Temporal aggregation and the estimation of reverse regressions for commodities market models
Phillip A. Cartwright and Natalija Riabko
| Year of publication: |
2024
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|---|---|
| Authors: | Cartwright, Phillip A. ; Riabko, Natalija |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1. - New Jersey : World Scientific, ISBN 978-981-12-6322-4. - 2024, p. 261-281
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| Subject: | Commodities | Prices | Temporal aggregation | Oil | Causality | Forecasting | Non-nolrmality | Aggregation | Rohstoffpreis | Commodity price | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Rohstoffmarkt | Commodity market | Regressionsanalyse | Regression analysis | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045561