An assessment of time series methods in metal price forecasting
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References listed on IDEAS
- Eduardo Borensztein & Peter Wickham & Mohsin S. Khan & Carmen Reinhart, 1994. "The Behavior of Non-Oil Commodity Prices," IMF Occasional Papers 112, International Monetary Fund.
- Heaney, Richard, 2002. "Does knowledge of the cost of carry model improve commodity futures price forecasting ability?: A case study using the London Metal Exchange lead contract," International Journal of Forecasting, Elsevier, vol. 18(1), pages 45-65.
- Brunetti, Celso & Gilbert, Christopher L., 1995. "Metals price volatility, 1972-1995," Resources Policy, Elsevier, vol. 21(4), pages 237-254, December.
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- Sánchez Lasheras, Fernando & de Cos Juez, Francisco Javier & Suárez Sánchez, Ana & Krzemień, Alicja & Riesgo Fernández, Pedro, 2015. "Forecasting the COMEX copper spot price by means of neural networks and ARIMA models," Resources Policy, Elsevier, vol. 45(C), pages 37-43.
- Viviana Fernández, 2006. "Forecasting crude oil and natural gas spot prices by classification methods," Documentos de Trabajo 229, Centro de Economía Aplicada, Universidad de Chile.
- Ribeiro, Celma O. & Oliveira, Sydnei M., 2011. "A hybrid commodity price-forecasting model applied to the sugar–alcohol sector," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 0(Issue 2), pages 1-19.
- Kriechbaumer, Thomas & Angus, Andrew & Parsons, David & Rivas Casado, Monica, 2014. "An improved wavelet–ARIMA approach for forecasting metal prices," Resources Policy, Elsevier, vol. 39(C), pages 32-41.
- Luis Alberiko Gil-Alaña & Trilochan Tripathy, 2013. "Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets," NCID Working Papers 11/2013, Navarra Center for International Development, University of Navarra.
- Gil-Alana, Luis A. & Tripathy, Trilochan, 2014. "Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets," Resources Policy, Elsevier, vol. 41(C), pages 31-39.
- He, Kaijian & Lu, Xingjing & Zou, Yingchao & Keung Lai, Kin, 2015. "Forecasting metal prices with a curvelet based multiscale methodology," Resources Policy, Elsevier, vol. 45(C), pages 144-150.
- Adibi, Nabiollah & Ataee-pour, Majid, 2015. "Decreasing minerals׳ revenue risk by diversification of mineral production in mineral rich countries," Resources Policy, Elsevier, vol. 45(C), pages 121-129.
- Viviana Fernandez, 2008. "Traditional versus novel forecasting techniques: how much do we gain?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 637-648.
- Pincheira, Pablo & Hardy, Nicolas, 2018. "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper 83564, University Library of Munich, Germany.
- repec:eee:jrpoli:v:54:y:2017:i:c:p:9-24 is not listed on IDEAS
- Fernandez, Viviana, 2007. "Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry," Resources Policy, Elsevier, vol. 32(1-2), pages 80-89.
- Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2013. "Forecasting metal prices: Do forecasters herd?," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 150-158.
- Chen, Yanhui & He, Kaijian & Zhang, Chuan, 2016. "A novel grey wave forecasting method for predicting metal prices," Resources Policy, Elsevier, vol. 49(C), pages 323-331.
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