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Investor Sentiment and Forecasting Ability : Evidence from COT Reports in Precious Metal Futures Markets

Zhang, Yang - 2017

Exploring the information contained in Commodity Futures Trading Commission's (CFTC) Commitments of Traders (COT) reports, this analysis investigates the forecasting ability of investor sentiment index in three major precious metal futures markets, namely, Gold, Silver, and Platinum. A strong...

Persistent link: https://www.econbiz.de/10012973584

Investor sentiment and predictability for volatility on energy futures Markets : evidence from China

Chen, Rongda; Bao, Weiwei; Jin, Chenglu - In: International review of economics & finance : IREF 75 (2021), pp. 112-129

Persistent link: https://www.econbiz.de/10012692455

A trend factor in commodity futures markets : any economic gains from using information over investment horizons?

Han, Yufeng; Kong, Lingfei - In: The journal of futures markets 42 (2022) 5, pp. 803-822

Persistent link: https://www.econbiz.de/10013187602

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

Investor sentiment and energy futures predictability : evidence from Feasible Quasi Generalized Least Squares

Fasanya, Ismail Olaleke; Adekoya, Oluwasegun B.; … - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10014225813

Multi-perspective investor attention and oil futures volatility forecasting

Qu, Hui; Li, Guo - In: Energy economics 119 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014279697

Commodity network and predictable returns

Xu, Qi; Ye, Yang - In: The journal of futures markets 43 (2023) 10, pp. 1423-1449

Persistent link: https://www.econbiz.de/10014339453

Time series momentum and reversal : intraday information from realized semivariance

Liu, Zhenya; Lu, Shanglin; Li, Bo; Wang, Shixuan - In: Journal of empirical finance 72 (2023), pp. 54-77

Persistent link: https://www.econbiz.de/10014476799

Commodity price forecasts and futures prices

Choe, Boum-Jong - 1990

Persistent link: https://www.econbiz.de/10000131398

Speculation, hedging and commodity price forecasts

Labys, Walter C.; Granger, C. W. J. - 1970

Persistent link: https://www.econbiz.de/10000571163

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