Lis, Szymon; Chlebus, Marcin - In: Central European economic journal 10 (2023) 57, pp. 343-370
This study contrasts GARCH models with diverse combined forecast techniques for Commodities Value at Risk (VaR …. Results show individual models excel in forecasting VaR at a 0.975 confidence level, while combined methods outperform at 0 … methods such as mean or lowest VaR yield optimal results, highlighting their efficacy. This study contributes by offering a …