Fundamentals, speculation or macroeconomic conditions? : modelling and forecasting Arabica coffee prices
Jesus Crespo Cuaresma, Jaroslava Hlouskova and Michael Obersteiner
| Year of publication: |
2018
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|---|---|
| Authors: | Crespo Cuaresma, Jesús ; Hlouskova, Jaroslava ; Obersteiner, Michael |
| Published in: |
European review of agricultural economics : ERAE. - Oxford : Univ. Press, ISSN 0165-1587, ZDB-ID 186964-4. - Vol. 45.2018, 4, p. 583-615
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| Subject: | commodity prices | coffee | forecasting | forecast combination | vector autoregressive models | model uncertainty | model averaging | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Modellierung | Scientific modelling | Kaffee | Coffee | Rohstoffpreis | Commodity price | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Preis | Price | Prognose | Forecast | Kaffeemarkt | Coffee market | Spekulation | Speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/erae/jby010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012244450