Commodity futures price behaviour following large one-day price changes
نویسندگان
چکیده
منابع مشابه
Performance Analysis of Four Decomposition-Ensemble Models for One-Day-Ahead Agricultural Commodity Futures Price Forecasting
Agricultural commodity futures prices play a significant role in the change tendency of these spot prices and the supply–demand relationship of global agricultural product markets. Due to the nonlinear and nonstationary nature of this kind of time series data, it is inevitable for price forecasting research to take this nature into consideration. Therefore, we aim to enrich the existing researc...
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ژورنال
عنوان ژورنال: Applied Financial Economics
سال: 2014
ISSN: 0960-3107,1466-4305
DOI: 10.1080/09603107.2014.914140