Forecasting the COMEX copper spot price by means of neural networks and ARIMA models

Resources Policy

Volumn 45, Issue , 2015, Pages 37-43

  Sánchez Lasheras, Fernando ^a   de Cos Juez, Francisco Javier ^a   Suárez Sánchez, Ana ^a   Krzemień, Alicja ^b   Riesgo Fernández, Pedro ^a  

^a UNIVERSITY OF OVIEDO   (Spain)

^b CENTRAL MINING INSTITUTE   (Poland)

Author keywords

Autoregressive integrated moving average (ARIMA); Copper; Neural networks; New york commodity exchange (COMEX); Price forecasting; Time series analysis

Indexed keywords

COPPER; COSTS; FORECASTING; NEURAL NETWORKS; TIME SERIES ANALYSIS;

ARIMA MODELS; AUTO-REGRESSIVE INTEGRATED MOVING AVERAGE; BETTER PERFORMANCE; COMMODITY EXCHANGE; FORECASTING PERFORMANCE; MULTI LAYER PERCEPTRON; NEURAL NETWORKS MODEL; PRICE FORECASTING;

MULTILAYER NEURAL NETWORKS;

ARTIFICIAL NEURAL NETWORK; COMMODITY PRICE; COPPER; ECONOMIC ANALYSIS; FORECASTING METHOD; NUMERICAL MODEL; PRICE DYNAMICS;

EID: 84961736541     PISSN: 03014207     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.resourpol.2015.03.004     Document Type: Article

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