The role of oil price in the forecasts of agricultural commodity prices
© Springer International Publishing AG 2018. The objective of this paper is to examine whether including oil price to the agricultural prices forecasting model can improve the forecasting performance. We employ linear Bayesian vector autoregressive (BVAR) and Markov switching Bayesian vector autoreg...
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Main Authors: | Rossarin Osathanunkul, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta |
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格式: | Book Series |
出版: |
2018
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在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037843947&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43872 |
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機構: | Chiang Mai University |
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