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Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios; Triantafyllou, Athanasios - In: Energy economics 81 (2019), pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
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Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
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Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca; Croux, Christophe; Wilms, Ines - In: Energy economics 85 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
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Commodity futures returns and policy uncertainty
Bannigidadmath, Deepa; Narayan, Paresh Kumar - In: International review of economics & finance : IREF 72 (2021), pp. 364-383
Persistent link: https://www.econbiz.de/10012671942
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Uncover the response of the US grain commodity market on El Niño-Southern Oscillation
Su, Yuandong; Liang, Chao; Zhang, Li; Zeng, Qing - In: International review of economics & finance : IREF 81 (2022), pp. 98-112
Persistent link: https://www.econbiz.de/10013343509
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Convenience yield risk
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Energy economics 120 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014283248
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Long-term forecasts for energy commodities price : what the experts think
Zhou, Fan; Page, Lionel; Perrons, Robert K.; Zheng, Zuduo; … - In: Energy economics 84 (2019), pp. 1-25
Persistent link: https://www.econbiz.de/10012182900
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Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo; Rodriguez, Alejandro; Pino, Gabriel - In: Energy economics 63 (2017), pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
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Risk premia in commodity price forecasts and their impact on valuation
Hahn, Warren J.; DiLellio, James A.; Dyer, James S. - In: Energy economics 72 (2018), pp. 393-403
Persistent link: https://www.econbiz.de/10011972345
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Forecasting commodity prices returns : the role of partial least squares approach
Wen, Chufu; Zhu, Haoyang; Dai, Zhifeng - In: Energy economics 125 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014478814