We forecast the realized and median volatility of agricultural commodities using variants heterogeneous autoregressive (HAR) model. obtain tick-by-tick data on five widely-traded (corn, rough rice, soybeans, sugar, wheat) from CME/ICE. Real out-of-sample forecasts are produced for between 1 66 days ahead. Our in-sample analysis shows that HAR model which decompose measures into their continuous...

a r t i c l e i n f o According to empirical studies, speculators place significant orders in commodity markets and may cause bubbles and crashes. This paper develops a cobweb-like commodity market model that takes into account the behavior of technical and fundamental speculators. We show that interactions between consumers, producers and heterogeneous speculators may produce price dynamics wh...

We compare two multicommodity ow problems, the maximum sum of ow, and the maximum concurrent ow. We show that, for a given graph and a given set of k commodities with speci ed demands, if the minimum capacity of a multicut is approximated by the maximum sum of ow within a factor of , for any subset of commodities, then the minimum cut ratio is approximated by the maximum concurrent ow within a ...

Faculty of Engineering, Mathematics and Science School of Engineering Masters in Computer Engineering Weather and sentiment analysis in the commodities market by Gary White This project involves an investigation of the impact of the effect of exogenous and qualitative analysis on the spot price of commodities. The commodities market is a complex system and to estimate the effect of weather and ...

â â â  â â â  abstract â  using a structural var with block exogeneity, diagonality and identifying restrictions, this paper analyzes: first, the macroeconomic linkages among the oil price, u.s. output, interest rate, money supply, general price level and exchange rate and second, the relationships of the macroeconomic variables with the price indices of ten international nonfuel commodity grou...

Consumers feel heavy burden to find Commodities suited individual preferences owing to large quantity of them on the Web. Therefore, it is necessary to classify Commodities based on subjective preferences. This paper describes the method to model the relationship between subjective visual impressions and objective graphical features through machine learning for each user. The way to describe th...

The European corn borer, Ostrinia nubilalis (Hübner) (Lepidoptera: Crambidae), is a quarantine pest for several fresh commodities, including corn-on-the-cob, bell peppers, and green beans. Methyl bromide fumigation is the usual phytosanitary treatment, but the fumigant is under increasing regulation as a stratospheric ozone-depleting substance. Ionizing radiation is a relatively new commercial ...

Original scientific paper Renewable sources should be preferred by a modern society and this should be done not only in the areas of material engineering. Jatropha curcas L. is a plant with a high potential with many technologically utilized parts among which seeds most of all. The seeds of the plant serve for the pressing of oil. During this technological process worse utilizable commodities s...