Regime-dependent commodity price dynamics : a predictive analysis
Year of publication: |
2024
|
---|---|
Authors: | Crespo Cuaresma, Jesús ; Fortin, Ines ; Hlouskova, Jaroslava ; Obersteiner, Michael |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 7, p. 2822-2847
|
Subject: | commodity prices | forecast performance | forecasting | states of economy | threshold models | Rohstoffpreis | Commodity price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Schätzung | Estimation |
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