Walter C. Labys

West Virginia University - Department of Agricultural and Resource Economics

Professor

Division of Resource Management

Morgantown, WV

United States

SCHOLARLY PAPERS

6

DOWNLOADS

31

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Trends Versus Cycles in Global Wine Export Shares

Australian Journal of Agricultural and Resource Economics, Vol. 50, No. 4, pp. 527-537, December 2006
Number of pages: 11 Posted: 02 Nov 2006
Walter C. Labys and Bruce C. Cohen
West Virginia University - Department of Agricultural and Resource Economics and Independent
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2.

Evidence for Chaotic Dependence between US Inflation and Commodity Prices

Journal of Macroeconomics, Vol. 28, No. 1, 2006
Posted: 24 Jun 2007
Catherine Kyrtsou and Walter C. Labys
University of Macedonia - Department of Economics and West Virginia University - Department of Agricultural and Resource Economics

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Non-linear causality, dynamic non-linearity, US inflation, commodity prices, bivariate noisy Mackey-Glass model

3.

Detecting Positive Feedback in Multivariate Time Series: The Case of Metal Prices and US Inflation

Physica A, Vol. 377, pp. 227-229, 2007
Posted: 23 Jun 2007
Catherine Kyrtsou and Walter C. Labys
University of Macedonia - Department of Economics and West Virginia University - Department of Agricultural and Resource Economics

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Positive feedback, multivariate time series, noisy chaos, noisy Mackey-Glass process, economic time series

4.

Noisy Chaotic Dynamics in Commodity Markets

Empirical Economics, Vol. 29, pp. 489-502, 2004
Posted: 06 May 2003
Catherine Kyrtsou, Walter C. Labys and Michel Terraza
University of Macedonia - Department of Economics, West Virginia University - Department of Agricultural and Resource Economics and Université Montpellier I - Department of Economics

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Commodity Futures Prices, Risk and Price Expectations, Noisy Chaotic Processes, Correlation Dimension Analysis, Nonlinear Models, Short Term Price Forecasting

5.

What Color are Commodity Prices? A Fractal Analysis

Empirical Economics, Vol. 25, No. 4, April 2000
Posted: 20 Jun 2001
Walter C. Labys, J.B. Cromwell and Eugene Kouassi
West Virginia University - Department of Agricultural and Resource Economics, West Virginia University and University of Montreal - Department of Economics

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Fractal Analysis, Long-Memory and Persistence, Commodity Price Colors

6.

Long Memory in Futures Prices

Financial Review, November 1998
Posted: 22 Oct 1998
Joseph I. Onochie, John T. Barkoulas and Walter C. Labys
Zicklin School of Business, Baruch College CUNY, University of Tennessee, Knoxville - College of Business Administration - Department of Economics and West Virginia University - Department of Agricultural and Resource Economics

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