- Abbott P, Borot de Battisti A (2011) Recent global food price shocks: causes, consequences and lessons for African governments and donors. J Afr Econ 20:i12–i62. https://doi.org/10.1093/jae/ejr007 .
Paper not yet in RePEc: Add citation now
- Abbott PC, Hurt C, Tyner WE (2009) What’s driving food prices? March 2009 update, Technical Report. https://doi.org/10.22004/ag.econ.48495 .
Paper not yet in RePEc: Add citation now
Abdollahi H, Ebrahimi SB (2020) A new hybrid model for forecasting Brent crude oil price. Energy 200:117520. https://doi.org/10.1016/j.energy.2020.117520 .
- Abedinia O, Amjady N, Shafie-Khah M, Catalão JP (2015) Electricity price forecast using combinatorial neural network trained by a new stochastic search method. Energy Convers Manag 105:642–654. https://doi.org/10.1016/j.enconman.2015.08.025 .
Paper not yet in RePEc: Add citation now
- Abhinav R, Pindoriya NM (2018) Electricity price forecast for optimal energy management for wind power producers: a case study in Indian power market. In: 2018 IEEE Innovative smart grid technologies-Asia (ISGT Asia), organization IEEE, pp 1233–1238. https://doi.org/10.1109/ISGT-Asia.2018.8467870 .
Paper not yet in RePEc: Add citation now
- Abraham ER, Mendes dos Reis JG, Vendrametto O, Oliveira Costa Neto PLd, Carlo Toloi R, Souza AEd, Oliveira Morais Md (2020) Time series prediction with artificial neural networks: an analysis using Brazilian soybean production. Agriculture 10:475. https://doi.org/10.3390/agriculture10100475 .
Paper not yet in RePEc: Add citation now
- Abreham Y (2019) Techniques, coffee price pridiction using machine-learning, Ph.D. thesis ASTU.
Paper not yet in RePEc: Add citation now
- Adli KA (2020) model, Forecasting steel prices using ARIMAX model: a case study of Turkey, The International Journal of Business Management and Technology.
Paper not yet in RePEc: Add citation now
Adli KA, Sener U (2021) Forecasting of the US steel prices with LVAR and VEC models. Bus Econ Res J 12:509–522.
- Al Bataineh A, Kaur D (2018) A comparative study of different curve fitting algorithms in artificial neural network using housing dataset. In: NAECON 2018-IEEE national aerospace and electronics conference, organization IEEE, pp 174–178. https://doi.org/10.1109/NAECON.2018.8556738 .
Paper not yet in RePEc: Add citation now
- Alameer Z, Abd Elaziz M, Ewees A. A, Ye H, Jianhua Z (2019) Forecasting copper prices using hybrid adaptive neuro-fuzzy inference system and genetic algorithms. Nat Resour Res 28:1385–1401. https://doi.org/10.1007/s11053-019-09473-w .
Paper not yet in RePEc: Add citation now
Alameer Z, Fathalla A, Li K, Ye H, Jianhua Z (2020) Multistep-ahead forecasting of coal prices using a hybrid deep learning model. Resour Policy 65:11588. https://doi.org/10.1016/j.resourpol.2020.101588 .
- Altan A, Karasu S, Zio E (2021) A new hybrid model for wind speed forecasting combining long short-term memory neural network, decomposition methods and grey wolf optimizer. Appl Soft Comput 100:106996. https://doi.org/10.1016/j.asoc.2020.106996 .
Paper not yet in RePEc: Add citation now
Andreyeva T, Long MW, Brownell KD (2010) The impact of food prices on consumption: a systematic review of research on the price elasticity of demand for food. Am J Public Health 100:216–222. https://doi.org/10.2105/AJPH.2008.151415 .
- Antwi E, Gyamfi EN, Kyei KA, Gill R, Adam AM (2022) Modeling and forecasting commodity futures prices decomposition approach. IEEE Access 10:27484–27503. https://doi.org/10.1109/ACCESS.2022.3152694 .
Paper not yet in RePEc: Add citation now
- Arık E, Mutlu E (2014) Chinese steel market in the post-futures period. Resour Policy 42:10–17. https://doi.org/10.1016/j.resourpol.2014.08.002 .
Paper not yet in RePEc: Add citation now
- Aruna S, Umamaheswari P, Sujipriya J, et al. (2021) Prediction of potential gold prices using machine learning approach. Annals of the Romanian Society for Cell Biology, pp 1385–1396.
Paper not yet in RePEc: Add citation now
Awokuse TO, Yang J (2003) The informational role of commodity prices in formulating monetary policy: a reexamination. Econ Lett 79:219–224. https://doi.org/10.1016/S0165-1765(02)00331-2 .
- Ayankoya K, Greyling JH (2016) Using neural networks for predicting futures contract prices of white maize in South Africa. In: Proceedings of the annual conference of the south african institute of computer scientists and information technologists, pp 1–10. https://doi.org/10.1145/2987491.2987508 .
Paper not yet in RePEc: Add citation now
- Babula RA, Bessler DA, Reeder J, Somwaru A (2004) Modeling US soy-based markets with directed acyclic graphs, Bernanke structural VAR, methods: the impacts of high soy meal and soybean prices. Journal of Food Distribution Research 35:29–52. https://doi.org/10.22004/ag.econ.27559 .
Paper not yet in RePEc: Add citation now
- Bakhtadze N, Maximov E, Maximova N (2021) Local wheat price prediction models. In: 2021 IEEE 7th International conference on control science and systems engineering (ICCSSE), organization IEEE, 223–227. https://doi.org/10.1109/ICCSSE52761.2021.9545154 .
Paper not yet in RePEc: Add citation now
- Batra D. (2014) Comparison between Levenberg-Marquardt and scaled conjugate gradient training algorithms for image compression using MLP. International Journal of Image Processing (IJIP) 8:412–422.
Paper not yet in RePEc: Add citation now
- Bayona-Oré S, Cerna R, Tirado Hinojoza E (2021) Machine learning for price prediction for agricultural products. https://doi.org/10.37394/23207.2021.18.92 .
Paper not yet in RePEc: Add citation now
- Benjamin C, Houee-Bigot M, Tavera C (2009) What are the long-term drivers of food prices? Investigating improvements in the accuracy of prediction intervals for the forecast of food prices, type Technical Report. https://doi.org/10.22004/ag.econ.49436 .
Paper not yet in RePEc: Add citation now
Benrhmach G, Namir K, Namir A, Bouyaghroumni J (2020) Nonlinear autoregressive neural network and extended kalman filters for prediction of financial time series, Journal of Applied Mathematics, 2020. https://doi.org/10.1155/2020/5057801 .
Bessler DA (1982) Adaptive expectations the exponentially weighted forecast, and optimal statistical predictors a revisit. Agric Econ Res 34:16–23. https://doi.org/10.22004/ag.econ.148819 .
Bessler DA (1990) Forecasting multiple time series with little prior information. Am J Agric Econ 72:788–792. https://doi.org/10.2307/1243059 .
Bessler DA, Babula RA (1987) Forecasting wheat exports: do exchange rates matter?. J Bus Econ Stat 5:397–406. https://doi.org/10.2307/1391615 .
- Bessler DA, Brandt JA (1981) Forecasting livestock prices with individual and composite methods. Appl Econ 13:513–522. https://doi.org/10.1080/00036848100000016 .
Paper not yet in RePEc: Add citation now
Bessler DA, Brandt JA (1992) An analysis of forecasts of livestock prices. J Econ Behav Organ 18:249–263. https://doi.org/10.1016/0167-2681(92)90030-F .
- Bessler DA, Chamberlain PJ (1988) Composite forecasting with Dirichlet priors. Decis Sci 19:771–781. https://doi.org/10.1111/j.1540-5915.1988.tb00302.x .
Paper not yet in RePEc: Add citation now
Bessler DA, Hopkins JC (1986) Forecasting an agricultural system with random walk priors. Agr Syst 21:59–67. https://doi.org/10.1016/0308-521X(86)90029-6 .
Bessler DA, Kling JL (1986) Forecasting vector autoregressions with Bayesian priors. Am J Agric Econ 68:144–151. https://doi.org/10.2307/1241659 .
