBN 10: 3846515469 ISBN 13: 9783846515464
Casa editrice: LAP LAMBERT Academic Publishing, 2011

Sinossi

This study presents a number of short-term ex-post forecasts of single equation model, Multivariate Autoregressive Moving Average (MARMA) model, simultaneous supply-demand and price system equation model, and Autoregressive Integrated Moving Average (ARIMA) model, and ARCH-type models of natural rubber (NR) SMR20 (Standard Malaysia Rubber of grade 20) prices in the world NR market. The ARCH-type models (Autoregressive Conditional Heteroskedasticity) used include the GARCH (1,1) (Generalized ARCH) model, EGARCH (1,1) (The Exponential GARCH) model, PARCH (1,1) (The Power ARCH) and CGARCH (1,1) (The Component GARCH) model. The models were utilized using monthly data from January 1990 to December 2008 as estimation period, providing a total of 228 observations and data was used as an ex-post forecasts. The results revealed that the forecasting performance of the simultaneous supply-demand and price system equation model was more efficient than single equation model, MARMA model and ARIMA model, and ARCH-type models for ex-post forecast in estimating the price of SMR20 in the next 6 months or so.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

L'autore

Aye Aye Khin has successfully obtained her Ph.D Degree in Agribusiness and worked as a Post Doctoral Research Fellow at Universiti Putra Malaysia (UPM) in 2010. In 2011, she has joined as a Lecturer in Multimedia University (MMU), Cyberjaya, Malaysia and until to now.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
LAP LAMBERT Academic Publishing
Data di pubblicazione
2011
Lingua
Inglese
ISBN 10 
3846515469
ISBN 13 
9783846515464
Rilegatura
Copertina flessibile
Numero di pagine
236
Contatto del produttore
non disponibile
Persona responsabile
KreGa Onlinehandel GmbH
4950000000000
info@krega-onlinehandel.de

Birkenweg 31
Brakel
33034
Germania