Zmiana języka

Projects search

How determinants of commodities prices change in time? A Dynamic Model Averaging based analysis.

2015/19/N/HS4/00205

Keywords

Descriptors

  • HS4_3: Ekonometria i metody statystyczne
  • HS4_6: Rynki finansowe, finanse międzynarodowe
  • HS4_1: Makroekonomia (w tym: równowaga ekonomiczna, wzrost gospodarczy, wahania koniunkturalne w globalnej gospodarce, ekonomia pracy)

Panel

HS4 – Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution

Uniwersytet Warszawski, Wydział Nauk Ekonomicznych

Voivodeship: mazowieckie

Other projects carried out by the institution »

Principal investigator (from the host institution)

Krzysztof Michał Drachal

Number of co-investigators in the project: 2

Call

PRELUDIUM 10 – announced on 2015-09-15

Amount awarded
148 796 PLN
Project start date
2016-09-08
Project end date
2019-11-07
Project duration
38 months (the same as in the proposal)
Project status
Project settled

Project description

Download the project description in a pdf file

Note — project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. tablet. Cost: 2 000 PLN
  2. zestaw komputerowy. Cost: 6 000 PLN

Information in the final report

Publication in academic press/journals (8)

  1. Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example

    Authors:
    Krzysztof Drachal
    Academic press:
    Energy Economics (year: 2018, volume: 74, pages: 208-251), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.eneco.2018.04.043 – link to the publication

  2. Determining time-varying drivers of spot oil price in a Dynamic Model Averaging framework

    Authors:
    Krzysztof Drachal
    Academic press:
    Energies (year: 2018, volume: 11, pages: ID 1207), Publisher: MDPI
    Status:
    Published
    DOI:
    10.3390/en11051207 – link to the publication

  3. Forecasting spot oil price using Google probabilities

    Authors:
    Krzysztof Drachal
    Academic press:
    Proceedings of Machine Learning Research (year: 2017, volume: 58, pages: 31-40), Publisher: Microtome Publishing
    Status:
    Published

  4. Forecasting prices of selected metals with Bayesian data-rich models

    Authors:
    Krzysztof Drachal
    Academic press:
    Resources Policy (year: 2019, volume: 64, pages: ID 101528), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.resourpol.2019.101528 – link to the publication

  5. Exchange Rate and Oil Price Interactions in Selected CEE Countries

    Authors:
    Drachal Krzysztof
    Academic press:
    Economies (year: 2018, volume: 6, pages: ID 31), Publisher: MDPI
    Status:
    Published
    DOI:
    10.3390/economies6020031 – link to the publication

  6. Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices

    Authors:
    Drachal Krzysztof
    Academic press:
    Sustainability (year: 2018, volume: 10, pages: ID 2801), Publisher: MDPI
    Status:
    Published
    DOI:
    10.3390/su10082801 – link to the publication

  7. Analysis of agricultural commodities prices with new Bayesian model combination schemes

    Authors:
    Krzysztof Drachal
    Academic press:
    Sustainability (year: 2019, volume: 11, pages: ID 5305), Publisher: MDPI
    Status:
    Published
    DOI:
    10.3390/su11195305 – link to the publication

  8. Forecasting spot oil price in a dynamic model averaging framework – Have the determinants changed over time?

    Authors:
    Krzysztof Drachal
    Academic press:
    Energy Economics (year: 2016, volume: 60, pages: 35-46), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.eneco.2016.09.020 – link to the publication

Articles in post-conference publications (5)

  1. Does some novel Bayesian model combination schemes lead to more accurate forecasts of agricultural prices?

    Authors:
    Krzysztof Drachal, Justyna Góral, Włodzimierz Rembisz
    Conference:
    The 5th Eurasian Conference on Language Social Sciences ECLSS 2019a (year: 2019, pages: 46056), Publisher: ECLSS
    Date:
    conference 26 – 28 IV 2019
    Status:
    Published

  2. Bayesian model combination schemes: An example of modelling selected grains spot prices

    Authors:
    Krzysztof Drachal, Justyna Góral, Włodzimierz Rembisz
    Conference:
    3rd International Conference on Food and Agricultural Economics (year: 2019, pages: 51), Publisher: Alanya Alaaddin Keykubat University
    Date:
    conference 25 – 26 IV 2019
    Status:
    Published

  3. Forecasting Energy Commodities Prices with Bayesian Model Combination Schemes

    Authors:
    Drachal Krzysztof
    Conference:
    15th International Conference on the European Energy Market (year: 2018, pages: ID 8469881), Publisher: IEEE
    Date:
    conference 27-29/06/2018
    Status:
    Published

  4. Determining oil price drivers with Dynamic Model Averaging

    Authors:
    Krzysztof Drachal
    Conference:
    15th IAEE European Conference (year: 2017, pages: ID 14706), Publisher: International Association for Energy Economics
    Date:
    conference wrzesień 2017
    Status:
    Published

  5. Forecasting crude oil spot price with averaging time-varying VAR models

    Authors:
    Krzysztof Drachal
    Conference:
    4th IAEE Eurasian Conference (year: 2019, pages: ID 16633), Publisher: International Association for Energy Economics
    Date:
    conference 17 – 19 X 2019
    Status:
    Published

« New search

Graphic design and implementation: Jakub Piotrowski