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Commodity prices and GDP growth
Ge, Yiqing; Tang, Ke - In: International review of financial analysis 71 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012435803
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On the predictive accuracy of crude oil futures prices
Abosedra, Salah S.; Baghestani, Hamid - In: Energy policy 32 (2004) 12, pp. 1389-1393
Persistent link: https://www.econbiz.de/10002020235
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Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
Root, Thomas H.; Lien, Da-hsiang Donald - In: International review of financial analysis 12 (2003) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10001769973
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Direction-of-change forecasting in commodity futures markets
Liu, Jiadong; Papailias, Fotis; Quinn, Barry - In: International review of financial analysis 74 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012803933
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Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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Predictability and diversification benefits of investing in commodity and currency futures
Cotter, John; Eyiah-Donkor, Emmanuel; Potì, Valerio - In: International review of financial analysis 50 (2017), pp. 52-66
Persistent link: https://www.econbiz.de/10011820656
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Chinese agricultural futures volatility : new insights from potential domestic and global predictors
Lu, Xinjie; Su, Yuandong; Huang, Dengshi - In: International review of financial analysis 89 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014465049
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Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei; Ma, Feng; Bouri, Elie; Liao, Yin - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
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Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun; Zhang, Han - In: International review of financial analysis 85 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
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Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect
Ding, Shusheng; Cui, Tianxiang; Zhang, Yongmin - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455125