- Bessler DA, Wang Z (2012) D-separation, forecasting, and economic science: a conjecture. Theor Decis 73:295–314. https://doi.org/10.1007/s11238-012-9305-8 .
Paper not yet in RePEc: Add citation now
Bessler DA, Yang J, Wongcharupan M (2003) Price dynamics in the international wheat market: modeling with error correction and directed acyclic graphs. J Reg Sci 43:1–33. https://doi.org/10.1111/1467-9787.00287 .
- Bin D (2007) The empirical study on dynamic relationship between domestic and global steel price. In: 2007 International conference on wireless communications, networking and mobile computing, organization IEEE, pp 4347–4350. https://doi.org/10.1109/WICOM.2007.1072 .
Paper not yet in RePEc: Add citation now
Brandt JA, Bessler DA (1981) Composite forecasting: an application with US hog prices. Am J Agric Econ 63:135–140. https://doi.org/10.2307/1239819 .
- Brandt JA, Bessler DA (1982) Forecasting with a dynamic regression model: a heuristic approach. North Central Journal of Agricultural Economics 4:27–33. https://doi.org/10.2307/1349096 .
Paper not yet in RePEc: Add citation now
- Brandt JA, Bessler DA (1983) Price forecasting evaluation: an application in agriculture. J Forecast 2:237–248. https://doi.org/10.1002/for.3980020306 .
Paper not yet in RePEc: Add citation now
- Brandt JA, Bessler DA (1984) Forecasting with vector autoregressions versus a univariate ARIMA process: an empirical example with US hog prices. North Central Journal of Agricultural Economics 4:29–36. https://doi.org/10.2307/1349248 .
Paper not yet in RePEc: Add citation now
- Brock WA, Scheinkman JA, Dechert WD, LeBaron B (1996) A test for independence based on the correlation dimension. Econ Rev 15:197–235. https://doi.org/10.1080/07474939608800353 .
Paper not yet in RePEc: Add citation now
Çelik U, Başarir Ç (2017) The prediction of precious metal prices via artificial neural network by using RapidMiner. Alphanumeric Journal 5:45–54. https://doi.org/10.17093/alphanumeric.290381 .
- Chan S, Han G, Zhang W (2016) How strong are the linkages between real estate and other sectors in China?. Res Int Bus Financ 36:52–72. https://doi.org/10.1016/j.ribaf.2015.09.018 .
Paper not yet in RePEc: Add citation now
Chapoto A, Jayne TS (2009) The impacts of trade barriers and market interventions on maize price predictability: evidence from Eastern and Southern Africa, Technical Report. https://doi.org/10.22004/ag.econ.56798 .
- Chen DT, Bessler DA (1987) Forecasting the US cotton industry: structural and time series approaches. In: Proceedings of the NCR-134 conference on applied commodity price analysis. forecasting, and market risk management, Chicago mercantile exchange, Chicago. https://doi.org/10.22004/ag.econ.285463 .
Paper not yet in RePEc: Add citation now
Chen DT, Bessler DA (1990) Forecasting monthly cotton price: structural and time series approaches. Int J Forecast 6:103–113. https://doi.org/10.1016/0169-2070(90)90101-G .
- Chiroma H, Abdul-Kareem S, Muaz SA, Khan A, Sari EN, Herawan T (2014) Neural network intelligent learning algorithm for inter-related energy products applications. In: International conference in swarm intelligence, organization Springer, 284–293. https://doi.org/10.1007/978-3-319-11857-4_32 .
Paper not yet in RePEc: Add citation now
- Chou M-T (2016) Dynamic economic relations among steel price indices. J Mar Sci Technol 24:3. https://doi.org/10.6119/JMST-016-0504-1 .
Paper not yet in RePEc: Add citation now
- Dacha K, Cherukupalli R, Sinha A (2021) Food index forecasting. In: Applied advanced analytics, publisher Springer, pp. 125–134. https://doi.org/10.1007/978-981-33-6656-5_11 .
Paper not yet in RePEc: Add citation now
- de Melo B, Júnior CN, Milioni AZ (2004) Daily sugar price forecasting using the mixture of local expert models, WIT Transactions on Information and Communication Technologies, pp 33. https://doi.org/10.2495/DATA040221 .
Paper not yet in RePEc: Add citation now
- Degife WA, Sinamo A (2019) Efficient predictive model for determining critical factors affecting commodity price: the case of coffee in Ethiopian Commodity Exchange (ECX). Int J Inf Eng Electron Bus 11:32–36. https://doi.org/10.5815/ijieeb.2019.06.05 .
Paper not yet in RePEc: Add citation now
- Deina C, do Amaral Prates MH, Alves CHR, Martins MSR, Trojan F, Stevan Jr SL, Siqueira HV (2021) A methodology for coffee price forecasting based on extreme learning machines, Information Processing in Agriculture. https://doi.org/10.1016/j.inpa.2021.07.003 .
Paper not yet in RePEc: Add citation now
- Dergiades T, Martinopoulos G, Tsoulfidis L (2013) Energy, consumption growth economic: parametric and non-parametric causality testing for the case of Greece. Energy Econ 36:686–697. https://doi.org/10.1016/j.eneco.2012.11.017 .
Paper not yet in RePEc: Add citation now
- Dias J, Rocha H (2019) Forecasting wheat prices based on past behavior: comparison of different modelling approaches. In: International conference on computational science and its applications, organization Springer, pp 167–182. https://doi.org/10.1007/978-3-030-24302-9_13 .
Paper not yet in RePEc: Add citation now
Diebold FX, Mariano RS (2002) Comparing predictive accuracy. J Bus Econ Stat 20:134–144. https://doi.org/10.2307/1392185 .
- Doan CD, Liong S-y (2004) Generalization for multilayer neural network Bayesian regularization or early stopping. In: Proceedings of asia pacific association of hydrology and water resources 2nd conference, pp 5–8.
Paper not yet in RePEc: Add citation now
Drachal K, Pawłowski M (2021) A review of the applications of genetic algorithms to forecasting prices of commodities. Economies 9:6. https://doi.org/10.3390/economies9010006 .
- Elfahham Y (2019) Estimation and prediction of construction cost index using neural networks, time series, and regression. Alex Eng J 58:499–506. https://doi.org/10.1016/j.aej.2019.05.002 .
Paper not yet in RePEc: Add citation now
- Erkan TE, Karaçor AG (2020) On predictability of precious metals towards robust trading. International Scientific Journal “Industry 4.0” 5:87–89.
Paper not yet in RePEc: Add citation now
- Faghih Mohammadi Jalali M, Heidari H (2018) Forecasting palladium price using GM (1, 1). Glob Anal Discret Math 3:1–9. https://doi.org/10.22128/GADM.2018.114 .
Paper not yet in RePEc: Add citation now
- Faghih SAM, Kashani H (2018) Forecasting construction material prices using vector error correction model. J Constr Eng Manag 144:04018075. https://doi.org/10.1061/(ASCE)CO.1943-7862.0001528 .
Paper not yet in RePEc: Add citation now
Fang Y, Guan B, Wu S, Heravi S (2020) Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices. J Forecast 39:877–886. https://doi.org/10.1002/for.2665 .
- Filippi P, Jones EJ, Wimalathunge NS, Somarathna PD, Pozza LE, Ugbaje SU, Jephcott TG, Paterson SE, Whelan BM, Bishop TF (2019) An approach to forecast grain crop yield using multi-layered, multi-farm data sets and machine learning. Precis Agric 20:1015–1029. https://doi.org/10.1007/s11119-018-09628-4 .
Paper not yet in RePEc: Add citation now
Forestal R L, Pi S-M (2021) Using artificial neural networks, price optimal scaling model to forecast agriculture commodity: an ecological-economic approach. Adv Manag Appl Econ 11:29–55.
Fujihara RA, Mougoué M (1997) An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets. Journal of Futures Markets: Futures, Options, and Other Derivative Products 17:385–416. https://doi.org/10.1002/(SICI)1096-9934(199706)17:4<385::AID-FUT2>3.0.CO;2-D 3.0.CO;2-D TargetType=DOI> .
