The commodity risk premium and neural networks
Year of publication: |
2023
|
---|---|
Authors: | Rad, Hossein ; Low, Rand Kwong Yew ; Miffre, Joëlle ; Faff, Robert W. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 74.2023, p. 1-20
|
Subject: | Commodity risk premium | Macroeconomic and financial variables | Nonlinear and linear predictive models | Recurrent neural network | Neuronale Netze | Neural networks | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory | Rohstoffderivat | Commodity derivative |
-
Forecasting the term structure of crude oil futures prices with neural networks
Baruník, Jozef, (2015)
-
Predicting daily oil prices : linear and non-linear models
Dbouk, Wassim, (2018)
-
Neuronale Netze zur Prognose von Warenterminpreisen
Stolzke, Ulf A., (2000)
- More ...
-
The strategic allocation to style-integrated portfolios of commodity futures
Rad, Hossein, (2022)
-
Rad, Hossein, (2020)
-
Rad, Hossein, (2020)
- More ...