Browsing FGV EPGE - Artigos de Jornais e Revistas by Subject "Bolsa de mercadorias"

Now showing items 1-2 of 2

    • Commodity prices and global economic activity: A derived-demand approach 

      Duarte, Angelo José Mont'Alverne; Gaglianone, Wagner Piazza; Guillen, Osmani Teixeira Carvalho; Issler, João Victor
      2020
      This paper studies the interaction between commodity prices and global economic activity in a setup where a representative cost-minimizing firm chooses optimal inputs as derived demands. Our focus is on important globally ...

    • Machine learning and oil price point and density forecasting 

      Costa, Alexandre Bonnet Rodrigues; Gaglianone, Wagner Piazza; Issler, João Victor; Ferreira, Pedro Cavalcanti; Guillen, Osmani Teixeira Carvalho; Lin, Yihao
      2021
      The purpose of this paper is to explore machine learning techniques to forecast the oil price. In the era of big data, we investigate whether new automated tools can improve over traditional approaches in terms of forecast ...