Forecasting Commodity Prices: Looking for a Benchmark
The random walk, no-change forecast is a customary benchmark in the literature on forecasting commodity prices. We challenge this custom by examining whether alternative models are more suited for this purpose. Based on a literature review and the results of two out-of-sample forecasting experiments...
שמור ב:
| Principais autores: | , |
|---|---|
| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
MDPI AG
2021-06-01
|
| סדרה: | Forecasting |
| נושאים: | |
| גישה מקוונת: | https://www.mdpi.com/2571-9394/3/2/27 |
| תגים: |
אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!
|