- Ganokratanaa T, Ketcham M (2021) Deep index price forecasting in steel industry. In: 2021 18th International joint conference on computer science and software engineering (JCSSE), organization IEEE, pp 1–6. https://doi.org/10.1109/JCSSE53117.2021.9493843 .
Paper not yet in RePEc: Add citation now
- Gligorić Z, Gligorić M, Halilović D, Beljić C, Urošević K (2020) Hybrid stochastic-grey model to forecast the behavior of metal price in the mining industry. Sustainability 12:6533. https://doi.org/10.3390/su12166533 .
Paper not yet in RePEc: Add citation now
- Gollou AR, Ghadimi N (2017) A new feature selection and hybrid forecast engine for day-ahead price forecasting of electricity markets. Journal of Intelligent & Fuzzy Systems 32:4031–4045. https://doi.org/10.3233/JIFS-152073 .
Paper not yet in RePEc: Add citation now
- Gómez D, Salvador P, Sanz J, Casanova JL (2021) Modelling wheat yield with antecedent information, satellite and climate data using machine learning methods in Mexico. Agric For Meteorol 300:108317. https://doi.org/10.1016/j.agrformet.2020.108317 .
Paper not yet in RePEc: Add citation now
Guo Z, Fu Z (2010) Current situation of energy consumption and measures taken for energy saving in the iron and steel industry in China. Energy 35:4356–4360. https://doi.org/10.1016/j.energy.2009.04.008 .
- Gurung B, Singh K, Paul RK, Panwar S, Gurung B, Lepcha L (2017) An alternative method for forecasting price volatility by combining models. Comput Stat Simul Comput 46:4627–4636. https://doi.org/10.1080/03610918.2015.1124115 .
Paper not yet in RePEc: Add citation now
- Hagan MT, Menhaj MB (1994) Training feedforward networks with the Marquardt algorithm. IEEE Trans Neural Netw 5:989–993. https://doi.org/10.1109/72.329697 .
Paper not yet in RePEc: Add citation now
- Handoyo S, Chen YP (2020) The developing of fuzzy system for multiple time series forecasting with generated rule bases and optimized consequence part. SSRG Int J Eng Trends Technol 68:118–122. https://doi.org/10.14445/22315381/IJETT-V68I12P220 .
Paper not yet in RePEc: Add citation now
- Hao Y, Tian C (2020) A hybrid framework for carbon trading price forecasting: the role of multiple influence factor. J Clean Prod 262:120378. https://doi.org/10.1016/j.jclepro.2020.120378 .
Paper not yet in RePEc: Add citation now
- Harris JJ (2017) A machine learning approach to forecasting consumer food prices.
Paper not yet in RePEc: Add citation now
Harvey D, Leybourne S, Newbold P (1997) Testing the equality of prediction mean squared errors. Int J Forecast 13:281–291. https://doi.org/10.1016/S0169-2070(96)00719-4 .
- Huang Y, Dai X, Wang Q, Zhou D (2021) A hybrid model for carbon price forecasting using GARCH and long short-term memory network. Appl Energy 285:116485. https://doi.org/10.1016/j.apenergy.2021.116485 .
Paper not yet in RePEc: Add citation now
- HUY HT, THAC HN, THU HNT, NHAT AN, NGOC VH (2019) Econometric combined with neural network for coffee price forecasting, Journal of Applied Economic Sciences vol 14.
Paper not yet in RePEc: Add citation now
- Huynh TLD (2020) The effect of uncertainty on the precious metals market: new insights from transfer entropy and neural network VAR. Resour Policy 66:101623. https://doi.org/10.1016/j.resourpol.2020.101623 .
Paper not yet in RePEc: Add citation now
Indriawan I, Liu Q, Tse Y (2019) Market quality and the connectedness of steel rebar and other industrial metal futures in China. J Futur Mark 39:1383–1393. https://doi.org/10.1002/fut.22001 .
Jabeur SB, Khalfaoui R, Arfi WB (2021) The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: evidence from explainable machine learning. J Environ Manag 298:113511. https://doi.org/10.1016/j.jenvman.2021.113511 .
Jabeur SB, Mefteh-Wali S, Viviani J-L (2021) Forecasting gold price with the XGBoost algorithm and SHAP interaction values, Annals of Operations Research, pp 1–21. https://doi.org/10.1007/s10479-021-04187-w .
- Jaipuria S (2019) Prediction of LAM coke price using ANN and ANFIS model. Comput Int J Appl Res Manag Econ 2:7–17. https://doi.org/10.33422/ijarme.v2i3.267 .
Paper not yet in RePEc: Add citation now
- Jaiswal R, Jha GK, Kumar RR, Choudhary K (2022) Deep long short-term memory based model for agricultural price forecasting. Neural Comput and Applic 34:4661–4676. https://doi.org/10.1007/s00521-021-06621-3 .
Paper not yet in RePEc: Add citation now
- Jha GK, Sinha K (2014) Time-delay neural networks for time series prediction: an application to the monthly wholesale price of oilseeds in India. Neural Comput and Applic 24:563–571. https://doi.org/10.1007/s00521-012-1264-z .
Paper not yet in RePEc: Add citation now
- Jiang F, He J, Zeng Z (2019) Pigeon-inspired optimization and extreme learning machine via wavelet packet analysis for predicting bulk commodity futures prices. Sci China Inf Sci 62:1–19. https://doi.org/10.1007/s11432-018-9714-5 .
Paper not yet in RePEc: Add citation now
- Jiang H, Xu Y, Liu C (2014) Market effects on forecasting construction prices using vector error correction models. Int J Constr Manag 14:101–112. https://doi.org/10.1080/15623599.2014.899128 .
Paper not yet in RePEc: Add citation now
- Kanchymalay K, Salim N, Sukprasert A, Krishnan R, Hashim UR (2017) Multivariate time series forecasting of crude palm oil price using machine learning techniques. In: IOP Conference Series: Materials Science and Engineering, 226, organization IOP Publishing, pp 012117. https://doi.org/10.1088/1757-899X/226/1/012117 .
Paper not yet in RePEc: Add citation now
- Kano Y, Shimizu S et al (2003) Causal inference using nonnormality. In: Proceedings of the international symposium on science of modeling, the 30th anniversary of the information criterion, pp 261–270. http://www.ar.sanken.osaka-u.ac.jp/sshimizu/papers/aic30_web2.pdf .
Paper not yet in RePEc: Add citation now
- Kapl M, Müller WG (2010) Prediction of steel prices: a comparison between a conventional regression model and MSSA. Stat. and its Interface 3:369–375. https://doi.org/10.4310/SII.2010.v3.n3.a10 .
Paper not yet in RePEc: Add citation now
Karasu S, Altan A, Bekiros S, Ahmad W (2020) A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series. Energy 212:118750. https://doi.org/10.1016/j.energy.2020.118750 .
- Karasu S, Altan A, Saraç Z, Hacioğlu R (2017) Estimation of fast varied wind speed based on NARX neural network by using curve fitting. Int J Energy Appl Technol 4:137–146. https://dergipark.org.tr/en/download/article-file/354536 .
Paper not yet in RePEc: Add citation now
- Karasu S, Altan A, Saraç Z, Hacioğlu R (2017) Prediction of wind speed with non-linear autoregressive (NAR) neural networks. In: 2017 25th Signal processing and communications applications conference (SIU), organization IEEE, pp 1–4. https://doi.org/10.1109/SIU.2017.7960507 .
Paper not yet in RePEc: Add citation now
- Kayri M (2016) Predictive abilities of Bayesian regularization and Levenberg–Marquardt algorithms in artificial neural networks: a comparative empirical study on social data. Math Comput Appl 21:20. https://doi.org/10.3390/mca21020020 .
Paper not yet in RePEc: Add citation now
- Khamis A, Abdullah S (2014) Forecasting wheat price using backpropagation and NARX neural network. The Int J Eng Sci 3:19–26.
