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Are futures prices good price forecasts? : underestimation of price reversion in the soybean complex
Huang, Joshua; Serra, Teresa; García, Philip - In: European review of agricultural economics 47 (2020) 1, pp. 178-199
Persistent link: https://www.econbiz.de/10012153264
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Soybean futures price forecasting using dynamic model averaging : do the predictors change over time?
Xiong, Tao; Hu, Zhongyi - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 4, pp. 1198-1214
Persistent link: https://www.econbiz.de/10012483322
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Forecasting oil futures returns with news
Pan, Zhiyuan; Zhong, Hao; Wang, Yudong; Huang, Juan - In: Energy economics 134 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015047137
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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
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Commodity futures price forecast based on multi-scale combination model
Liu, Yijia; Gao, Yukun; Shi, Yufeng; Zhang, Yuxue; Li, Li; … - In: International journal of financial engineering 9 (2022) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10014234465
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Forecast Encompassing as the Necessary Condition to Reject Futures Market Efficiency : Fluid Milk Futures
Sanders, Dwight R.; Manfredo, Mark R. - 2010
that produce mean squared forecast errors smaller than the futures market. Here, a more exacting requirement for futures … market efficiency is proposed - forecast encompassing. Using the procedure of Harvey and Newbold, multiple forecast …
Persistent link: https://www.econbiz.de/10014061121
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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
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The impact of public information on commodity market performance : the response of corn futures to USDA corn production forecasts
Arnade, Carlos Anthony; Hoffman, Linwood A.; Effland, Anne - 2021
Persistent link: https://www.econbiz.de/10012665133
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Volatility forecasting and time-varying variance risk premiums in grains commodity markets
Triantafyllou, Athanasios; Dotsis, George; Sarris, … - In: Journal of agricultural economics 66 (2015) 2, pp. 329-357
Persistent link: https://www.econbiz.de/10011299547
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Out-of-sample testing price discovery in commodity markets : the case of soybeans
Ahumada, Hildegart A.; Cornejo, Magdalena - In: Agricultural economics : the journal of the … 47 (2016) 6, pp. 709-718
Persistent link: https://www.econbiz.de/10011716355