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Do Commodity Futures Help Forecast Spot Prices?
11 references·3 citing·40 second hop
Do Commodity Futures Help Forecast Spot Prices? (2011)Do Commodity Futures Help Forecast Spot P…Evaluating the Forecasting Performance of Commodity Futures Prices (2010)Evaluating the Forecasting Pe…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)The Dynamics of Commodity Spo…Booms and Slumps in World Commodity Prices (1999)Booms and Slumps in World Com…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyCointegration and market efficiency in commodities futures markets (1994)Cointegration and market effi…Storage and Commodity Markets (1991)Storage and Commodity MarketsForecasting Economic Time Series (1977)Forecasting Economic Time Ser…Applied Economic Forecasting (1967)Applied Economic ForecastingCompetence and efficacy of commodity futures market: Dissection of price discovery, volatility, and hedging (2021)Competence and efficacy of co…Using Local Information to Improve Short-Run Corn Price Forecasts (2018)Using Local Information to Im…Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets (2013)Does Futures Speculation Dest…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Asset storability and price discovery in commodity futures markets: A new look (2001)A selected review of agricultural commodity futures and options markets (2004)Volatility spillover effects and cross hedging in corn and crude oil futures (2010)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures (2004)Forecasting volatility of crude oil markets (2008)The Econometrics of Financial Markets (2012)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Survey of current business (1921)Measuring Business Cycles (1947)How Persistent Are Shocks to World Commodity Prices? (1999)Dissecting the cycle: a methodological investigation (2002)Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation (2009)Primary commodity prices: Co-movements, common factors and fundamentals (2012)Macroeconomic Forecasting Using Diffusion Indexes (2002)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)THE CONSENSUS AND ACCURACY OF SOME PREDICTIONS OF THE GROWTH OF CORPORATE EARNINGS (1968)Some comments on the evaluation of economic forecasts (1973)Time series forecasts of international travel demand for Australia (2002)Economic and statistical measures of forecast accuracy (2000)Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (2005)The Volatility of Realized Volatility (2008)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)The Economics of Pollution Permit Banking in the Context of Title IV of the 1990 Clean Air Act Amendments (2000)Modeling seasonality in agricultural commodity futures (2002)Volatility and commodity price dynamics (2004)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)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)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1977Forecasting Economic Time Series697 cited
  • 2001The Dynamics of Commodity Spot and Futures Markets: A Primer591 cited
  • 1991Storage and Commodity Markets416 cited
  • 1999Booms and Slumps in World Commodity Prices314 cited
  • 1967Applied Economic Forecasting280 cited
  • 1994Cointegration and market efficiency in commodities futures markets131 cited
  • 2010Evaluating the Forecasting Performance of Commodity Futures Prices55 cited

Cited by

  • 2018Using Local Information to Improve Short-Run Corn Price Forecasts71 cited
  • 2013Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets70 cited
  • 2021Competence and efficacy of commodity futures market: Dissection of price discovery, volatility, and hedging30 cited

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