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Leads and lags in commodity prices : an application of cross-spectral analysis (anglais)

This paper reports the results of an application of spectral analysis to the short- and medium-term forecasting of primary commodity prices. The study posited and set out to identify three categories of systematic behavior within the commodity price series: (i) behavior which is inherent to the commodity market itself; (ii) behavior which reflects the impact of systematic behavior in another commodity market, e.g. substitutes or complements; and (iii)...
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