Development of food commodity price forecasting model as an early warning system with a multivariate time series clustering
Fluctuations in food commodity prices have a significant impact on a country’s food security, purchasing power, and economic growth. Therefore, good governance is needed to maintain price stability, one of which is by developing a forecasting model as an early warning system. This study aims to deve...
| Main Authors: | Sumertajaya, I Made, Rohaeti, Embay, Fitrianto, Anwar, P., Windhiarso Ponco Adi |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2024
|
| Online Access: | http://journalarticle.ukm.my/24656/ http://journalarticle.ukm.my/24656/1/SS%2020.pdf |
Similar Items
Forecasting the price of wheat and other commodities
by: Pfaffenzeller, Stephan
Published: (2002)
by: Pfaffenzeller, Stephan
Published: (2002)
An Application of Grey Wolf Optimizer for Commodity Price Forecasting
by: Zuriani, Mustaffa, et al.
Published: (2015)
by: Zuriani, Mustaffa, et al.
Published: (2015)
Time Series Forecasting of Energy Commodity using Grey Wolf Optimizer
by: Zuriani, Mustaffa, et al.
Published: (2015)
by: Zuriani, Mustaffa, et al.
Published: (2015)
Weather forecasting as an early warning system: pattern of weather forecast usage among coastal communities in Malaysia
by: Omar, Siti Zobidah, et al.
Published: (2013)
by: Omar, Siti Zobidah, et al.
Published: (2013)
Statistical models for chili productivity
by: Wijayanto, Hari, et al.
Published: (2014)
by: Wijayanto, Hari, et al.
Published: (2014)
Forecasting Multivariate Time Series Meteorological Data for Solar Thermal Cogeneration Systems
by: Tan, Lit Ken, et al.
Published: (2017)
by: Tan, Lit Ken, et al.
Published: (2017)
Early warning indicators for systemic banking crises: household debt and property prices
by: Khairunnisa Abd Samad,, et al.
Published: (2020)
by: Khairunnisa Abd Samad,, et al.
Published: (2020)
Earthquake early warning system
by: Nazri Wong, Mohammad Syakir, et al.
Published: (2020)
by: Nazri Wong, Mohammad Syakir, et al.
Published: (2020)
Time series modelling and forecasting of Sarawak black pepper price
by: Liew, Venus Khim-Sen, et al.
Published: (2006)
by: Liew, Venus Khim-Sen, et al.
Published: (2006)
Research review on time series forecasting of gold price movement
by: Goh, Wesley Yi Yong, et al.
Published: (2018)
by: Goh, Wesley Yi Yong, et al.
Published: (2018)
Commodity Price Characteristics And The Economics of Gold Price Movements
by: Modi, Shripal Alkesh
Published: (2011)
by: Modi, Shripal Alkesh
Published: (2011)
Early warning indicator of economic vulnerability
by: Wong, Shirly Siew-Ling, et al.
Published: (2012)
by: Wong, Shirly Siew-Ling, et al.
Published: (2012)
An early warning system for active landslides
by: Husaini, Omar, et al.
Published: (2001)
by: Husaini, Omar, et al.
Published: (2001)
Time series modeling and forecasting of the consumer price index Bandar Lampung
by: Kharimah, Faiga, et al.
Published: (2015)
by: Kharimah, Faiga, et al.
Published: (2015)
Multivariate time series analysis for short-term forecasting of ground level ozone (O3) in Malaysia
by: Raffee, Ahmad Fauzi
Published: (2021)
by: Raffee, Ahmad Fauzi
Published: (2021)
Relationship of iron ore price with other major commodity prices
by: Kim, Yoochan, et al.
Published: (2022)
by: Kim, Yoochan, et al.
Published: (2022)
Commodity Prices and the Dynamics of Inflation in Commodity-exporting Nations: Evidence from Australia and Canada
by: Bloch, Harry, et al.
Published: (2005)
by: Bloch, Harry, et al.
Published: (2005)
Commodity prices and the dynamics of inflation in commodity-exporting nations: Evidence from Australia and Canada
by: Bloch, Harry, et al.
Published: (2006)
by: Bloch, Harry, et al.
Published: (2006)
Commodity Prices and the Dynamics of Inflation in Commodity-exporting Nations: Evidence from Australia and Canada*
by: Bloch, Harry, et al.
Published: (2005)
by: Bloch, Harry, et al.
