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Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - 2010
This paper examines the long- and short-run asymmetric adjustments for nine pairs of spot and futures prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural products, namely corn, soybeans and sugar, and three cross pairs...
Persistent link: https://www.econbiz.de/10008840782
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Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003746745
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Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard (contributor); Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
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On Bayesian structural inference in a Simultaneous Equation Model
Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678732
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu; Gupta, Rangan; McAleer, Michael - 2019
Persistent link: https://www.econbiz.de/10011986953