Jittima Singvejsakul; Chukiat Chaiboonsri; Songsak … - In: Economies : open access journal 9 (2021) 1/30, pp. 1-10
Bayesian extreme value analysis was used to forecast the optimal point in agricultural commodity futures prices in the United States for cocoa, coffee, corn, soybeans and wheat. Data were collected daily between 2000 and 2020. The estimation of extreme value can be empirically interpreted as...