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Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons. (2014). Issler, João ; Rodrigues, Claudia ; Burjack, Rafael .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:42:y:2014:i:c:p:310-335.

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Cited: 39

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Cites: 41

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  1. The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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  2. A macroeconomic viewpoint using a structural VAR analysis of silver price behaviour. (2023). Zurika, Robinson.
    In: Working Papers.
    RePEc:uza:wpaper:30192.

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  3. Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461.

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  4. Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619.

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  5. Predictability of Aggregated Time Series. (2021). Snudden, Stephen ; Reinhard, Stephen Snudden.
    In: LCERPA Working Papers.
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  6. Energy prices forecasting using nonlinear univariate models. (2021). Karolak, Zuzanna.
    In: Bank i Kredyt.
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  7. The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Han, Liyan ; Liu, Yang.
    In: International Review of Financial Analysis.
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  8. Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets. (2021). Zou, Huiwen ; Goh, Mark ; Cui, Jinxin.
    In: Energy.
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  9. Commodity prices and global economic activity: A derived-demand approach. (2021). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Mont'Alverne ; Angelo Mont'alverne Duarte, .
    In: Energy Economics.
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  10. Intermediary asset pricing in commodity futures returns. (2020). Han, Liyan ; Nie, Jing ; Yin, Libo.
    In: Journal of Futures Markets.
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  11. Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets. (2020). Chen, Jihui ; Gao, Jin.
    In: Journal of Economics and Finance.
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  12. Using entropy to assess dynamic behaviour of long-term copper price. (2020). Saydam, Serkan ; Coulton, Jeff ; Tapia, Carlos.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719303046.

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  13. Global financial crisis and rising connectedness in the international commodity markets. (2020). Zhang, Dayong ; Broadstock, David C.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304587.

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  14. Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira.
    In: Working Papers Series.
    RePEc:bcb:wpaper:539.

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  15. Revisiting gold price behaviour: a structural VAR. (2019). Robinson, Zurika.
    In: Mineral Economics.
    RePEc:spr:minecn:v:32:y:2019:i:3:d:10.1007_s13563-019-00204-4.

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  16. Looking for Accurate Forecasting of Copper TC/RC Benchmark Levels. (2019). del Mar, Maria ; Diaz-Borrego, Francisco J ; Escobar-Perez, Bernabe.
    In: Complexity.
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  17. Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:103:y:2019:i:c:p:1-20.

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  18. The economic drivers of commodity market volatility. (2019). Symeonidis, Lazaros ; Stancu, Andrei ; Prokopczuk, Marcel.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:98:y:2019:i:c:4.

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  19. Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors. (2018). Han, Liyan ; Liu, Yang ; Yin, Libo.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1246-1261.

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  20. Modeling dynamics of metal price series via state space approach with two common factors. (2018). Rossen, Anja ; Golosnoy, Vasyl.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1267-9.

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  21. Inventory control in dual sourcing commodity procurement with price correlation. (2018). Kleber, Rainer ; Kelle, Peter ; Inderfurth, Karl.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:26:y:2018:i:1:d:10.1007_s10100-017-0475-x.

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  22. Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph.
    In: MPRA Paper.
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  23. Using common features to investigate common growth cycles for BRICS Countries. (2017). Issler, João ; da Cunha, Roberto ; Delalibera, Bruno Ricardo.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  24. Sustainability of platinum production in South Africa and the dynamics of commodity pricing. (2017). ROBINSON, ZURIKA.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:51:y:2017:i:c:p:107-114.

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  25. Forecasting elections at the constituency level: A correction–combination procedure. (2017). Munzert, Simon .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:2:p:467-481.

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  26. Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energy Economics.
    RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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  27. Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-04-03.

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  28. Business cycles and acquisition policy: Analysis of M&A deals of metallurgical companies. (2016). Fomin, M.
    In: Working Papers.
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  29. Oil Price Elasticities and Oil Price Fluctuations. (2016). Iacoviello, Matteo ; Caldara, Dario ; Cavallo, Michele.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1173.

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  30. The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains. (2015). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:220-233.

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  31. Forecasting metal prices with a curvelet based multiscale methodology. (2015). He, Kaijian ; Lai, Kin Keung ; Zou, Yingchao ; Lu, Xingjing .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:144-150.

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  32. Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos ; Kizys, Renatas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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  33. Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

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  34. Modeling dynamics of metal price series via state space approach with two common factors. (2014). Rossen, Anja ; Golosnoy, Vasyl.
    In: HWWI Research Papers.
    RePEc:zbw:hwwirp:156.

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  35. What are metal prices like? Co-movement, price cycles and long-run trends. (2014). Rossen, Anja.
    In: HWWI Research Papers.
    RePEc:zbw:hwwirp:155.

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  36. Global Economic Prospects : Commodity Markets Outlook, October 2014. (2014). Baffes, John.
    In: World Bank Publications.
    RePEc:wbk:wbpubs:20455.

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  37. Forecasting Copper Prices with Dynamic Averaging and Selection Models. (2014). Buncic, Daniel ; Moretto, Carlo .
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2014:30.

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  38. The Effect of Material Price and Product Demand Correlations on Combined Sourcing and Inventory Management. (2014). Inderfurth, Karl ; Kleber, Rainer ; Kelle, Peter.
    In: FEMM Working Papers.
    RePEc:mag:wpaper:140013.

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    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:742.

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  29. Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons. (2013). Rodrigues, Claudia ; Burjack, Rafael ; Issler, Joo Victor.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  30. Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions. (2013). Issler, João ; Hecq, Alain ; Guillén, Osmani ; Guillén, Osmani ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, ; Osmani Teixeira de Carvalho Guillen, ; Saraiva, Diogo .
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  31. A Common-feature approach for testing present-value restrictions with financial data. (2012). Issler, João ; Hecq, Alain.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:728.

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  32. Automated Estimation of Vector Error Correction Models. (2012). Phillips, Peter ; Liao, Zhipeng ; Peter C. B. Phillips, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1873.

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