Forecasting energy commodity prices : a large global dataset sparse approach
Davide Ferrari, Francesco Ravazzolo, Joaquin Vespignani
| Year of publication: |
2021
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|---|---|
| Authors: | Ferrario, Davide L. ; Ravazzolo, Francesco ; Vespingnani, Joaquin |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 98.2021, p. 1-12
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105268 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012872633