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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Crespo Cuaresma, Jesús"
~person:"Nielsen, Morten Ørregaard"
~person:"Serna, Gregorio"
~subject:"ARMA-Modell"
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Zeitreihenanalyse
ARMA-Modell
Commodity price
4
Rohstoffpreis
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3
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Time series analysis
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Commodity derivative
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Kalman filter
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Coffee
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Market price of risk
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Option pricing theory
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Crespo Cuaresma, Jesús
Nielsen, Morten Ørregaard
Serna, Gregorio
De Pace, Pierangelo
3
Hernandez, Manuel A.
3
Winkelried, Diego
3
De Nicola, Francesca
2
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Adalı, Zafer
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European review of agricultural economics : ERAE
1
International review of economics & finance : IREF
1
Journal of econometrics
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Fundamentals, speculation or macroeconomic conditions? : modelling and forecasting Arabica coffee prices
Crespo Cuaresma, Jesús
;
Hlouskova, Jaroslava
; …
- In:
European review of agricultural economics : ERAE
45
(
2018
)
4
,
pp. 583-615
Persistent link: https://www.econbiz.de/10012244450
Saved in:
2
Is the refining margin stationary?
Población, Javier
;
Serna, Gregorio
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 169-186
Persistent link: https://www.econbiz.de/10011626045
Saved in:
3
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
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