Out-of-sample testing price discovery in commodity markets : the case of soybeans
Hildegart Ahumada, Magdalena Cornejo
| Year of publication: |
November 2016
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|---|---|
| Authors: | Ahumada, Hildegart A. ; Cornejo, Magdalena |
| Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Hoboken, NJ : Wiley-Blackwell, ISSN 0169-5150, ZDB-ID 742889-3. - Vol. 47.2016, 6, p. 709-718
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| Subject: | Out-of-sample | Commodity price-discovery | Forecasts | Soybeans | Impulse saturation | Sojabohne | Soybean | Rohstoffmarkt | Commodity market | Warenbörse | Commodity exchange | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Rohstoffpreis | Commodity price |