Papenfuß, Patric; Schischke, Amelie; Rathgeber, Andreas - 2021
In our study, we individually forecast 26 metal prices one-month ahead and outperform the predefined benchmark model, a random-walk (with drift) in 18 (18) cases. These forecasts are based on an overview over a large set of potential predictors for mineral commodities, originating from studies...