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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Modelling the dynamics of commodity markets and forecasting their prices with time series models

2017/25/B/HS4/00156

Keywords:

commodity markets time-series models forecasting

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_6: Financial markets, international finance, public finance
  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)

Panel:

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

Host institution :

Szkoła Główna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Michał Rubaszek 

Number of co-investigators in the project: 4

Call: OPUS 13 - announced on 2017-03-15

Amount awarded: 349 200 PLN

Project start date (Y-m-d): 2018-01-10

Project end date (Y-m-d): 2022-01-09

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

Project status: Project settled

Project description

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