Forecasting commodity prices returns : the role of partial least squares approach
Chufu Wen, Haoyang Zhu, Zhifeng Dai
| Year of publication: |
2023
|
|---|---|
| Authors: | Wen, Chufu ; Zhu, Haoyang ; Dai, Zhifeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 125.2023, p. 1-15
|
| Subject: | Commodity price returns | Out-of-sample forecast | Partial least squares | Technical indicators | Rohstoffpreis | Commodity price | Prognoseverfahren | Forecasting model | Kleinste-Quadrate-Methode | Least squares method | Theorie | Theory | Partielle kleinste Quadrate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106825 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014478814