Paper not yet in RePEc: Add citation now
- Khan TA, Alam M, Shahid Z, Mazliham M (2019) Comparative performance analysis of Levenberg-Marquardt, Bayesian regularization and scaled conjugate gradient for the prediction of flash floods. J Inf Commun Technolo Robot Appl 10:52–58. http://jictra.com.pk/index.php/jictra/article/view/188/112 .
Paper not yet in RePEc: Add citation now
Kim K, Lim S (2019) Price discovery and volatility spillover in spot and futures markets: evidences from steel-related commodities in China. Appl Econ Lett 26:351–357. https://doi.org/10.1080/13504851.2018.1478385 .
- Kim S, Abediniangerabi B, Shahandashti M, ASCE M (2021) Pipeline construction cost forecasting using multivariate time series methods. Journal of Pipeline Systems Engineering and Practice 12:04021026. https://doi.org/10.1061/(ASCE)PS.1949-1204.0000553 .
Paper not yet in RePEc: Add citation now
Kling JL, Bessler DA (1985) A comparison of multivariate forecasting procedures for economic time series. Int J Forecast 1:5–24. https://doi.org/10.1016/S0169-2070(85)80067-4 .
- Kohzadi N, Boyd MS, Kermanshahi B, Kaastra I (1996) A comparison of artificial neural network and time series models for forecasting commodity prices. Neurocomputing 10:169–181. https://doi.org/10.1016/0925-2312(95)00020-8 .
Paper not yet in RePEc: Add citation now
- Kouadio L, Deo RC, Byrareddy V, Adamowski JF, Mushtaq S, et al. (2018) Artificial intelligence approach for the prediction of Robusta coffee yield using soil fertility properties. Comput Electron Agric 155:324–338. https://doi.org/10.1016/j.compag.2018.10.014 .
Paper not yet in RePEc: Add citation now
- Lama A, Jha GK, Gurung B, Paul RK, Bharadwaj A, Parsad R (2016) A comparative study on time-delay neural network and garch models for forecasting agricultural commodity price volatility.
Paper not yet in RePEc: Add citation now
- Levenberg K (1944) A method for the solution of certain non-linear problems in least squares. Q Appl Math 2:164–168. https://doi.org/10.1090/qam/10666 .
Paper not yet in RePEc: Add citation now
- Li B, Ding J, Yin Z, Li K, Zhao X, Zhang L (2021) Optimized neural network combined model based on the induced ordered weighted averaging operator for vegetable price forecasting. Expert Syst Appl 168:114232. https://doi.org/10.1016/j.eswa.2020.114232 .
Paper not yet in RePEc: Add citation now
- Li G, Chen W, Li D, Wang D, Xu S (2020) Comparative study of short-term forecasting methods for soybean oil futures based on LSTM, SVR, ES and wavelet transformation. In: Journal of Physics: Conference Series, 1682, organizationIOP Publishing, pp 012007. https://doi.org/10.1088/1742-6596/1682/1/012007 .
Paper not yet in RePEc: Add citation now
- Li J, Li G, Liu M, Zhu X, Wei L (2020) A novel text-based framework for forecasting agricultural futures using massive online news headlines, International Journal of Forecasting. https://doi.org/10.1016/j.ijforecast.2020.02.002 .
Paper not yet in RePEc: Add citation now
Li J, Wu Q, Tian Y, Fan L (2021) Monthly Henry Hub natural gas spot prices forecasting using variational mode decomposition and deep belief network. Energy 227:120478. https://doi.org/10.1016/j.energy.2021.120478 .
Li Y, Li C, Zheng M (2014) A hybrid neural network and HP filter model for short-term vegetable price forecasting, 2014. https://doi.org/10.1155/2014/135862 .
Lin B, Wang X (2014) Exploring energy efficiency in China’s iron and steel industry: a stochastic frontier approach. Energy Policy 72:87–96. https://doi.org/10.1016/j.enpol.2014.04.043 .
- Lin B, Wang X (2015) Carbon emissions from energy intensive industry in China: evidence from the iron & steel industry. Renew Sustain Energy Rev 47:746–754. https://doi.org/10.1016/j.rser.2015.03.056 .
Paper not yet in RePEc: Add citation now
Lin B, Wu Y, Zhang L (2011) Estimates of the potential for energy conservation in the Chinese steel industry. Energy Policy 39:3680–3689. https://doi.org/10.1016/j.enpol.2011.03.077 .
- Liu Y, Li H, Guan J, Liu X, Guan Q, Sun Q (2019) Influence of different factors on prices of upstream, middle and downstream products in China’s whole steel industry chain: based on adaptive neural fuzzy inference system. Resour Policy 60:134–142. https://doi.org/10.1016/j.resourpol.2018.12.009 .
Paper not yet in RePEc: Add citation now
- Liu Y, Yang C, Huang K, Gui W (2020) Non-ferrous metals price forecasting based on variational mode decomposition and LSTM network. Knowl-Based Syst 188:105006. https://doi.org/10.1016/j.knosys.2019.105006 .
Paper not yet in RePEc: Add citation now
Liu Z, Wang Y, Zhu S, Zhang B, Wei L (2015) Steel prices index prediction in China based on BP neural network. In: LISS 2014, publisher Springer, pp 603–608. https://doi.org/10.1007/978-3-662-43871-8_87 .
Liu Z, Zhu S, Wang Y, Zhang B, Wei L (2015) Thread steel price index prediction in China based on ARIMA model. In: LISS 2014, publisher Springer, pp 609–614. https://doi.org/10.1007/978-3-662-43871-8_88 .
- Lopes LP (2018) Prediction of the Brazilian natural coffee price through statistical machine learning models. SIGMAE 7 :1–16.
Paper not yet in RePEc: Add citation now
- Lu Q, Sun S, Duan H, Wang S (2021) Analysis and forecasting of crude oil price based on the variable selection-LSTM integrated model. Energy Inform 4:1–20. https://doi.org/10.1186/s42162-021-00166-4 .
Paper not yet in RePEc: Add citation now
- Majid R (2018) Advances in statistical forecasting methods: an overview. Econ Aff 63:295479. https://doi.org/10.30954/0424-2513.4.2018.5 .
Paper not yet in RePEc: Add citation now
- Malliaris ME, Malliaris SG (2005) Forecasting energy product prices. In: Proceedings. 2005 IEEE international joint conference on neural networks, 2005. vol 5, organization IEEE, pp 3284–3289. https://doi.org/10.1109/IJCNN.2005.1556454 .
Paper not yet in RePEc: Add citation now
- Marquardt DW (1963) An algorithm for least-squares estimation of nonlinear parameters. J Soc Ind Appl Math 11:431–441. https://doi.org/10.1137/0111030 .
Paper not yet in RePEc: Add citation now
Matyjaszek M, Fernández PR, Krzemień A, Wodarski K, Valverde GF (2019) Forecasting coking coal prices by means of ARIMA models and neural networks, considering the transgenic time series theory. Resour Policy 61:283–292. https://doi.org/10.1016/j.resourpol.2019.02.017 .
- Mayabi TW (2019) An artificial neural network model for predicting retail maize prices in Kenya, Ph.D. thesis, University of Nairobi.
Paper not yet in RePEc: Add citation now
McIntosh CS, Bessler DA (1988) Forecasting agricultural prices using a Bayesian composite approach. J Agric Appl Econ 20:73–80. https://doi.org/10.1017/S0081305200017611 .
- Mele M, Magazzino C (2020) A machine learning analysis of the relationship among iron and steel industries, air pollution, and economic growth in China. J Clean Prod 277:123293. https://doi.org/10.1016/j.jclepro.2020.123293 .
Paper not yet in RePEc: Add citation now
- Melo Bd, Milioni AZ, Nascimento Júnior CL (2007) Daily and monthly sugar price forecasting using the mixture of local expert models. Pesquisa Operacional 27:235–246. https://doi.org/10.1590/S0101-74382007000200003 .
Paper not yet in RePEc: Add citation now
- Ming-Tao C, Bo-Ching H (2010) An analysis of the relationship between forward freight agreements and steel price index: an application of the vector ARMA model. Afr J Bus Manage 4:1149–1154.
