Price predictionCorn futuresHybrid deep learning modelVariational mode decomposition (VMD)Principal component analysis (PCA)Predicting corn futures prices is crucial for market participants, policymakers, and agricultural enterprises to manage risks and make informed decisions. Therefore, it is necessary to ...
,x(t-d)), where x is the futures price. NAR models To present forecasting results based on NAR models for the 496 cash markets, we use Market–496 (longitude = −92.383418, latitude = 39.74997) as an illustrative example. Results for other cash markets are similar. We use the root...
This paper applies arima time series and support vector machine combination to predict corn futures prices. At present, when the price forecast is made on the Chinese futures market, the data is unstable. Since linear prediction or nonlinear prediction alone cannot flexibly deal with corn futures ...
An Empirical Study on the Corn Futures Price Relevance between dec and cbot DCE与CBOT玉米期货价格关联性实证研究 3. This article examines the interaction and dynamic prediction of China,America and Japan scorn futuresmarket by using co-integration test,variance decomposition and impulse responses functio...
2.An Empirical Study on the Corn Futures Price Relevance between dec and cbotDCE与CBOT玉米期货价格关联性实证研究 3.This article examines the interaction and dynamic prediction of China,America and Japan s corn futures market by using co-integration test,variance decomposition and impulse responses fu...
agents make efficient use of all available information. Other research has focused on modeling supply response by using quasi-rational price expectations (Holt and McKenzie2003), which is consistent with price prediction from a reduced-form dynamic regression equation. Futures prices are also used as...
Moreover, we improve the prediction accuracy of corn futures prices by the autoregressive neural network (AR-Net) model. The scenario simulation results demonstrate that hedgers can stabilize corn futures prices, and price volatility tends to be more dramatic in structures with a low hedger ratio....
In both cases the shock phenomena had a long-term effect on the variances of the processes studied, whereby for wheat, the current variability has an infinite effect on the prediction of the conditional variance. The β coefficients for wheat and corn were significantly higher than the α coeffi...
So far, this prediction has not materialized, and volatility has returned to levels similar to that of the 1990s. Figure 5. Daily price changes for corn (top panel) and wheat (bottom panel), 1970–2019. Figure 6. Standard deviations of price changes for corn (top panel) and wheat (...