Short-term forecasting of global energy and metal prices : VAR and VECM approaches
Diana Balioz
| Year of publication: |
2022
|
|---|---|
| Authors: | Balioz, Diana |
| Published in: |
Visnyk Nacionalʹnoho Banku Ukraïny. - Kyïv : [Verlag nicht ermittelbar], ISSN 2414-987X, ZDB-ID 2553076-8. - 2022, 254, p. 15-28
|
| Subject: | forecasting | commodities | forecast evaluation | VAR models | VECMs | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Kointegration | Cointegration | Welt | World | Metallmarkt | Metal market | Risikomaß | Risk measure | Prognose | Forecast | Frühindikator | Leading indicator | Energieprognose | Energy forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.26531/vnbu2022.254.02 [DOI] 10.26531/vnbu2022.254 [DOI] hdl:10.26531/vnbu2022.254 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045752