Estimating the term structure of commodity market preferences
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Publication:2286907
DOI10.1016/J.EJOR.2019.10.009zbMATH Open1431.91448OpenAlexW2979445992WikidataQ127075501 ScholiaQ127075501MaRDI QIDQ2286907FDOQ2286907
Authors: George A. Christodoulakis 
Publication date: 23 January 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/estimating-the-term-structure-of-commodity-market-preferences(43d6f498-7fc9-4c43-936a-757ca7c2ea66).html
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Cites Work
- Detecting and Predicting Forecast Breakdowns
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- Predicting the equity premium with dividend ratios
- Preferences estimation without approximation
- Estimation and Testing of Forecast Rationality under Flexible Loss
- Likelihood estimation of consumer preferences in choice-based conjoint analysis
- Can exchange rates forecast commodity prices?
- Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics
- Downside Loss Aversion and Portfolio Management
- Estimating risk preferences of bettors with different bet sizes
- Review of guidelines for the use of combined forecasts
- The efficiency of financial futures markets: tests of prediction accuracy.
- Effects of index-fund investing on commodity futures prices
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