El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; Pierdzioch, Christian

doi:10.1002/for.2914

El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices

Evidence from a machine learning approach

Publication date

2022-09-28

Document type

Forschungsartikel

Author

Bonato, Matteo

Çepni, Oğuzhan

Gupta, Rangan

Pierdzioch, Christian

Organisational unit

VWL, insb. Monetäre Ökonomik

DOI

10.1002/for.2914

URI

https://openhsu.ub.hsu-hh.de/handle/10.24405/19312

Publisher

Wiley

Series or journal

Journal of Forecasting

ISSN

1099-131X

Periodical volume

42

Periodical issue

4

First page

785

Last page

801

Peer-reviewed

✅

Part of the university bibliography

✅

Language

English

Description

This is an open access article under the terms of the Creative Commons Attribution-NonCommercial-NoDerivs License (http://creativecommons.org/licenses/by-nc-nd/4.0/).

Version

Published version

Access right on openHSU

Metadata only access