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Journal of Applied Statistics Volume 44, 2017 - Issue 14
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Original Articles

Short-run price forecast performance of individual and composite models for 496 corn cash markets

Xiaojie XuDepartment of Economics, North Carolina State University, Raleigh, USACorrespondence[email protected]
Pages 2593-2620 | Received 15 Jan 2016, Accepted 06 Nov 2016, Published online: 22 Nov 2016

Citations (45)

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Read on this site (5)

Xiaojie Xu & Yun Zhang. (2023) Scrap steel price forecasting with neural networks for east, north, south, central, northeast, and southwest China and at the national level. Ironmaking & Steelmaking 50:11, pages 1683-1697.
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Xiaojie Xu & Yun Zhang. (2023) Retail Property Price Index Forecasting through Neural Networks. Journal of Real Estate Portfolio Management 29:1, pages 1-28.
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Xiaojie Xu & Yun Zhang. (2023) Cointegration between housing prices: evidence from one hundred Chinese cities. Journal of Property Research 40:1, pages 53-75.
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Xiaojie Xu. (2018) Causal structure among US corn futures and regional cash prices in the time and frequency domain. Journal of Applied Statistics 45:13, pages 2455-2480.
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Xiaojie Xu & Yun Zhang. Platinum and palladium price forecasting through neural networks. Communications in Statistics - Simulation and Computation 0:0, pages 1-15.
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Articles from other publishers (40)

