Idilbi-Bayaa, Yasmeen; Qadan, Mahmoud - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-39
in the prices of commodities often used in as raw materials. We consider the monthly prices of nine commodities for more … quite successful in forecasting monthly changes in commodity prices, but that success diminished in the period following …