Similar Search Results

Crude oil price forecasting based on internet concern using an extreme learning machine

Wang, Jue; Athanasopoulos, George; Hyndman, Rob J.; … - In: International journal of forecasting 34 (2018) 4, pp. 665-677

Persistent link: https://www.econbiz.de/10012031079

The volatility of returns from commodity futures : evidence from India

Mukherjee, Isita; Goswami, Bhaskar - In: Financial innovation : FIN 3 (2017) 15, pp. 1-23

Background: This paper examines the pattern of the volatility of the daily return of select commodity futures in India and explores the extent to which the select commodity futures satisfy the Samuelson hypothesis. Methods: One commodity future from each group of futures is chosen for the...

Persistent link: https://www.econbiz.de/10011747647

Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity

Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152

Persistent link: https://www.econbiz.de/10011754691

Does knowledge of the cost of carry model improve commodity futures prices forecasting ability? : A case study using the London Metal Exchange lead contract

Heaney, Richard A. - In: International journal of forecasting 18 (2002) 1, pp. 45-65

Persistent link: https://www.econbiz.de/10001641600

Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities

Robiyanto, Robiyanto; Nugroho, Bayu Adi; Handriani, Eka; … - In: Financial innovation : FIN 6 (2020) 53, pp. 1-29

The previous studies have shown that capital market integration has increased in the ASEAN-5, implying that investors making investment diversification across ASEAN capital markets could only earn limited diversification advantages. To diversify their portfolios, equity investors must find other...

Persistent link: https://www.econbiz.de/10012418412

A functional time series analysis of forward curves derived from commodity futures

Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan - In: International journal of forecasting 36 (2020) 2, pp. 646-665

Persistent link: https://www.econbiz.de/10012415316

On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks

Marcjasz, Grzegorz; Uniejewski, Bartosz; Weron, Rafał - In: International journal of forecasting 35 (2019) 4, pp. 1520-1532

Persistent link: https://www.econbiz.de/10012305383

Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks

Asai, Manabu; Gupta, Rangan; McAleer, Michael - In: International journal of forecasting 36 (2020) 3, pp. 933-948

Persistent link: https://www.econbiz.de/10012497080

Forecasting crude oil futures market returns : a principal component analysis combination approach

Zhang, Yaojie; Wang, Yudong - In: International journal of forecasting 39 (2023) 2, pp. 659-673

Persistent link: https://www.econbiz.de/10014465079

Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility

Zhang, Yaojie; He, Mengxi; Wang, Yudong; Liang, Chao - In: International journal of forecasting 39 (2023) 3, pp. 1318-1332

Persistent link: https://www.econbiz.de/10014465282