Agricultural commodity futures prices prediction via long- and short-term time series network
In this study, we attempt to predict global agricultural commodity futures prices through analysis of multivariate time series. Our motivation is based on the notion that datasets of agricultural commodity futures prices involves a mixture of long- and short-term information, linear and non-linear s...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2019-01-01
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| Series: | Journal of Applied Economics |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/15140326.2019.1668664 |