Forecasting energy commodity prices : a large global dataset sparse approach
Davide Ferrari, Francesco Ravazzolo, Joaquin Vespignani
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Ferrari, Davide ; Ravazzolo, Francesco ; Vespignani, Joaquin |
| Publisher: |
[Bozen] : unibz, Faculty of Economics and Management |
| Subject: | Energy Prices | Forecasting | Dynamic Factor model | Sparse Estimation | Penalized Maximum Likelihood | Prognoseverfahren | Forecasting model | Energiepreis | Energy price | Prognose | Forecast | Rohstoffpreis | Commodity price | Energieprognose | Energy forecast | Energiemarkt | Energy market | Theorie | Theory | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Ölpreis | Oil price |
freely available
| Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
|---|---|
| Series: | Bozen economics & management paper series : BEMPS. - [Bozen] : [unibz, Faculty of Economics and Management], ZDB-ID 3012364-1. - Vol. no 83 (2021) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013179342