Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Year of publication: |
2011
|
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Authors: | Tonsor, Glynn T. ; Schroeder, Ted C. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 43.2011, 10/12, p. 1329-1339
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Subject: | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Rinderhaltung | Cattle farming | Zeitreihenanalyse | Time series analysis | Risiko | Risk | Rohstoffderivat | Commodity derivative |
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