| Registro completo |
| Provedor de dados: |
AgEcon
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| País: |
United States
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| Título: |
The Cattle Price Cycle: An Exploration in Simulation
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| Autores: |
Stockton, Matthew C.
Van Tassell, Larry W.
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| Data: |
2008-06-26
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| Ano: |
2007
|
| Palavras-chave: |
Cattle Price cycle
Harmonic model
Simulation
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| Resumo: |
The simulation of commodity prices has been undertaken using a myriad of techniques, with some omitting the cyclical component and others ignoring the presence of inter-temporal relationships expressed as autoregressive errors. This study examines the periodicity of cattle prices and the modeling of the cattle cycle for simulation purposes. The AIC criterion is used to determine lengths of various cycles to be included in a harmonic model, with a chained modeling approach providing the best representation of the cattle cycle.
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| Tipo: |
Conference Paper or Presentation
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| Idioma: |
Inglês
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| Identificador: |
http://purl.umn.edu/37564
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| Relação: |
NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management>2007 Conference, April 16-17, 2007, Chicago, Illinois
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| Formato: |
21
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