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Predicting exchange rate in India : a non-parametric causality-in-quantiles approach

Jaiswal, Seema - 2022

Persistent link: https://www.econbiz.de/10013402148

A Bayesian nonparametric investigation of the predictive effect of exchange rates on commodity prices

Jin, Xin - In: Frontiers of economics in China : selected publications … 15 (2020) 2, pp. 179-210

Persistent link: https://www.econbiz.de/10012670623

Modelling and forecasting long memory time series with exponential and switching GARCH models

Amiri, Esmail - In: International journal of monetary economics and finance 12 (2019) 5, pp. 407-425

Persistent link: https://www.econbiz.de/10012155069

Modeling and Forecasting Volatility in the Global Food Commodity Prices (Modelování a Prognózování Volatility Globálních cen Potravinářských Komodit)

Onour, Ibrahim - 2012

To capture the volatility in the global food commodity prices, we employed two competing models, the thin tailed the … simplicity may lead to unreliable results of the conditional volatility estimates. The paper also shows that the volatility of … food commodity prices characterized with the intermediate and short memory behavior, implying that the volatility of food …

Persistent link: https://www.econbiz.de/10013098050

Evaluating the effectiveness of modern forecasting models in predicting commodity futures prices in volatile economic times

Vancsura, László; Tatay, Tibor; Bareith, Tibor - In: Risks : open access journal 11 (2023) 2, pp. 1-16

The paper seeks to answer the question of how price forecasting can contribute to which techniques gives the most accurate results in the futures commodity market. A total of two families of models (decision trees, artificial intelligence) were used to produce estimates for 2018 and 2022 for 21-...

Persistent link: https://www.econbiz.de/10014233184

Modeling gasoline price volatility

Kamocsai, László; Ormos, Mihály - In: Finance research letters 73 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015210877

Macroeconomic attention and commodity market volatility

Stavroula, Fameliti; Vasiliki, Skintzi - In: Empirical economics : a quarterly journal of the … 67 (2024) 5, pp. 1967-2007

Persistent link: https://www.econbiz.de/10015142062

Understanding momentum in commodity markets

Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402

Persistent link: https://www.econbiz.de/10010203400

Understanding international commodity price fluctuations

Arezki, Rabah; Loungani, Prakash; Ploeg, Frederick van der - In: Journal of international money and finance 42 (2014), pp. 1-8

Persistent link: https://www.econbiz.de/10010371843

A factor model for co-movements of commodity prices

West, Kenneth D.; Wong, Ka-fu - In: Journal of international money and finance 42 (2014), pp. 289-309

Persistent link: https://www.econbiz.de/10010372655