Projects funded by the NCN
Jumps and their significance in analysis and forecasting prices on selected commodity markets. Methods for risk management
2016/23/B/HS4/03018
Keywords:
commodity markets jumps spikes jump clustering jump-diffusion processes stochastic volatility Bayesian inference MCMC nonparametric approach time series forecasting risk management
Descriptors:
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Ekonomiczny w Krakowie, Kolegium Ekonomii, Finansów i Prawa
woj. małopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: OPUS 12 - announced on 2016-09-15
Amount awarded: 194 105 PLN
Project start date (Y-m-d): 2017-08-03
Project end date (Y-m-d): 2021-02-02
Project duration:: 42 months (the same as in the proposal)
Project status: Project settled
Project description
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