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Econometric models or smoothing exponential techniques to predict macroeconomics indicators in Romania?

Bratu, Mihaela - In: Ekonomija : časopis za ekonomsku teoriju i politiku 19 (2013) 2, pp. 255-271

Persistent link: https://www.econbiz.de/10009745038

Econometric models or smoothing exponential techniques to predict macroceconomic indicators in Romania

Bratu, Mihaela - In: Zagreb international review of economics & business 15 (2012) 2, pp. 87-100

Persistent link: https://www.econbiz.de/10010340612

Interpreting estimates of forecast bias

Ericsson, Neil R. - In: International journal of forecasting 33 (2017) 2, pp. 563-568

Persistent link: https://www.econbiz.de/10011922928

Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions

Cartwright, Phillip A.; Riabko, Natalija - In: Applied economics letters 22 (2015) 10/12, pp. 777-782

Persistent link: https://www.econbiz.de/10011285361

Construction of an SDE model from intraday copper futures prices

Mastroeni, Loretta; Vellucci, Pierluigi - In: Risks : open access journal 10 (2022) 11, pp. 1-21

This paper introduces a model for intraday copper futures prices based on a stochastic differential equation (SDE). In … futures prices, statistically described by means of an empirical autocorrelation approach. We show that the predictability of … copper futures prices is rather weak. In fact, the developed model produces trajectories close to the actual data only in the …

Persistent link: https://www.econbiz.de/10014228905