𝔖 Bobbio Scriptorium
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Moderate rise in commodity prices

Book ID
112940450
Publisher
Springer-Verlag
Year
1996
Tongue
English
Weight
306 KB
Volume
31
Category
Article
ISSN
0020-5346

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1 992), hereafter PMR, analyze the statistical properties of cash prices for 17 commodities. Their results are consistent with other studies which have found autocorrelation in commodity prices. For a literature review, see Tomek and Myers (1993). This author fears, however, that the introductory an