Estimating the term structure of commodity market preferences (Q2286907): Difference between revisions

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+Preferences estimation without approximation
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+Can Exchange Rates Forecast Commodity Prices?<sup>*</sup>
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+Estimation and Testing of Forecast Rationality under Flexible Loss
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+Estimating risk preferences of bettors with different bet sizes
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+Detecting and Predicting Forecast Breakdowns
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+Predicting the Equity Premium with Dividend Ratios
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+Likelihood estimation of consumer preferences in choice-based conjoint analysis
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+EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES
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+Downside Loss Aversion and Portfolio Management
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+Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics
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+The efficiency of financial futures markets: tests of prediction accuracy.
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+Review of guidelines for the use of combined forecasts
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+Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
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+Q127075501
@@ Property / Wikidata QID: Q127075501 / rank @@
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