Forecasting the COMEX copper spot price by means of neural networks and ARIMA models

dc.contributor.author	Sánchez Lasheras, Fernando
dc.contributor.author	Cos Juez, Francisco Javier de
dc.contributor.author	Suárez Sánchez, Ana
dc.contributor.author	Krzemień, Alicja
dc.contributor.author	Riesgo Fernández, Pedro
dc.date.accessioned	2015-12-21T10:40:06Z
dc.date.available	2015-12-21T10:40:06Z
dc.date.issued	2015
dc.identifier.citation	Resources Policy, 45, p. 37-43 (2015); doi:10.1016/j.resourpol.2015.03.004
dc.identifier.issn	0301-4207
dc.identifier.issn	1873-7641
dc.identifier.uri	http://hdl.handle.net/10651/34213
dc.format.extent	p. 37-43
dc.language.iso	eng
dc.relation.ispartof	Resources Policy
dc.rights	© 2015 Elsevier Ltd. All rights reserved.
dc.source	WOS:000360951300005
dc.title	Forecasting the COMEX copper spot price by means of neural networks and ARIMA models
dc.type	journal article
dc.identifier.doi	10.1016/j.resourpol.2015.03.004
dc.relation.publisherversion	http://dx.doi.org/10.1016/j.resourpol.2015.03.004

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