El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices : evidence from a machine learning approach
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, Christian Pierdzioch
| Year of publication: |
2023
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|---|---|
| Authors: | Bonato, Matteo ; Çepni, Oğuzhan ; Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 4, p. 785-801
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| Subject: | agricultural commodities | El Niño and La Niña | forecasting | random forests | realized variance | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Welt | World | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | First published: 28 September 2022 Early view |
| Other identifiers: | 10.1002/for.2914 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292795