Price Forecasting Through Multivariate Spectral Analysis: Evidence for Commodities of BM&Fbovespa

Price Forecasting Through Multivariate Spectral Analysis: Evidence for Commodities of BM&Fbovespa

ABSTRACT This study aimed to forecast the prices of a group of commodities through the multivariate spectral analysis model and compare them with those obtained by classical forecasting and neural network models. The choice of commodities such as ethanol, cattle, corn, coffee and soy was due to the...

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Bibliographic Details
Main Authors: Carlos Alberto Orge Pinheiro, Valter de Senna
Format: Article
Language:English
Published: FUCAPE Business School 2016-01-01
Series:BBR: Brazilian Business Review
Subjects:
keywords
spectrum analysis
forecast
commodities
Online Access:http://www.redalyc.org/articulo.oa?id=123047026006
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