ARCH-GARCH analysis: An approach to determine the price volatility of red chili

EP Lestari, SDW Prajanti, W Wibawanto… - AGRARIS: Journal of …, 2022 - journal.umy.ac.id
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 …

Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets

S Ali, M Naveed, NS Al-Nassar, N Mirza - Resources Policy, 2024 - Elsevier
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 …

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 …

[PDF][PDF] Comparison of GARCH, LSTM, and Hybrid GARCH-LSTM Models for Analyzing Data Volatility

LNA Mualifah, AM Soleh, KA Notodiputro - Int. J. Advance Soft Compu …, 2024 - i-csrs.org
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 …

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 …