ARCH-GARCH analysis: An approach to determine the price volatility of red chili
Red chili is an agricultural commodity with high price volatility. Several previous studies
stated that volatility was caused by weather effect on red chili production and shocks on …
stated that volatility was caused by weather effect on red chili production and shocks on …
Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets
Abstract The Global South, comprising nations in Africa, Asia, and Latin America, has
emerged as a dynamic economic force marked by shared challenges and aspirations for self …
emerged as a dynamic economic force marked by shared challenges and aspirations for self …
Impact of Climate Change on the Development of Viticulture in Central Poland: Autoregression Modeling SAT Indicator
D Maciejewska, D Olewnicki… - Agriculture, 2024 - mdpi.com
Ongoing climate change is having a profound impact on agriculture, which is attracting
attention from the scientific community. One of its effects is an increase in average …
attention from the scientific community. One of its effects is an increase in average …
[PDF][PDF] Comparison of GARCH, LSTM, and Hybrid GARCH-LSTM Models for Analyzing Data Volatility
Most statistical methods in time series analytics assume that the residuals are independently
and identically distributed with zero mean and constant variance. In real cases, this …
and identically distributed with zero mean and constant variance. In real cases, this …
Commodity prices under the threat of operational disruptions: Labor strikes at copper mines
V Fernandez, B Pastén-Henríquez… - Journal of Commodity …, 2023 - Elsevier
The threat of short-term supply disruptions may matter for commodity prices, although their
magnitude is hard to detect, for example due to anticipation, storage and to the relatively …
magnitude is hard to detect, for example due to anticipation, storage and to the relatively …