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Luca Kozian

University of Twente

Postbus 217

Twente

Netherlands

SCHOLARLY PAPERS

1

DOWNLOADS

127

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Modeling Commodity Price Co-Movement: Building on Traditional Methods & Exploring Applications of Machine Learning Models

Number of pages: 30 Posted: 08 Mar 2024
University of Twente, University of Applied Sciences of the Grisons and University of Twente
Downloads 127 (569,079)

Abstract:

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Commodities, Co-movement, Gerber statistic, VAR, VARX, Random Forest