Xiaojie Xu & Yun Zhang. (2023) Composite property price index forecasting with neural networks. Property Management 42:3, pages 388-411.
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Xiaojie Xu & Yun Zhang. (2024) Network Analysis of Price Comovements Among Corn Futures and Cash Prices. Journal of Agricultural & Food Industrial Organization 22:1, pages 53-81.
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Bingzi Jin & Xiaojie Xu. (2024) Wholesale price forecasts of green grams using the neural network. Asian Journal of Economics and Banking.
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Jesus Crespo Cuaresma, Ines Fortin, Jaroslava Hlouskova & Michael Obersteiner. (2024) Regime‐dependent commodity price dynamics: A predictive analysis. Journal of Forecasting.
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Bingzi Jin & Xiaojie Xu. (2024) Machine learning predictions of regional steel price indices for east China. Ironmaking & Steelmaking: Processes, Products and Applications.
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A. Ford Ramsey & Michael K. Adjemian. (2024) Forecast combination in agricultural economics: Past, present, and the future. Applied Economic Perspectives and Policy.
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Bingzi Jin & Xiaojie Xu. (2024) Contemporaneous causality among price indices of ten major steel products. Ironmaking & Steelmaking: Processes, Products and Applications.
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Bingzi Jin & Xiaojie Xu. (2024) Forecasting wholesale prices of yellow corn through the Gaussian process regression. Neural Computing and Applications 36:15, pages 8693-8710.
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Bingzi Jin & Xiaojie Xu. (2024) Price forecasting through neural networks for crude oil, heating oil, and natural gas. Measurement: Energy 1, pages 100001.
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Xiaojie Xu & Yun Zhang. (2023) Contemporaneous causality among regional steel price indices of east, south, north, central south, northeast, southwest, and northwest China. Mineral Economics 37:1, pages 1-14.
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Xiaojie Xu & Yun Zhang. (2023) Office property price index forecasting using neural networks. Journal of Financial Management of Property and Construction 29:1, pages 52-82.
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Xiaojie Xu & Yun Zhang. (2023) Wholesale Food Price Index Forecasts with the Neural Network. International Journal of Computational Intelligence and Applications 22:04.
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Xiaojie Xu & Yun Zhang. (2023) Edible oil wholesale price forecasts via the neural network. Energy Nexus 12, pages 100250.
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Xiaojie Xu & Yun Zhang. (2022) Steel price index forecasting through neural networks: the composite index, long products, flat products, and rolled products. Mineral Economics 36:4, pages 563-582.
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Xiaojie Xu & Yun Zhang. (2023) Price forecasts of ten steel products using Gaussian process regressions. Engineering Applications of Artificial Intelligence 126, pages 106870.
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Theofrida J. Maginga, Pierre Bakunzibake, Emmanuel Masabo, Deogracious P. Massawe, Promise R. Agbedanu & Jimmy Nsenga. (2023) Design and implementation of IoT sensors for nonvisual symptoms detection on maize inoculated with Exserohilum turcicum. Smart Agricultural Technology 5, pages 100260.
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Xiaojie Xu & Yun Zhang. (2023) A Gaussian process regression machine learning model for forecasting retail property prices with Bayesian optimizations and cross-validation. Decision Analytics Journal 8, pages 100267.
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Yoseb Yu, Minyeob Lee, Chaekyu Lee, Yewon Cheon, Seungyun Baek, Youngmin Kim, Kyungmin Kim, Heechan Jung, Dohyeon Lim, Hyogeun Byun & Jongpil Jeong. (2023) Estimating APC Model Parameters for Dynamic Intervals Determined Using Change-Point Detection in Continuous Processes in the Petrochemical Industry. Processes 11:8, pages 2229.
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Xiaojie Xu & Yun Zhang. (2023) Yellow corn wholesale price forecasts via the neural network. EconomiA 24:1, pages 44-67.
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Xiaojie Xu & Yun Zhang. (2023) China mainland new energy index price forecasting with the neural network. Energy Nexus 10, pages 100210.
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Xiaojie Xu & Yun Zhang. (2023) A high-frequency trading volume prediction model using neural networks. Decision Analytics Journal 7, pages 100235.
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Xiaojie Xu & Yun Zhang. (2023) An integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities. Decision Analytics Journal 7, pages 100229.
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Xiaojie Xu & Yun Zhang. (2022) Neural network predictions of the high-frequency CSI300 first distant futures trading volume. Financial Markets and Portfolio Management 37:2, pages 191-207.
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Xiaojie Xu & Yun Zhang. (2023) Corn cash-futures basis forecasting via neural networks. Advances in Computational Intelligence 3:2.
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Xiaojie Xu & Yun Zhang. (2022) NETWORK ANALYSIS OF HOUSING PRICE COMOVEMENTS OF A HUNDRED CHINESE CITIES. National Institute Economic Review 264, pages 110-128.
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Xiaojie Xu & Yun Zhang. (2021) Rent index forecasting through neural networks. Journal of Economic Studies 49:8, pages 1321-1339.
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Xiaojie Xu & Yun Zhang. (2022) Canola and soybean oil price forecasts via neural networks. Advances in Computational Intelligence 2:5.
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Xiaojie Xu & Yun Zhang. (2022) Residential housing price index forecasting via neural networks. Neural Computing and Applications 34:17, pages 14763-14776.
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Xiaojie Xu & Yun Zhang. (2022) Thermal coal price forecasting via the neural network. Intelligent Systems with Applications 14, pages 200084.
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Xiaojie Xu & Yun Zhang. (2022) Soybean and Soybean Oil Price Forecasting through the Nonlinear Autoregressive Neural Network (NARNN) and NARNN with Exogenous Inputs (NARNN–X). Intelligent Systems with Applications 13, pages 200061.
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Xiaojie Xu & Yun Zhang. (2021) Network analysis of corn cash price comovements. Machine Learning with Applications 6, pages 100140.
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Xiaojie Xu & Yun Zhang. (2021) House price forecasting with neural networks. Intelligent Systems with Applications 12, pages 200052.
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Xiaojie Xu & Yun Zhang. (2021) Individual time series and composite forecasting of the Chinese stock index. Machine Learning with Applications 5, pages 100035.
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Xiaojie Xu & Yun Zhang. (2021) Corn cash price forecasting with neural networks. Computers and Electronics in Agriculture 184, pages 106120.
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Xiaowen Wang, Ying Ma & Wen Li. (2021) The Prediction of Gold Futures Prices at the Shanghai Futures Exchange Based on the MEEMD-CS-Elman Model. SAGE Open 11:1, pages 215824402110018.
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Xiaojie Xu. (2020) Corn Cash Price Forecasting. American Journal of Agricultural Economics 102:4, pages 1297-1320.
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Xiaojie Xu. (2019) Contemporaneous and Granger causality among US corn cash and futures prices. European Review of Agricultural Economics 46:4, pages 663-695.
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Xiaojie Xu. (2019) Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach. Financial Markets and Portfolio Management 33:2, pages 155-181.
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Xiaojie Xu. (2018) Linear and Nonlinear Causality between Corn Cash and Futures Prices. Journal of Agricultural & Food Industrial Organization 16:2.
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Xiaojie Xu. (2018) Using Local Information to Improve Short-Run Corn Price Forecasts. Journal of Agricultural & Food Industrial Organization 16:1.
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