Sökning: "Camilla norrman"

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  1. 1. Can the forecast of the cotton price be improved using a model based upon economic variables?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Camilla Olén; Tobias Norrman Andersson; [2013]
    Nyckelord :Cotton; VECM; Forecasting; Out-Of-Sample; Business and Economics;

    Sammanfattning : The purpose of this thesis is to find a model, which is based on economic variables that can forecast the cotton price better than commonly used benchmark models. A vector error correction model is used because of the existence of non-stationary variables and one cointegration relation in the data. LÄS MER