modeling and forecasting commodity time series?

Hi Luna

Some work has been done by Eduardo Schwartz and his collaborators in the 
1990s. The package 'schwartz97' deals with the 2-factor (spot price and 
spot convenience-yield) model. This package is available under the 
Rmetrics project on R-forge as a fairly stable beta.

david

Hi all,

Could anybody please shed some lights on me about good books/literature
about modeling and forecasting financial time series in the commodity space?


Thanks so much!

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