Similar Search Results

Forecasting commodity prices using the term structure

Idilbi-Bayaa, Yasmeen; Qadan, Mahmoud - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-39

The aim of this study is to test the ability of the yield curve on US government bonds to forecast the future evolution … ability to forecast future performance changes over time. Specifically, between 1986 and the early 2000s the yield curve was …

Persistent link: https://www.econbiz.de/10012798924

Commodity price changes and the predictability of economic policy uncertainty

Wang, Yudong; Zhang, Bing; Diao, Xundi; Wu, Chongfeng - In: Economics letters 127 (2015), pp. 39-42

Persistent link: https://www.econbiz.de/10011382844

Forecasting Industrial Commodity Prices

Arroyo-Marioli, Francisco; Khadan, Jeetendra; Ohnsorge, … - 2023

, nickel, tin, and zinc). The model suite adapts six approaches used in the literature and tests their forecast performance … lies in generating forecast scenarios. The sizable forecast error bands generated by the model suite highlight the need for …

Persistent link: https://www.econbiz.de/10014579399

Can futures prices predict the real price of primary commodities?

Farag, Markos; Snudden, Stephen; Upton, Gregory B. <Jr.> - 2024

Persistent link: https://www.econbiz.de/10015049108

Modeling fluctuations in the global demand for commodities

Kilian, Lutz; Zhou, Xiaoqing - 2017

It is widely understood that the real price of globally traded commodities is determined by the forces of demand and supply. One of the main determinants of the real price of commodities is shifts in the demand for commodities associated with unexpected fluctuations in global real economic...

Persistent link: https://www.econbiz.de/10011754229

Evaluating the effectiveness of modern forecasting models in predicting commodity futures prices in volatile economic times

Vancsura, László; Tatay, Tibor; Bareith, Tibor - In: Risks : open access journal 11 (2023) 2, pp. 1-16

The paper seeks to answer the question of how price forecasting can contribute to which techniques gives the most accurate results in the futures commodity market. A total of two families of models (decision trees, artificial intelligence) were used to produce estimates for 2018 and 2022 for 21-...

Persistent link: https://www.econbiz.de/10014233184