Published: (2005)
Detecting Structural Break In
Commodity Time Series Data
by: Jatarona , Nurul Najwa
Published: (2010)
by: Jatarona , Nurul Najwa
Published: (2010)
Growth, commodity prices, inflation and the distribution of income
by: Bloch, Harry
Published: (2005)
by: Bloch, Harry
Published: (2005)
Growth, Commodity Prices, Inflation and the Distribution of Income
by: Bloch, Harry, et al.
Published: (2007)
by: Bloch, Harry, et al.
Published: (2007)
The Impact of Commodities Price on Volatility of Ringgit Malaysia
by: Teh, Siong Hwa
Published: (2015)
by: Teh, Siong Hwa
Published: (2015)
Volatility forecasting in the Chinese commodity futures market with intraday data
by: Ying, Jiang, et al.
Published: (2016)
by: Ying, Jiang, et al.
Published: (2016)
Lack of data hampering early flood warning
by: Jalil, Haikal
Published: (2014)
by: Jalil, Haikal
Published: (2014)
A comparison of multivariate and univariate time series approaches to modelling and forecasting emergency department demand in Western Australia
by: Aboagye-Sarfo, P., et al.
Published: (2015)
by: Aboagye-Sarfo, P., et al.
Published: (2015)
Pricing options on investment project expansions under commodity price uncertainty
by: Li, N., et al.
Published: (2019)
by: Li, N., et al.
Published: (2019)
The impact of oil prices on soybeans commodity prices: asymmetric cointegration evidence
by: R., Balach, et al.
Published: (2016)
by: R., Balach, et al.
Published: (2016)
Dynamic analysis of commodity prices influence on broiler chicken prices in Malaysia
by: Che Rose, Farid Zamani, et al.
Published: (2024)
by: Che Rose, Farid Zamani, et al.
Published: (2024)
Commodity prices: how important are real and nominal shocks?
by: Bloch, Harry, et al.
Published: (2012)
by: Bloch, Harry, et al.
Published: (2012)
Innovation, real primary commodity prices and business cycles
by: Bloch, Harry, et al.
Published: (2010)
by: Bloch, Harry, et al.
Published: (2010)
Commodity prices: How important are real and nominal shocks?
by: Bloch, Harry, et al.
Published: (2009)
by: Bloch, Harry, et al.
Published: (2009)
Innovation, Real Primary Commodity Prices and Business Cycles
by: Bloch, Harry, et al.
Published: (2013)
by: Bloch, Harry, et al.
Published: (2013)
Commodity Prices, Wages and US Inflation in the Twentieth Century
by: Bloch, Harry, et al.
Published: (2004)
by: Bloch, Harry, et al.
Published: (2004)
Biofuel demand to push agri commodities prices higher
Published: (2008)
Published: (2008)
An assessment on early warning system : Initial survey analysis.
by: Mohd. Hussain, Mohd. Ramzi, et al.
Published: (2019)
by: Mohd. Hussain, Mohd. Ramzi, et al.
Published: (2019)
Pre-flood inundation mapping for flood early warning.
by: Mansor, Shattri, et al.
Published: (2011)
by: Mansor, Shattri, et al.
Published: (2011)
The Relationship between Exchange Rate, Crude Oil Prices and Primary Commodity Prices
by: Gyurova, Zlatina
Published: (2011)
by: Gyurova, Zlatina
Published: (2011)
Misspecification in term structure models of commodity prices: implications for hedging price risk
by: Suenaga, Hiroaki
Published: (2011)
by: Suenaga, Hiroaki
Published: (2011)
Commodities: Factors affecting pricing of Gold in relation to other metals
by: Somaya, Bianca
Published: (2009)
by: Somaya, Bianca
Published: (2009)
Similar Items
-
Forecasting the price of wheat and other commodities
by: Pfaffenzeller, Stephan
Published: (2002) -
An Application of Grey Wolf Optimizer for Commodity Price Forecasting
by: Zuriani, Mustaffa, et al.
Published: (2015) -
Time Series Forecasting of Energy Commodity using Grey Wolf Optimizer
by: Zuriani, Mustaffa, et al.
Published: (2015) -
Weather forecasting as an early warning system: pattern of weather forecast usage among coastal communities in Malaysia
by: Omar, Siti Zobidah, et al.
Published: (2013) -
Statistical models for chili productivity
by: Wijayanto, Hari, et al.
Published: (2014)