Forecasting energy commodity prices : a large global dataset sparse approach
Davide Ferrari, Francesco Ravazzolo and Joaquin Vespignani
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Ferrario, Davide L. ; Ravazzolo, Francesco ; Vespignani, Joaquin |
| Publisher: |
Oslo : Centre for Applied Macroeconomics and Commodity Prices |
| 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 25 Seiten) Illustrationen |
|---|---|
| Series: | CAMP working paper series. - Oslo, ISSN 1893-4811, ZDB-ID 2760202-3. - Vol. 2019, no. 11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:11250/2634381 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012175973