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Forecasting copper prices with dynamic averaging and selection models
16 references·5 citing·33 second hop
Forecasting copper prices with dynamic averaging and selection models (2015)Forecasting copper prices with dynamic av…Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Out-of-Sample Equity Premium …Causes and Consequences of the Oil Shock of 2007–08 (2009)Causes and Consequences of th…The Economic Effects of Energy Price Shocks (2008)The Economic Effects of Energ…Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…A Rational Route to Randomness (1997)A Rational Route to RandomnessComparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyOn the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…The Combination of Forecasts (1969)The Combination of ForecastsProposing two novel hybrid intelligence models for forecasting copper price based on extreme learning machine and meta-heuristic algorithms (2021)Proposing two novel hybrid in…Forecasting copper price by application of robust artificial intelligence techniques (2021)Forecasting copper price by a…Copper price forecasted by hybrid neural network with Bayesian Optimization and wavelet transform (2021)Copper price forecasted by hy…Predictive analytics of the copper spot price by utilizing complex network and artificial neural network techniques (2019)Predictive analytics of the c…Heterogeneous agents, the financial crisis and exchange rate predictability (2015)Heterogeneous agents, the fin…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)Asset Prices in an Exchange Economy (1978)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)The Economy as an Evolving Complex System II (2018)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)Credit Spreads and Business Cycle Fluctuations (2012)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Presidential Address: Discount Rates (2011)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Common risk factors in the returns on stocks and bonds (1993)Prospect Theory and Asset Prices (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Macroeconomic Forecasting Using Diffusion Indexes (2002)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
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  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
  • Cited by

    • 2019Predictive analytics of the copper spot price by utilizing complex network and artificial neural network techniques70 cited
    • 2021Copper price forecasted by hybrid neural network with Bayesian Optimization and wavelet transform60 cited
    • 2021Proposing two novel hybrid intelligence models for forecasting copper price based on extreme learning machine and meta-heuristic algorithms47 cited
    • 2021Forecasting copper price by application of robust artificial intelligence techniques41 cited
    • 2015Heterogeneous agents, the financial crisis and exchange rate predictability35 cited