Paper not yet in RePEc: Add citation now
- Mir M, Kabir HD, Nasirzadeh F, Khosravi A (2021) Neural network-based interval forecasting of construction material prices. J Build Eng 39:102288. https://doi.org/10.1016/j.jobe.2021.102288 .
Paper not yet in RePEc: Add citation now
- Mishra G, Singh A (2013) A study on forecasting prices of groundnut oil in Delhi by ARIMA methodology and artificial neural networks. Agris on-line Papers in Economics and Informatics 5:25–34. https://doi.org/10.22004/ag.econ.157527 .
Paper not yet in RePEc: Add citation now
- Moreno RS, Salazar OZ et al (2018) An artificial neural network model to analyze maize price behavior in Mexico. Appl Math 9:473. https://doi.org/10.4236/am.2018.95034 .
Paper not yet in RePEc: Add citation now
Mouchtaris D, Sofianos E, Gogas P, Papadimitriou T (2021) Forecasting natural gas spot prices with machine learning. Energies 14:5782. https://doi.org/10.3390/en14185782 .
- Møller MF (1993) A scaled conjugate gradient algorithm for fast supervised learning. Neural Netw 6:525–533. https://doi.org/10.1016/S0893-6080(05)80056-5 .
Paper not yet in RePEc: Add citation now
- Myat AK, Tun MTZ (2019) Predicting palm oil price direction using random forest. In: 2019 17th International conference on ict and knowledge engineering (ICT&KE), organization IEEE, pp 1–6. https://doi.org/10.1109/ICTKE47035.2019.8966799 .
Paper not yet in RePEc: Add citation now
- Naveena K, Subedar S, et al. (2017) Hybrid time series modelling for forecasting the price of washed coffee (Arabica plantation coffee) in India, International Journal of Agriculture Sciences, ISSN, pp 0975–3710.
Paper not yet in RePEc: Add citation now
- Negri P, Ramos P, Breitkopf M (2021) Regional commodities price volatility assessment using self-driven recurrent networks. In: Iberoamerican congress on pattern recognition, organization Springer, pp 361–370. https://doi.org/10.1007/978-3-030-93420-0_34 .
Paper not yet in RePEc: Add citation now
- Ou T-Y, Cheng C-Y, Chen P-J, Perng C (2016) Dynamic cost forecasting model based on extreme learning machine-a case study in steel plant. Comput Ind Eng 101:544–553. https://doi.org/10.1016/j.cie.2016.09.012 .
Paper not yet in RePEc: Add citation now
- Paluszek M, Thomas S (2020) Practical, MATLAB deep learning: a project-based approach publisher apress. https://link.springer.com/content/pdf/10.1007/978-1-4842-5124-9.pdf .
Paper not yet in RePEc: Add citation now
Paul C, Nwosu I, Ezenwanyi G, Chizoba L (2021) The optimal machine learning modeling of Brent crude oil price. Quarterly Journal of Econometrics Research 7:31–43. https://doi.org/10.18488/journal.88.2021.71.31.43 https://doi.org/10.18488/journal.88.2021.71.31.43 .
Pierdzioch C, Risse M (2020) Forecasting precious metal returns with multivariate random forests. Empir Econ 58:1167–1184. https://doi.org/10.1007/s00181-018-1558-9 .
Pierdzioch C, Risse M, Rohloff S (2016) Are precious metals a hedge against exchange-rate movements? An empirical exploration using Bayesian additive regression trees. The North American Journal of Economics and Finance 38:27–38. https://doi.org/10.1016/j.najef.2016.06.002 .
- Quan-Yin Z, Yong-Hu Y, Yun-Yang Y, Tian-Feng G (2014) A novel efficient adaptive sliding window model for week-ahead price forecasting. TELKOMNIKA Indonesian Journal of Electrical Engineering 12:2219–2226. 10.11591/telkomnika.v12i3.4490.
Paper not yet in RePEc: Add citation now
- Raju S, Sarker A, Das A, Islam M, Al-Rakhami MS, Al-Amri AM, Mohiuddin T, Albogamy FR (2022) An approach for demand forecasting in steel industries using ensemble learning, Complexity, 2022. https://doi.org/10.1155/2022/9928836 .
Paper not yet in RePEc: Add citation now
- Rasheed A, Younis MS, Ahmad F, Qadir J, Kashif M (2021) District wise price forecasting of wheat in Pakistan using deep learning. arXiv: 2103.04781 .
Paper not yet in RePEc: Add citation now
Ribeiro CO, Oliveira SM (2011) A hybrid commodity price-forecasting model applied to the sugar–alcohol sector. Aust J Agric Resour Econ 55:180–198. https://doi.org/10.1111/j.1467-8489.2011.00534.x .
- Ribeiro MHDM, dos Santos Coelho L (2020) Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series. Appl Soft Comput 86:105837. https://doi.org/10.1016/j.asoc.2019.105837 .
Paper not yet in RePEc: Add citation now
- Ribeiro MHDM, Ribeiro VHA, Reynoso-Meza G, dos Santos Coelho L (2019) Multi-objective ensemble model for short-term price forecasting in corn price time series. In: 2019 International joint conference on neural networks (ijcnn), organization IEEE, pp 1–8. https://doi.org/10.1109/IJCNN.2019.8851880 .
Paper not yet in RePEc: Add citation now
- RL M, Mishra AK (2021) Forecasting spot prices of agricultural commodities in India: application of deep-learning models, Intelligent Systems in Accounting. Finance and Management 28:72–83. https://doi.org/10.1002/isaf.148 .
Paper not yet in RePEc: Add citation now
- Roache MSK (2010) What explains the rise in food price volatility?, International Monetary Fund.
Paper not yet in RePEc: Add citation now
Robles M, Torero M, Von Braun J (2009) When speculation matters, Technical Report.
- Saâdaoui F (2017) A seasonal feedforward neural network to forecast electricity prices. Neural Comput and Applic 28:835–847. https://doi.org/10.1007/s00521-016-2356-y .
Paper not yet in RePEc: Add citation now
Sadorsky P (2021) Predicting gold and silver price direction using tree-based classifiers. Journal of Risk and Financial Management 14:198. https://doi.org/10.3390/jrfm14050198 .
Sahed A, Mekidiche M, Kahoui H (2020) Forecasting natural gas prices using nonlinear autoregressive neural network. Int J Math Sci Comput 5:37–46. https://doi.org/10.5815/ijmsc.2020.05.04 .
Schroeter C, Lusk J, Tyner W (2008) Determining the impact of food price and income changes on body weight. J Health Econ 27:45–68. https://doi.org/10.1016/j.jhealeco.2007.04.001 .
- Selvamuthu D, Kumar V, Mishra A (2019) Indian stock market prediction using artificial neural networks on tick data. Financial Innovation 5:16. https://doi.org/10.1186/s40854-019-0131-7 .
Paper not yet in RePEc: Add citation now
Serra T, Gil JM (2013) Price volatility in food markets: can stock building mitigate price fluctuations?. Eur Rev Agric Econ 40:507–528. https://doi.org/10.1093/erae/jbs041 .
- Shahhosseini M, Hu G, Archontoulis S (2020) Forecasting corn yield with machine learning ensembles. Front Plant Sci 11:1120. https://doi.org/10.3389/fpls.2020.01120 .
Paper not yet in RePEc: Add citation now
- Shahhosseini M, Hu G, Huber I, Archontoulis SV (2021) Coupling machine learning and crop modeling improves crop yield prediction in the US corn belt. Scientific reports 11:1–15. https://doi.org/10.1038/s41598-020-80820-1 .
Paper not yet in RePEc: Add citation now
- Shahwan T, Odening M (2007) Forecasting agricultural commodity prices using hybrid neural networks. In: Computational intelligence in economics and finance, publisher Springer, 63–74. https://doi.org/10.1007/978-3-540-72821-4_3 .
Paper not yet in RePEc: Add citation now
- Shimizu S, Hoyer PO, Hyvärinen A, Kerminen A, Jordan M (2006) A linear non-gaussian acyclic model for causal discovery. J Mach Learn Res 7:2003–2030. https://www.jmlr.org/papers/volume7/shimizu06a/shimizu06a.pdf?ref=https://codemonkey.link .
