| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1093/erae/jby010 |
| Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices. | |
| Crespo Cuaresma J; Hlouskova J; Obersteiner M | |
| 发表日期 | 2018 |
| 出处 | European Review of Agricultural Economics 45 (4): 583-615 |
| 出版年 | 2018 |
| 语种 | 英语 |
| 摘要 | We analyse the role played by market fundamentals, speculation and macroeconomic conditions as empirical determinants of price changes in Arabica coffee. We combine model averaging techniques to explain historical patterns with an in-depth analysis of out-of-sample predictability of Arabica coffee prices using fundamentals as well as macroeconomic and financial variables. Our results indicate that variables related to global macroeconomic and financial developments contain valuable information to explain the historical pattern of coffee price developments, as well as to improve out-of-sample predictions. |
| 主题 | Ecosystems Services and Management (ESM) ; World Population (POP) |
| 关键词 | commodity prices, coffee, forecasting, forecast combination, vector autoregressive models, model uncertainty, model averaging |
| URL | http://pure.iiasa.ac.at/id/eprint/15469/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/131528 |
| 推荐引用方式 GB/T 7714 | Crespo Cuaresma J,Hlouskova J,Obersteiner M. Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices.. 2018. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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