Commodity Price Prediction with TAR and Markov-Switching Models. Evidence from Gold and Cocoa Markets
Simon Cudjoe, Peter K. Nyarko & Benjamin Odoi · Asian Journal of Economics, Business and Accounting · 2025
Accurate forecasting of commodity prices remains a crucial challenge due to inherent market volatility and regime-dependent behaviour. This study examines the predictive performance of two nonlinear time series models, the Threshold Autoregressive (TAR) model and the Markov Switc...
Open access
Research Article
10.9734/ajeba/2025/v25i81938