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Are Commodity Prices More Vola...
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Journal of forecasting
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ECONIS (ZBW)
175
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1
Realized
volatility
forecast of stock index under structural breaks
Yang, Ke
;
Chen, Langnan
;
Tian, Fengping
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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2
Forecasting the
volatility
of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
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3
Measuring persistent global economic factors with output, commodity price, and commodity currency data
Basistha, Arabinda
;
Startz, Richard
- In:
Journal of forecasting
43
(
2024
)
7
,
pp. 2860-2885
Persistent link: https://www.econbiz.de/10015110570
Saved in:
4
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
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5
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
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6
Comprehensive commodity price forecasting framework using text mining methods
An, Wuyue
;
Wang, Lin
;
Zhang, Dongfeng
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1865-1888
Persistent link: https://www.econbiz.de/10014432796
Saved in:
7
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
8
Forecasting commodity prices : GARCH, jumps, and mean reversion
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
Journal of forecasting
27
(
2008
)
4
,
pp. 279-291
Persistent link: https://www.econbiz.de/10003826728
Saved in:
9
Regime-dependent commodity price dynamics : a predictive analysis
Crespo Cuaresma, Jesús
;
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Journal of forecasting
43
(
2024
)
7
,
pp. 2822-2847
Persistent link: https://www.econbiz.de/10015110567
Saved in:
10
Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio
- In:
Journal of forecasting
21
(
2002
)
2
,
pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
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