References

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• 1996Asymptotic Inference about Predictive Ability1,415 cited
• 2010Index Investment and Financialization of Commodities723 cited
• 2009Commodity prices, interest rates and the dollar544 cited
• 1995Automatic Lag Selection in Covariance Matrix Estimation481 cited
• 2007Oil spills on other commodities454 cited
• 2013Super Cycles of Commodity Prices Since the Mid-Nineteenth Century428 cited
• 2005Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis410 cited
• 2010Global Inflation399 cited
• 2013Forecasting the Price of Oil385 cited
• 2004Estimating cross-section common stochastic trends in nonstationary panel data299 cited
• 2004Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis247 cited
• 2008Super Cycles in Real Metals Prices?236 cited
• 2010Forecasting the Price of Oil227 cited
• 2012Primary commodity prices: Co-movements, common factors and fundamentals220 cited
• 1994The Macroeconomic Determinants of Commodity Prices