Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes
In the described research three agricultural commodities (i.e., wheat, corn and soybean) spot prices were analyzed. In particular, one-month ahead forecasts were built with techniques like dynamic model averaging (DMA), the median probability model and Bayesian model averaging. The common features o...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-09-01
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| Series: | Sustainability |
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| Online Access: | https://www.mdpi.com/2071-1050/11/19/5305 |