Energy Economics · 2013 · 42 citations · 23 references
ComputingEconomicsFinanceForecastingMarkov Decision ProcessesTime Series AnalysisCommodity Price DynamicsCommodity Price ForecastingFutures MarketsHidden Markov ModelsState-space ModelsTime Series ForecastingCommodity Price ModelingCommodity Price Time Series AnalysisFutures Price ForecastingPredictive Price ModelingStochastic Commodity Price Models
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