Optimal length of moving average to forecast futures basis
Year of publication: |
2010
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Authors: | Hatchett, Robert B. ; Brorsen, Wade ; Anderson, Kim B. |
Published in: |
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association. - Bozeman, Mont. [u.a.], ISSN 1068-5502, ZDB-ID 1121874-5. - Vol. 35.2010, 1, p. 18-33
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Subject: | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Agrarpreis | Agricultural price | Sojabohne | Soybean | Weizen | Wheat | USA | United States | 1979-2008 |
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