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  • Search: subject:"Newton-optimal method"
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Year of publication
Subject
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NON-stationary Extreme ValueAnalysis (NEVA) 2 Newton-optimal method 2 agricultural commodity future prices 2 extreme value 2
Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Chukiat Chaiboonsri 1 Jittima Singvejsakul 1 Songsak Sriboonchitta 1
Published in...
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Economies 1 Economies : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
The optimization of Bayesian extreme value: Empirical evidence for the agricultural commodities in the US
In: Economies 9 (2021) 1, pp. 1-10
Bayesian extreme value analysis was used to forecast the optimal point in agricultural commodity futures prices in the United States for cocoa, coffee, corn, soybeans and wheat. Data were collected daily between 2000 and 2020. The estimation of extreme value can be empirically interpreted as...
Persistent link: https://www.econbiz.de/10013199768
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Cover Image
The optimization of Bayesian extreme value : empirical evidence for the agricultural commodities in the US
Jittima Singvejsakul; Chukiat Chaiboonsri; Songsak … - In: Economies : open access journal 9 (2021) 1/30, pp. 1-10
Bayesian extreme value analysis was used to forecast the optimal point in agricultural commodity futures prices in the United States for cocoa, coffee, corn, soybeans and wheat. Data were collected daily between 2000 and 2020. The estimation of extreme value can be empirically interpreted as...
Persistent link: https://www.econbiz.de/10012484315
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