Probability density forecasts for steam coal prices in China: The role of high-frequency factors

Lili Ding, Zhongchao Zhao and Meng Han

Energy, 2021, vol. 220, issue C

Abstract: Abstract

Keywords: Steam coal prices; High-frequency factor; MIDAS regression; XGBoost; Probability density forecast (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:energy:v:220:y:2021:i:c:s0360544221000074

DOI: 10.1016/j.energy.2021.119758

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