제한적 시장을 가지는 천연자원의 가격예측 모형에 관한 연구
A Model on Price Forecasting of Natural Resources with Restricted Market
0
조회
0
다운로드
3
인용
0
참고문헌
키워드
초록
Recently, the mineral resource protection policies and regulations in production countries of natural resources including raremetals are becoming more stringent. Such environment makes which market has malfunction. In other word, those are not perfector pure market. Therefore because each market of natural resources have special or unique characters, it is difficult to forecasttheir market prices. In this study, we constructed several models to estimate prices of natural resources using statistical toolslike ARIMA and their business indices. And for examples, Indium and Coal were introduced.
Abstract
Recently, the mineral resource protection policies and regulations in production countries of natural resources including raremetals are becoming more stringent. Such environment makes which market has malfunction. In other word, those are not perfector pure market. Therefore because each market of natural resources have special or unique characters, it is difficult to forecasttheir market prices. In this study, we constructed several models to estimate prices of natural resources using statistical toolslike ARIMA and their business indices. And for examples, Indium and Coal were introduced.
참고문헌 (19)
- Andersen, T. G., "Modeling and Forecasting Realized Volatility", Econometrica, 71, pp.529~626 (2003)
- Facing China’s Coal Future, "Best, Dennis", OECD, 2012
- Box, G.E.P., "Time Series Analysis : Forecasting and Control" (1976), Holden-Day
- BP, "BP Statistical Review of World Energy", ~ (2013)
- Chambers, J.C., "How to choose the right forecasting technique", Harvard Business Review, pp.45~74 (1971)
- Cho, J.H., "Long-term Demand Forcast by Time-series Model A Case study", Journal of Industrial Technology Research Institute, 1 (1985), Kumoh National Institute of Technology
- IEA, "World Energy Outlook", ~ (2012)
- Jung, D.M., "The Analysis of Demand Forecasting using Minitab" (2007), Eretec Inc
- Influence and Implications of the Domestic industry according to the New Coal futures market listing, "Jung, J.H.", POSERI, ~ (2009)
- 강동주, "확률과정론적 기반의 전력시장가격모델링 기법", 조명.전기설비학회논문지, 24(4), pp.95~102 (2010), 한국조명.전기설비학회
- 김홍민, "VECM모형을 이용한 국내 희유금속의 수요예측모형", 품질경영학회지, 36(4), pp.93~101 (2008), 한국품질경영학회
- Kim, H.M., "A Study on the Establishment of Demand Forecasting Model for Domestic Stored Rare Metal Considering Nonstationary Time Series", 박사, pp.2009
- World Coal Supply and Metallurgical Coal Price Forecast 2010, "Kim, J.H.", Korea Energy Economics Institute, ~ (2009)
- Lee, W.W., "Time series analysis : Statistical methods for forecasting" (2011), Freeacademy
- Park, S.J., "The Expectation of the Loss rate for Process Industries Using the X-12 ARIMA", 석사, pp.2004
- Pindyck, R.S., "Econometric Models and Economic Forecasts" (1998), McGraw-Hill
- Direction and Implications of Global resource wars, "Ryu, S.R.", POSERI, ~ (2008)
- Shin, D.W., "A Price Forecasting Model in Coal Futures Market by ARIMA", 석사, pp.2013
- Tsay, R.S., "Analysis of Financial Time Series" (2005), Wiley- Interscience
