Wavelet Analysis of Commodity Price Behavior

Russell Davidson, W.C. Labys and J.B. Lesourd

G.R.E.Q.A.M. from Universite Aix-Marseille III

Abstract: In this paper we propose a form of semi-nonparametric regression based on wavelet analysis, and demonstrate its empirical utility in the context of commodity price behavior.

Keywords: COMMODITIES; ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C10 C14 (search for similar items in EconPapers)
Pages: 50 pages
Date: 1996
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Journal Article: Wavelet Analysis of Commodity Price Behavior (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:aixmeq:96b11

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