Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach-Reference-Cited by-同舟云学术

Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach

Published:2021-02-28 Issue:7 Volume:40 Page:1245-1273
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Crespo Cuaresma Jesus¹²³⁴⁵^ORCID,Hlouskova Jaroslava¹⁶⁷,Obersteiner Michael¹⁸

Affiliation:

1. International Institute for Applied Systems Analysis (IIASA) Laxenburg Austria

2. Department of Economics Vienna University of Economics and Business (WU) Vienna Austria

3. Wittgenstein Centre for Demography and Global Human Capital IIASA, VID/ÖAW, University of Vienna Vienna Austria

4. Austrian Institute of Economic Research (WIFO) Wien Austria

5. CESifo Munich Germany

6. Institute for Advanced Studies (IHS) Vienna Austria

7. Department of Economics, Faculty of National Economy University of Economics in Bratislava Bratislava Slovakia

8. Environmental Change Institute, School of Geography and Environment University of Oxford Oxford UK

Funder

H2020 Food

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2768

Reference18 articles.

1. Explaining commodity prices by a cointegrated time series-cross section model

2. Forecasting food prices: The case of corn, soybeans and wheat

3. Forecasting commodity prices: GARCH, jumps, and mean reversion

4. The dynamics of commodity prices

5. Can Exchange Rates Forecast Commodity Prices?*

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