Novel forecasting of white maize futures volatility: a hybrid GARCH-based bi-directional LSTM model

Price volatility in grain markets, especially for maize, has substantial socio-economic impacts, particularly in low-income regions where food security remains a critical concern. Accurate forecasting of grain price volatility is therefore crucial in safeguarding the financial interests of commodity...

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Bibliographic Details
Main Authors: Chun-Sung Huang, Ayesha Sayed
Format: Article
Language:English
Published: Taylor & Francis Group 2025-12-01
Series:Cogent Economics & Finance
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2025.2484422
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