Soybean futures price forecasting using dynamic model averaging : do the predictors change over time?
Tao Xiong and Zhongyi Hu
| Year of publication: |
2021
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| Authors: | Xiong, Tao ; Hu, Zhongyi |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 4, p. 1198-1214
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| Subject: | Dynamic model averaging | forecasting | soybean futures | time-varying | Sojabohne | Soybean | Prognoseverfahren | Forecasting model | Prognose | Forecast | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1618265 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483322