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Neuronale Netze zur Prognose von Warenterminpreisen

Stolzke, Ulf A. - 2000

Persistent link: https://www.econbiz.de/10001421515

Markov switching models in empirical finance

Guidolin, Massimo - 2012 - This Version: June, 2012

Persistent link: https://www.econbiz.de/10011337359

A sequential rationality test of USDA preliminary price estimates for selected program crops : rice, soybeans, and wheat

No, Sung Chul; Salassi, Michael E. - In: International advances in economic research : IAER ; an … 15 (2009) 4, pp. 470-482

Persistent link: https://www.econbiz.de/10003935132

Ethanol and field crops : is there a price connection?

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - In: Food policy : economics planning and politics of food … 63 (2016), pp. 53-61

Persistent link: https://www.econbiz.de/10011633701

Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat

Xu, Xiaojie; Zhang, Yun - In: Intelligent systems in accounting, finance & management 29 (2022) 3, pp. 169-181

Persistent link: https://www.econbiz.de/10013402100

Forecasting agricultural price volatility of some export crops in Egypt using ARIMA/GARCH model

Agbo, Hanan Mahmoud Sayed - In: Review of economics and political science : REPS 8 (2023) 2, pp. 123-133

Purpose: This study focuses on forecasting the price of the most important export crops of vegetables and fruits in Egypt from 2016 to 2030. Design/methodology/approach: The study applied generalized autoregressive conditional heteroskedasticity (GARCH) model and autoregressive integrated moving...

Persistent link: https://www.econbiz.de/10014279456