A functional time series analysis of forward curves derived from commodity futures-Reference-Cited by-同舟云学术

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A functional time series analysis of forward curves derived from commodity futures

Published:2020-04 Issue:2 Volume:36 Page:646-665
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Horváth Lajos,Liu Zhenya,Rice Gregory,Wang Shixuan

Funder

Fundamental Research Funds for the Central Universities

Research Funds of Renmin University of China

the Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

Business and International Management

Reference59 articles.

1. Rblpapi: R interface to “bloomberg”;Armstrong,2017

2. Functional generalized autoregressive conditional heteroskedasticity;Aue;Journal of Time Series Analysis,2017

3. Rank regularized estimation of approximate factor models;Bai;Journal of Econometrics,2019

4. Forecasting the term structure of crude oil futures prices with neural networks;Baruník;Applied Energy,2016

5. Macroeconomic forecasting and structural analysis through regularized reduced-rank regression;Bernardini;International Journal of Forecasting,2015

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