Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Bayesian dynamic mixture models: An application to the study of time-varying determinants of commodity prices

2022/45/B/HS4/00510

Keywords:

Bayesian econometrics commodities markets forecast combination forecasting mixture models state-space models time-series variable selection

Descriptors:

  • HS4_006:
  • HS4_003:

Panel:

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

Host institution :

Uniwersytet Warszawski, Wydział Nauk Ekonomicznych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Krzysztof Michał Drachal 

Number of co-investigators in the project: 3

Call: OPUS 23 - announced on 2022-03-28

Amount awarded: 999 952 PLN

Project start date (Y-m-d): 2023-04-03

Project end date (Y-m-d): 2027-04-02

Project duration:: 48 months (the same as in the proposal)

Project status: Pending project

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.

Information in the final report

  • Publication in academic press/journals (1)
  • Book publications / chapters in book publications (2)
  1. The forecasting of aluminum prices: A true challenge for econometric models
    Authors:
    Drachal, Krzysztof; Jędrzejewska, Joanna
    Academic press:
    Computer Sciences & Mathematics Forum (rok: 2025, tom: 11, strony: 13), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/cmsf2025011013 - link to the publication
  1. Forecasting base metals prices: A comparison of various Bayesian-based methods
    Authors:
    Drachal, Krzysztof, Jędrzejewska, Joanna
    Book:
    Book of Proceedings of The 12th International Scientific Conference Sinteza 2025 (rok: 2025, tom: 1, strony: 175-183), Wydawca: Singidunum University
    Status:
    Published
    DOI:
    10.15308/Sinteza-2025-175-183 - link to the publication
  2. Forecasting the index of commodities prices using various Bayesian models
    Authors:
    Drachal, Krzysztof, Jędrzejewska, Joanna
    Book:
    Proceedings of the International Conference on Economics, Finance and Business (rok: 2025, tom: 1, strony: 46033), Wydawca: International Institute of Social and Economic Sciences
    Status:
    Published
    DOI:
    10.20472/EFC.2025.026.001 - link to the publication

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