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Forecasting commodity price indexes using macroeconomic and financial predictors
Gargano, Antonio; Timmermann, Allan - In: International journal of forecasting 30 (2014) 3, pp. 825-843
Persistent link: https://www.econbiz.de/10010516048
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Agricultural commodity price shocks and their effect on growth in sub-Saharan Africa
Addison, Tony; Ghoshray, Atanu; Stamatogiannis, Michalis P. - In: Journal of agricultural economics 67 (2016) 1, pp. 47-61
Persistent link: https://www.econbiz.de/10011657668
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Volatility forecasting and time-varying variance risk premiums in grains commodity markets
Triantafyllou, Athanasios; Dotsis, George; Sarris, … - In: Journal of agricultural economics 66 (2015) 2, pp. 329-357
Persistent link: https://www.econbiz.de/10011299547
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Measuring the volatility of wheat futures prices on the LIFFE
Dawson, Philip J. - In: Journal of agricultural economics 66 (2015) 1, pp. 20-35
Persistent link: https://www.econbiz.de/10011299657
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Optimal hedging ratios for wheat and barley at the LIFFE : a GARCH approach
Dawson, Philip J.; Tiffin, Abigail L.; White, Ben - In: Journal of agricultural economics 51 (2000) 2, pp. 147-161
Persistent link: https://www.econbiz.de/10001474672
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Efficiency tests of futures markets for UK agricultural commodities
Aulton, A. J. - In: Journal of agricultural economics 48 (1997) 3, pp. 408-424
Persistent link: https://www.econbiz.de/10001227940
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu; Gupta, Rangan; McAleer, Michael - In: International journal of forecasting 36 (2020) 3, pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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Crude oil price forecasting based on internet concern using an extreme learning machine
Wang, Jue; Athanasopoulos, George; Hyndman, Rob J.; … - In: International journal of forecasting 34 (2018) 4, pp. 665-677
Persistent link: https://www.econbiz.de/10012031079
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Volatility effects of index trading and spillovers on US agricultural futures markets : a multivariate GARCH approach
Sanjuán-López, Ana I.; Dawson, Philip J. - In: Journal of agricultural economics 68 (2017) 3, pp. 822-838
Persistent link: https://www.econbiz.de/10011949368
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Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10011754691