The role of El Niño Southern Oscillation in commodity price movement and predictability
Year of publication: |
January 2018
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Authors: | Ubilava, David |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 100.2018, 1, p. 239-263
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Subject: | Commodity prices | El Niño Southern Oscillation | nonlinear dynamics | time-varying smooth transition autoregression | Rohstoffpreis | Commodity price | Autokorrelation | Autocorrelation | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Volatilität | Volatility |
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