Fundamentals, speculation or macroeconomic conditions? : modelling and forecasting Arabica coffee prices
Year of publication: |
2018
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Authors: | Crespo Cuaresma, Jesús ; Hlouskova, Jaroslava ; Obersteiner, Michael |
Published in: |
European review of agricultural economics : ERAE. - Oxford : Univ. Press, ISSN 0165-1587, ZDB-ID 186964-4. - Vol. 45.2018, 4, p. 583-615
|
Subject: | commodity prices | coffee | forecasting | forecast combination | vector autoregressive models | model uncertainty | model averaging | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Kaffee | Coffee | Preis | Price | Rohstoffpreis | Commodity price | Theorie | Theory |
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