Prequential forecasting in the presence of structure breaks in natural gas spot markets
Year of publication: |
2020
|
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Authors: | Duangnate, Kannika ; Mjelde, James W. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 5, p. 2363-2384
|
Subject: | Natural gas | Parameter constancy | Structural break | Prequential | Probability forecast | Prognoseverfahren | Forecasting model | Strukturbruch | Theorie | Theory | Erdgas | Zeitreihenanalyse | Time series analysis | Erdgasmarkt | Natural gas market |
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