Modeling and estimating commodity prices: copper prices
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11579-014-0140-2.pdf
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4. Chen, Y.-C., Rogoff, K., Rossi, B.: Can exchange rates forecast commodity prices? Q. J. Econ. 125(3), 1145–1194 (2010)
5. Cretì, A., Villeneuve, B.: Commodity storage with durable shocks: a simple markovian model. U. Paris-Dauphine, Technical report, CEREMADE (2013)
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