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Futures prices as forecasts of commodity spot prices

Giles, David E. A.; Goss, Barry A. - 1980

Persistent link: https://www.econbiz.de/10000012349

Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market

Yang, Linghubo; Zhang, Dongxiang - In: Economic modelling 35 (2013), pp. 264-271

Persistent link: https://www.econbiz.de/10010259451

Forecasting Agricultural Commodities Spot Prices : A Jointly Approach

Althaus Junior, Adalto - 2020

and cattle with ARIMA models and in some articles including volatility models. Unlike such articles, herein the models of … the spot price of coffee and cattle are estimated evaluating the ARIMA model and the volatility model (GARCH, GJR and …

Persistent link: https://www.econbiz.de/10012856679

Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models

Arouri, Mohamed; Lahiani, Amine; Lévy, Aldo; Nguyen, … - In: Energy economics 34 (2012) 1, pp. 283-293

Persistent link: https://www.econbiz.de/10009618848

The relationship between spot and futures oil prices : do structural breaks matter?

Chen, Pei-fen; Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217

Persistent link: https://www.econbiz.de/10010504823

On the importance of the long-term seasonal component in day-ahead electricity price forecasting

Nowotarski, Jakub; Weron, Rafał - In: Energy economics 57 (2016), pp. 228-235

Persistent link: https://www.econbiz.de/10011698464

Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models : evidence from the first commitment period (2008-2012)

Zeitlberger, Alexander C. M.; Brauneis, Alexander - In: Central European journal of operations research : CEJOR … 24 (2016) 1, pp. 149-176

Persistent link: https://www.econbiz.de/10011665786

Forecasting volatility returns of oil price using gene expression programming approach

Amo Baffour, Alexander; Jingchun, Feng; Fan, Liwei; … - In: Journal of time series econometrics 11 (2019) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10012022879

Effect of crude oil futures trading on spot market volatility : a panel data-based counterfactual prediction analysis

Yao, Xin; Liu, Qiang - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 918-931

Persistent link: https://www.econbiz.de/10011764621

Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results

Nonejad, Nima - In: Energy economics 104 (2021), pp. 1-29

Persistent link: https://www.econbiz.de/10013364254

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