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...
Saved in:
| Main Authors: | , |
|---|---|
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!