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zinc. The economic relationship hinges on the present-value theory for exchange rates, a floating exchange rate regime and …, the Chilean peso is heavily affected by fluctuations in the copper price. As all six base metal prices show an important … commodity currencies to forecast commodity prices …
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We use data from the London Metal Exchange (LME) to forecast monthly copper returns using the recently proposed dynamic … statistical evaluation criteria we show that the improvement in mean squared forecast error (MSFE) over a simple random walk (RW …. A visual assessment of the cumulative MSFEs shows further that a substantial part of the improvement in the forecast …
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potential price drivers and adopt several combination/dimension reduction techniques to extract the most relevant determinants …. We build a comprehensive set of models and compare forecast performances across different selling levels and alcohol …
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Due to the perishable nature of tomato (Solanum lycopersicum L.), price fluctuates based on supply and demand. It is … necessary to forecast harvest period tomato prices, so growers can make informed production decisions. This study includes … seasonal variation in forecasting price, which is lacking in other models. Forecasting tomato prices was done using time series …
Persistent link: https://www.econbiz.de/10013240594
the most relevant determinants of price. Using various combination and dimension reduction techniques, we develop a range … of models to forecast prices across different selling levels and alcohol categories. Our research shows that fine wine …
Persistent link: https://www.econbiz.de/10014351434
We use a quantile-boosting approach to compute out-of-sample forecasts of gold returns. The approach accounts for model uncertainty and model instability, and it allows forecasts to be computed under asymmetric loss functions. Different asymmetric loss functions represent different types of...
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