Narrow search
Showing 1 - 10 of 9,880
Cover Image
Options-based forecasts of futures prices in the presence of limit moves
Egelkraut, Thorsten Michael; García, Philip; Sherrick, … - In: Applied economics 39 (2007) 1/3, pp. 145-152
Persistent link: https://www.econbiz.de/10003427270
Cover Image
How reliable are hog futures as forecasts?
Carter, Colin Andre; Mohapatra, Sandeep - In: American journal of agricultural economics 90 (2008) 2, pp. 367-378
Persistent link: https://www.econbiz.de/10003700571
Cover Image
The information content of a nonlinear macro-finance model for commodity prices
Khan, Saqib; Khokher, Zeigham; Simin, Timothy T. - In: The review of financial studies 30 (2017) 8, pp. 2818-2850
Persistent link: https://www.econbiz.de/10011755633
Cover Image
How Reliable are Hog Futures as Forecasts?
Carter, Colin A.; Mohapatra, Sandeep - 2007
The CME hog futures contract was revamped in 1997 and it is one of the largest futures markets for a nonstorable commodity. The literature is divided on whether or not futures prices for nonstorables provide reliable forecasts of cash prices. Using a time series econometric approach we find that...
Persistent link: https://www.econbiz.de/10014056423
Cover Image
The role of commodity prices in forecasting U.S. core inflation
Gospodinov, Nikolaj - 2016
This note documents a curious finding about the substantial forecast ability of a simple aggregator of three commodity … avoid obfuscation of the sources of forecast ability, the model is intentionally kept simple, although extensions for … improving and increasing the robustness of the forecast procedure are also discussed. …
Persistent link: https://www.econbiz.de/10011428084
Cover Image
Neuronale Netze zur Prognose von Warenterminpreisen
Stolzke, Ulf A. - 2000
Persistent link: https://www.econbiz.de/10001421515
Cover Image
Forecasting the U.S. season-average farm price of corn : derivation of an alternative futures-based forecasting model
Etienne, Xiaoli Liao; Farhangdoost, Sara; Hoffman, … - In: Journal of commodity markets 30 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014426745
Cover Image
Extreme Weather Forecasts Impact on U.S. Natural Gas Futures Prices : Market Efficiency and Risk Premia Implications
Arcuri, Maria Cristina; Monteux, Manou; Gandolfi, Gino; … - 2023
market forces. We identify a novel and material “extreme weather forecast” risk premium which outperforms the S&P500 on both …
Persistent link: https://www.econbiz.de/10014255983
Cover Image
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate : A Nonlinear Approach
Gogas, Periklis - 2017
The difficulty in modelling inflation and the significance in discovering the underlying data generating process of inflation is expressed in an ample literature regarding inflation forecasting. In this paper we evaluate nonlinear machine learning and econometric methodologies in forecasting the...
Persistent link: https://www.econbiz.de/10012953784
Cover Image
Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A. - In: The journal of futures markets 6 (1986) 2, pp. 223-230
Persistent link: https://www.econbiz.de/10003475237