[R-SIG-Finance] modeling and forecasting commodity time series?

[David Lüthi]

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

Luna Moon wrote:
> 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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