Kumar, Kepulaje Abhaya; Spulbăr, Cristi; Pinto, Prakash; … - In: Risks : open access journal 10 (2022) 6, pp. 1-18
This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of … ARIMA (Autoregressive Integrated Moving Average) and VAR (Vector Auto Regressive). The monthly price of Cocoa beans is … optimal models were ARIMA (1, 1, 0) for the Dry Cocoa beans price series and ARIMA (1, 1, 2) for the Wet Cocoa beans price …