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