Showing 1 - 10 of 18
This study investigates the impact of commodity price volatility spillovers on financial sector stability. Specifically, the study investigates the spillover effects between oil and food price volatility and the volatility of a key macroeconomic indicator of importance to financial stability:...
Persistent link: https://www.econbiz.de/10012021528
Persistent link: https://www.econbiz.de/10011569015
Persistent link: https://www.econbiz.de/10002059371
Persistent link: https://www.econbiz.de/10001713578
Persistent link: https://www.econbiz.de/10002145942
Persistent link: https://www.econbiz.de/10003303876
Persistent link: https://www.econbiz.de/10003493148
Persistent link: https://www.econbiz.de/10014475455
Persistent link: https://www.econbiz.de/10014475504
This paper is focused on the concise review of the specific applications of genetic algorithms in forecasting commodity prices. Genetic algorithms seem relevant in this field for many reasons. For instance, they lack the necessity to assume a certain statistical distribution, and they are...
Persistent link: https://www.econbiz.de/10012422281