Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?
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DOI: 10.1007/s10479-020-03515-w
Abstract: The aim of this paper is to assess whether three well-known commodity-specific variables (basis, hedging pressure, and momentum) may improve the predictive power for commodity futures returns of models otherwise based on macroeconomic factors. We… read more here.
Keywords: futures returns; commodity specific; forecasting commodity; commodity futures ... See more keywords
Forecasting commodity prices out-of-sample: Can technical indicators help?
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DOI: 10.1016/j.ijforecast.2019.08.004
Abstract: Abstract Economic variables are often used for forecasting commodity prices, but technical indicators have received much less attention in the literature. This paper demonstrates the predictability of commodity price changes using many technical indicators. Technical… read more here.
Keywords: sample technical; commodity prices; forecasting commodity; technical indicators ... See more keywords