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Keywords: Granger causality test
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Journal Articles
Journal:
Kybernetes
Kybernetes (2025) 54 (3): 1321–1343.
Published: 05 December 2023
... and achieve the best prediction effect, the authors innovatively propose a price prediction method for China's soybean and palm oil futures prices. First, an improved Granger Causality Test was adopted to explore the spatial transmission relationship in the data; second, the Seasonal and Trend decomposition...
