The commodity price data are the changes in the log of the closing spot prices of gold and silver, obtained from the
Commodity Research Bureau. (10)
Commodity Research Bureau, a provider of futures market research, publications and data, is a division of Barchart.com, Inc.
Commodity Research Bureau (CRB; Chicago, IL), a provider of commodity market information, has completed the acquisition of Commodity Price Charts from Futures Magazine Group (Chicago, IL), the publisher of "Futures" magazine.
The
Commodity Research Bureau's broad index of commodities has fluctuated widely for the past 18 months, but is roughly unchanged from January 2004.
Furui referred to the CRB index of the
Commodity Research Bureau to support his prediction.