Paper not yet in RePEc: Add citation now
- Shimizu S, Inazumi T, Sogawa Y, Hyvärinen A, Kawahara Y, Washio T, Hoyer PO, Bollen K (2011) Directlingam: a direct method for learning a linear non-gaussian structural equation model. The Journal of Machine Learning Research 12:1225–1248. https://www.jmlr.org/papers/volume12/shimizu11a/shimizu11a.pdf .
Paper not yet in RePEc: Add citation now
- Shimizu S, Kano Y (2008) Use of non-normality in structural equation modeling: application to direction of causation. Journal of Statistical Planning and Inference 138:3483–3491. https://doi.org/10.1016/j.jspi.2006.01.017 .
Paper not yet in RePEc: Add citation now
- Shyu Y-W, Chang C-C (2022) A hybrid model of MEMD and PSO-LSSVR for steel price forecasting. International Journal Of Engineering And Management Research 12:30–40. https://doi.org/10.31033/ijemr.12.1.5 .
Paper not yet in RePEc: Add citation now
- Silalahi DD, et al. (2013) Application of neural network model with genetic algorithm to predict the international price of crude palm oil (CPO) and soybean oil (SBO). In: 12th National convention on statistics (NCS), mandaluyong City, Philippine, October pp 1-2.
Paper not yet in RePEc: Add citation now
- Silva N, Siqueira I, Okida S, Stevan SL, Siqueira H (2019) Neural networks for predicting prices of sugarcane derivatives. Sugar Tech 21:514–523. https://doi.org/10.1007/s12355-018-0648-5 .
Paper not yet in RePEc: Add citation now
- Singh A (2021) Comparison of artificial neural networks and statistical methods for forecasting prices of different edible oils in indian markets. International Research Journal of Modernization in Engineering Technology and Science 3:1044–1050.
Paper not yet in RePEc: Add citation now
- Singh A, Mishra G (2015) Application of Box-Jenkins method and artificial neural network procedure for time series forecasting of prices, Statistics in Transition new series, pp 16.
Paper not yet in RePEc: Add citation now
- Sohrabi P, Jodeiri Shokri B, Dehghani H (2021) Predicting coal price using time series methods and combination of radial basis function (RBF) neural network with time series, Miner Econ, pp 1–10. https://doi.org/10.1007/s13563-021-00286-z .
Paper not yet in RePEc: Add citation now
- Song L, Wang P, Hao M, Dai M, Xiang K, Li N, Chen W-Q (2020) Mapping provincial steel stocks and flows in China: 1978–2050. J Clean Prod 262:121393. https://doi.org/10.1016/j.jclepro.2020.121393 .
Paper not yet in RePEc: Add citation now
Sun G, Chen T, Wei Z, Sun Y, Zang H, Chen S (2016) A carbon price forecasting model based on variational mode decomposition and spiking neural networks. Energies 9:54. https://doi.org/10.3390/en9010054 .
- Supattana N (2014) Steel price index forecasting using ARIMA and ARIMAX model, National Institute of Development Administration.
Paper not yet in RePEc: Add citation now
- Surjandari I, Naffisah MS, Prawiradinata MI (2015) Text mining of twitter data for public sentiment analysis of staple foods price changes, Journal of Industrial and Intelligent Information, vol 3. https://doi.org/10.12720/jiii.3.3.253-257 .
Paper not yet in RePEc: Add citation now
- Tang B-q, Han J, Guo G-f, Chen Y, Zhang S (2019) Building material prices forecasting based on least square support vector machine and improved particle swarm optimization. Architectural Engineering and Design Management 15:196–212. https://doi.org/10.1080/17452007.2018.1556577 .
Paper not yet in RePEc: Add citation now
- Tcha M, Kim PJ (2019) Steel price projections. In: The economics of the east asia steel industries, publisher routledge, pp 225–256.
Paper not yet in RePEc: Add citation now
Tian L, Chen H, Zhen Z (2018) Research on the forward-looking behavior judgment of heating oil price evolution based on complex networks. Plos one 13:202209. https://doi.org/10.1371/journal.pone.0202209 .
- Tuo J, Zhang F (2020) Modelling the iron ore price index: a new perspective from a hybrid data reconstructed EEMD-GORU model. Journal of Management Science and Engineering 5:212–225. https://doi.org/10.1016/j.jmse.2020.08.003 .
Paper not yet in RePEc: Add citation now
- Wan H, Zhou Y (2021) Neural network model comparison and analysis of prediction methods using ARIMA and LSTM models. In: 2021 IEEE International conference on advances in electrical engineering and computer applications (AEECA), organization IEEE, pp 640–643. https://doi.org/10.1109/AEECA52519.2021.9574427 .
Paper not yet in RePEc: Add citation now
- Wang B, Wang J (2019) Energy futures prices forecasting by novel dpfwr neural network and DS-CID evaluation. Neurocomputing 338:1–15. https://doi.org/10.1016/j.neucom.2019.01.092 .
Paper not yet in RePEc: Add citation now
- Wang C, Xu J, Xu K, Yuan K, Qi Y, Mu Y (2019) Rolling forecast nature gas spot price with back propagation neural network. In: 2019 IEEE sustainable power and energy conference (iSPEC). https://doi.org/10.1109/iSPEC48194.2019.8974910 . IEEE, pp 2473–2477.
Paper not yet in RePEc: Add citation now
Wang J, Cao J, Yuan S, Cheng M (2021) Short-term forecasting of natural gas prices by using a novel hybrid method based on a combination of the CEEMDAN-SE-and the PSO-ALS-optimized GRU network, Energy, pp 121082. https://doi.org/10.1016/j.energy.2021.121082 .
Wang J, Dharmasena S, Bessler DA (2013) Price dynamics and forecasts of world and China vegetable oil markets, https://doi.org/10.22004/ag.econ.151150 .
- Wang J, Li X (2018) A combined neural network model for commodity price forecasting with SSA. Soft Comput 22:5323–5333. https://doi.org/10.1007/s00500-018-3023-2 .
Paper not yet in RePEc: Add citation now
- Wang L, Feng J, Sui X, Chu X, Mu W (2020) Agricultural product price forecasting methods: research advances and trend, British Food Journal. https://doi.org/10.1108/BFJ-09-2019-0683 .
Paper not yet in RePEc: Add citation now
- Wang T, Tian X, Hashimoto S, Tanikawa H (2015) Concrete transformation of buildings in China and implications for the steel cycle, Resources. Conserv Recycl 103:205–215. https://doi.org/10.1016/j.resconrec.2015.07.021 .
Paper not yet in RePEc: Add citation now
Wang T, Yang J (2010) Nonlinearity and intraday efficiency tests on energy futures markets. Energy Econ 32:496–503. https://doi.org/10.1016/j.eneco.2009.08.001 .
Wang Z, Bessler DA (2004) Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination. Int J Forecast 20:683–695. https://doi.org/10.1016/j.ijforecast.2004.01.002 .
Wegener C, von Spreckelsen C, Basse T, von Mettenheim H-J (2016) Forecasting government bond yields with neural networks considering cointegration. J Forecast 35:86–92. https://doi.org/10.1002/for.2385 .
- Wen G, Ma B-L, Vanasse A, Caldwell CD, Earl HJ, Smith DL (2021) Machine learning-based canola yield prediction for site-specific nitrogen recommendations. Nutr Cycl Agroecosyst 121:241–256. https://doi.org/10.1007/s10705-021-10170-5 .
Paper not yet in RePEc: Add citation now
- Wu B, Zhu Q (2012) Week-ahead price forecasting for steel market based on RBF NN and ASW. In: 2012 IEEE international conference on computer science and automation engineering, organization IEEE, pp 729–732. https://doi.org/10.1109/ICSESS.2012.6269570 .
Paper not yet in RePEc: Add citation now
Xiarchos IM (2005), Steel: price links between primary and scrap market, Technical Report. https://doi.org/10.22004/ag.econ.35655 .
- Xiong T, Li C, Bao Y (2018) Seasonal forecasting of agricultural commodity price using a hybrid STL and ELM method: evidence from the vegetable market in China. Neurocomputing 275:2831–2844. https://doi.org/10.1016/j.neucom.2017.11.053 .
