Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Forecasting Agricultural Commodity Prices with Asymmetric-Error GARCH Models

7 references·3 citing·37 second hop

FromToDepth

this work references cited by second hop

References

1986Generalized autoregressive conditional heteroskedasticity22,329 cited
1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
1986On Approximating the Statistical Properties of Elasticities2,382 cited
1994Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator617 cited
1992Nonlinear Dynamics of Daily Cash Prices93 cited
2001A flexible parametric GARCH model with an application to exchange rates78 cited

Cited by

2019Adaptive learning forecasting, with applications in forecasting agricultural prices51 cited
2019Forecasting Wheat Prices Based on Past Behavior: Comparison of Different Modelling Approaches34 cited
2014Beyond the negative relation between return and conditional volatility in the wine market30 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work