Forecasting China’s Steam Coal Prices Using Dynamic Factors and Mixed-Frequency Data
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DOI: 10.15244/pjoes/131856
Abstract: This paper investigates the dynamic relationship between steam coal price and its drivers sampling mixed frequencies to improve the prediction of weekly steam coal price. A novel hybrid method, combining the mixed data sampling (MIDAS)… read more here.
Keywords: china steam; steam coal; coal; forecasting china ... See more keywords