Paper not yet in RePEc: Add citation now
Xu X (2014) Causality and price discovery in US corn markets: an application of error correction modeling and directed acyclic graphs, https://doi.org/10.22004/ag.econ.169806 .
- Xu X (2014) Cointegration and price discovery in US corn markets. In: Agricultural and resource economics seminar series, organization North Carolina State University. https://doi.org/10.13140/RG.2.2.30153.49768 .
Paper not yet in RePEc: Add citation now
Xu X (2014) Price discovery in US corn cash and futures markets, the role of cash market selection. https://doi.org/10.22004/ag.econ.169809 .
- Xu X (2015) Causality, price discovery and price forecasts: evidence from US corn cash and futures markets.
Paper not yet in RePEc: Add citation now
Xu X (2015) Cointegration among regional corn cash prices. Economics Bulletin 35:2581–2594. http://www.accessecon.com/Pubs/EB/2015/Volume35/EB-15-V35-I4-P259.pdf .
Xu X (2017) Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs. Empir Econ 52:731–758. https://doi.org/10.1007/s00181-016-1094-4 .
Xu X (2017) Short-run price forecast performance of individual and composite models for 496 corn cash markets. J Appl Stat 44:2593–2620. https://doi.org/10.1080/02664763.2016.1259399 .
Xu X (2017) The rolling causal structure between the Chinese stock index and futures. Fin Mkts Portfolio Mgmt 31:491–509. https://doi.org/10.1007/s11408-017-0299-7 .
Xu X (2018) Causal structure among us corn futures and regional cash prices in the time and frequency domain. J Appl Stat 45:2455–2480. https://doi.org/10.1080/02664763.2017.1423044 .
Xu X (2018) Cointegration and price discovery in US corn cash and futures markets. Empir Econ 55:1889–1923. https://doi.org/10.1007/s00181-017-1322-6 .
Xu X (2018) Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis. Empir Econ 54:1267–1295. https://doi.org/10.1007/s00181-017-1245-2 .
- Xu X (2018) Linear and nonlinear causality between corn cash and futures prices. Journal of Agricultural & Food Industrial Organization 16:20160006. https://doi.org/10.1515/jafio-2016-0006 .
Paper not yet in RePEc: Add citation now
- Xu X (2018) Using local information to improve short-run corn price forecasts, Journal of Agricultural & Food Industrial Organization, pp 16. https://doi.org/10.1515/jafio-2017-0018 .
Paper not yet in RePEc: Add citation now
- Xu X (2019) Contemporaneous and Granger causality among US corn cash and futures prices. Eur Rev Agric Econ 46:663–695. https://doi.org/10.1093/erae/jby036 .
Paper not yet in RePEc: Add citation now
- Xu X (2019) Contemporaneous causal orderings of CSI300 and futures prices through directed acyclic graphs. Economics Bulletin 39:2052–2077. http://www.accessecon.com/Pubs/EB/2019/Volume39/EB-19-V39-I3-P192.pdf .
Paper not yet in RePEc: Add citation now
Xu X (2019) Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach. Fin Mkts Portfolio Mgmt 33:155–181. https://doi.org/10.1007/s11408-019-00330-7 .
Xu X (2020) Corn cash price forecasting. Am J Agric Econ 102:1297–1320. https://doi.org/10.1002/ajae.12041 .
Xu X, Thurman W (2015) Forecasting local grain prices: an evaluation of composite models in 500 corn cash markets. https://doi.org/10.22004/ag.econ.205332 .
- Xu X, Thurman WN (2015) Using local information to improve short-run corn cash price forecasts. https://doi.org/10.22004/ag.econ.285845 .
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2021) Corn cash price forecasting with neural networks. Comput Electron Agric 184:106120. https://doi.org/10.1016/j.compag.2021.106120 .
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2021) House price forecasting with neural networks. Intelligent Systems with Applications 12:200052. https://doi.org/10.1016/j.iswa.2021.200052 .
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2021) Individual time series and composite forecasting of the Chinese stock index. Machine Learning with Applications 5:100035. https://doi.org/10.1016/j.mlwa.2021.100035 .
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2021) Network analysis of corn cash price comovements. Machine Learning with Applications 6:100140. https://doi.org/10.1016/j.mlwa.2021.100140 .
Paper not yet in RePEc: Add citation now
Xu X, Zhang Y (2021) Rent index forecasting through neural networks, Journal of Economic Studies. https://doi.org/10.1108/JES-06-2021-0316 .
- Xu X, Zhang Y (2022) Canola and soybean oil price forecasts via neural networks. Advances in Computational Intelligence 2:32. https://doi.org/10.1007/s43674-022-00045-9 .
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2022) Cointegration between housing prices: evidence from one hundred chinese cities, Journal of Property Research. https://doi.org/10.1080/09599916.2022.2114926 .
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2022) Coking coal futures price index forecasting with the neural network, Mineral Economics, https://doi.org/10.1007/s13563-022-00311-9 .
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2022) Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat. Intelligent Systems in Accounting Finance and Management 29:169–181. https://doi.org/10.1002/isaf.1519 .
Paper not yet in RePEc: Add citation now
Xu X, Zhang Y (2022) Contemporaneous causality among one hundred Chinese cities. Empir Econ 63:2315–2329. https://doi.org/10.1007/s00181-021-02190-5 .
Xu X, Zhang Y (2022) Contemporaneous causality among residential housing prices of ten major Chinese cities, International Journal of Housing Markets and Analysis, https://doi.org/10.1108/IJHMA-03-2022-0039 .
Xu X, Zhang Y (2022) Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network, Economics Bulletin.
Xu X, Zhang Y (2022) House price information flows among some major Chinese cities: linear and nonlinear causality in time and frequency domains, International Journal of Housing Markets and Analysis. https://doi.org/10.1108/IJHMA-07-2022-0098 .
- Xu X, Zhang Y (2022) Network analysis of housing price comovements of a hundred Chinese cities, National Institute Economic Review. https://doi.org/10.1017/nie.2021.34 .
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2022) Network analysis of price comovements among corn futures and cash prices, Journal of Agricultural & Food Industrial Organization, https://doi.org/10.1515/jafio-2022-0009 .
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2022) Neural network predictions of the high-frequency CSI300 first distant futures trading volume, Financial Markets and Portfolio Management.
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2022) Residential housing price index forecasting via neural networks. Neural Comput and Applic 34:14763–14776. https://doi.org/10.1007/s00521-022-07309-y .
Paper not yet in RePEc: Add citation now
- Xu X, Zhang Y (2022) Retail property price index forecasting through neural networks, Journal of Real Estate Portfolio Management. https://doi.org/10.1080/10835547.2022.2110668 .
Paper not yet in RePEc: Add citation now
Xu X, Zhang Y (2022) Second-hand house price index forecasting with neural networks. J Prop Res 39:215–236. https://doi.org/10.1080/09599916.2021.1996446 .
- Xu X, Zhang Y (2022) Thermal coal price forecasting via the neural network. Intelligent Systems with Applications 14:200084. https://doi.org/10.1016/j.iswa.2022.200084 .
Paper not yet in RePEc: Add citation now
Xu Y, Xia Z, Wang C, Gong W, Liu X, Su X (2021) An empirical analysis of the price volatility characteristics of China’s soybean futures market based on ARIMA-GJR-GARCH model, Journal of Mathematics, 2021. https://doi.org/10.1155/2021/7765325 .
Xu Z, Deng H, Wu Q (2021) Prediction of soybean price trend via a synthesis method with multistage model. International Journal of Agricultural and Environmental Information Systems (IJAEIS) 12:1–13. https://doi.org/10.4018/IJAEIS.20211001.oa1 .
- Xuan Y, Yue Q (2016) Forecast of steel demand and the availability of depreciated steel scrap in China. Resour Conserv Recycl 109:1–12. https://doi.org/10.1016/j.resconrec.2016.02.003 .
Paper not yet in RePEc: Add citation now
- Yang J, Awokuse TO (2003) Asset storability and hedging effectiveness in commodity futures markets. Appl Econ Lett 10:487–491. https://doi.org/10.1080/1350485032000095366 .
