Shafiee, Shahriar; Topal, Erkan - 2010
dip diffusion model for forecasting natural-resource commodity prices. This method addresses the deficiencies of previous … models, such as jumps and dips as parameters and unit root test for long-term trends. The model proposes that historical data … diffusion component and a jump or dip component. The model calculates each term individually to estimate future prices of …