Predicting commodity returns : time series vs. cross sectional prediction models
Timotheos Angelidis, Athanasios Sakkas, Nikolaos Tessaromatis
| Year of publication: |
2025
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|---|---|
| Authors: | Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos P. |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 38.2025, Art.-No. 100475, p. 1-39
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| Subject: | Commodities | Commodity return predictability | Factor premia | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Theorie | Theory | Rohstoffmarkt | Commodity market | Kapitalmarktrendite | Capital market returns | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2025.100475 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015426549