Paper not yet in RePEc: Add citation now
Yang J, Cabrera J, Wang T (2010) Nonlinearity, data-snooping, and stock index ETF return predictability. Eur J Oper Res 200:498–507. https://doi.org/10.1016/j.ejor.2009.01.009 .
Yang J, Haigh MS, Leatham DJ (2001) Agricultural liberalization policy and commodity price volatility: a GARCH application. Appl Econ Lett 8:593–598. https://doi.org/10.1080/13504850010018734 .
Yang J, Leatham DJ (1998) Market efficiency of us grain markets: application of cointegration tests, Agribusiness. An International Journal 14:107–112. https://doi.org/10.1002/(SICI)1520-6297(199803/04)14:2<107::AID-AGR3>3.0.CO;2-6 3.0.CO;2-6 TargetType=DOI> .
Yang J, Li Z, Wang T (2021) Price discovery in Chinese agricultural futures markets: a comprehensive look. J Futur Mark 41:536–555. https://doi.org/10.1002/fut.22179 .
Yang J, Su X, Kolari JW (2008) Do Euro exchange rates follow a martingale? Some out-of-sample evidence. Journal of Banking & Finance 32:729–740. https://doi.org/10.1016/j.jbankfin.2007.05.009 .
- Yang J, Zhang J, Leatham DJ (2003) Price and volatility transmission in international wheat futures markets. Ann Econ Financ 4:37–50. https://citeseerx.ist.psu.edu/viewdoc/download?doi= 10.1.1.295.2182&rep=rep1&type=pdf. .
Paper not yet in RePEc: Add citation now
- Yeasin M, Singh K, Lama A, Paul RK (2020) Modelling volatility influenced by exogenous factors using an improved GARCH-X model. Journal of the Indian Society of Agricultural Statistics 74:209–216.
Paper not yet in RePEc: Add citation now
Yin H, Jin D, Gu YH, Park CJ, Han SK, Yoo SJ (2020) Stl-attlstm: vegetable price forecasting using STL and attention mechanism-based LSTM. Agriculture 10:612. https://doi.org/10.3390/agriculture10120612 .
Yin X, Chen W (2013) Trends and development of steel demand in China: a bottom–up analysis. Resour Policy 38:407–415. https://doi.org/10.1016/j.resourpol.2013.06.007 .
- Yin Y, Zhu Q (2012) Effect of magnitude differences in the raw data on price forecasting using RBF neural network. In: 2012 11th International symposium on distributed computing and applications to business, engineering & science, organization IEEE, pp 237–240. https://doi.org/10.1109/DCABES.2012.19 .
Paper not yet in RePEc: Add citation now
- Yoosefzadeh-Najafabadi M, Earl HJ, Tulpan D, Sulik J, Eskandari M (2021) Application of machine learning algorithms in plant breeding: predicting yield from hyperspectral reflectance in soybean. Frontiers in plant science 11:2169. https://doi.org/10.3389/fpls.2020.624273 .
Paper not yet in RePEc: Add citation now
- Yuan CZ, San WW, Leong TW (2020) Determining optimal lag time selection function with novel machine learning strategies for better agricultural commodity prices forecasting in Malaysia. In: Proceedings of the 2020 2nd international conference on information technology and computer communications, pp 37–42. https://doi.org/10.1145/3417473.3417480 .
Paper not yet in RePEc: Add citation now
- Yuan F-C, Lee C-H, Chiu C (2020) Using market sentiment analysis and genetic algorithm-based least squares support vector regression to predict gold prices. International Journal of Computational Intelligence Systems 13:234–246. https://doi.org/10.2991/ijcis.d.200214.002 .
Paper not yet in RePEc: Add citation now
Zelingher R, Makowski D, Brunelle T (2020) Forecasting impacts of agricultural production on global maize price.
- Zelingher R, Makowski D, Brunelle T (2021) Assessing the sensitivity of global maize price to regional productions using statistical and machine learning methods. Frontiers in Sustainable Food Systems 5:171. https://doi.org/10.3389/fsufs.2021.655206 .
Paper not yet in RePEc: Add citation now
- Zhang D, Chen S, Liwen L, Xia Q (2020) Forecasting agricultural commodity prices using model selection framework with time series features and forecast horizons. IEEE Access 8:28197–28209. https://doi.org/10.1109/ACCESS.2020.2971591 .
Paper not yet in RePEc: Add citation now
- Zhang J, Li D, Hao Y, Tan Z (2018) A hybrid model using signal processing technology, econometric models and neural network for carbon spot price forecasting. J Clean Prod 204:958–964. https://doi.org/10.1016/j.jclepro.2018.09.071 .
Paper not yet in RePEc: Add citation now
- Zhang J, Meng Y, Wei J, Chen J, Qin J (2021) A novel hybrid deep learning model for sugar price forecasting based on time series decomposition, Mathematical Problems in Engineering, 2021. https://doi.org/10.1155/2021/6507688 .
Paper not yet in RePEc: Add citation now
Zhang K, Cao H, Thé J, Yu H (2022) A hybrid model for multi-step coal price forecasting using decomposition technique and deep learning algorithms. Appl Energy 306:118011. https://doi.org/10.1016/j.apenergy.2021.118011 .
- Zhang Y, Hamori S (2020) Forecasting crude oil market crashes using machine learning technologies. Energies 13:2440. https://doi.org/10.3390/en13102440 .
Paper not yet in RePEc: Add citation now
- Zhao H (2021) Futures price prediction of agricultural products based on machine learning. Neural Comput and Applic 33:837–850. https://doi.org/10.1007/s00521-020-05250-6 .
Paper not yet in RePEc: Add citation now
Zhou J, Wang S (2021) A carbon price prediction model based on the secondary decomposition algorithm and influencing factors. Energies 14:1328. https://doi.org/10.3390/en14051328 .
- Zhou K, Yang S (2016) Emission reduction of China’s steel industry: progress and challenges. Renew Sustain Energy Rev 61:319–327. https://doi.org/10.1016/j.rser.2016.04.009 .
Paper not yet in RePEc: Add citation now
- Zhu Q-y, Yin Y-h, Zhu H-j, Zhou H (2014) Effect of magnitude differences in the original data on price forecasting. Journal of Algorithms & Computational Technology 8:389–420. https://doi.org/10.1260/1748-3018.8.4.389 .
Paper not yet in RePEc: Add citation now
- Zhu X, Lin S, Wang L, Wu W, Qin Q (2018) A study of the debt of real estate-related industries. In: A study of the turning point of China’s debt, publisher Springer, pp 123–163. https://doi.org/10.1007/978-981-13-1325-7_6 .
Paper not yet in RePEc: Add citation now
- Zola P, Carpita M (2016) Forecasting the steel product prices with the ARIMA model. Statistica and Applicazioni 14:1. https://doi.org/10.1400/250432 .
Paper not yet in RePEc: Add citation now
- Zong J, Zhu Q (2012) Apply grey prediction in the agriculture production price. In: 2012 Fourth international conference on multimedia information networking and security, organization IEEE, 396–399. https://doi.org/10.1109/MINES.2012.78 .
Paper not yet in RePEc: Add citation now
- Zong J, Zhu Q (2012) Price forecasting for agricultural products based on BP and RBF neural network. In: 2012 IEEE International conference on computer science and automation engineering, organization IEEE, 607–610. https://doi.org/10.1109/ICSESS.2012.6269540 .
Paper not yet in RePEc: Add citation now
- Zou H, Xia G, Yang F, Wang H (2007) An investigation and comparison of artificial neural network and time series models for chinese food grain price forecasting. Neurocomputing 70:2913–2923. https://doi.org/10.1016/j.neucom.2007.01.009 .
Paper not yet in RePEc: Add citation now
- Zou Y, Tu M, Teng X, Cao R, Xie W (2019) Electricity price forecast based on stacked autoencoder in spot market environment. In: 2019 9th International Conference on Power and Energy Systems (ICPES), organization IEEE, pp 1–6. https://doi.org/10.1109/ICPES47639.2019.9105616 .
Paper not yet in RePEc: Add citation now