Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons

Journal of International Money and Finance

Volumn 42, Issue , 2014, Pages 310-335

  Issler, João Victor ^a   Rodrigues, Claudia ^b   Burjack, Rafael ^a  

^a FUNDAÇÃO GETÚLIO VARGAS   (Brazil)

^b VALE S A   (Brazil)

Author keywords

Common cycles; Common features; Forecast combination; Metal commodity prices

Indexed keywords

EID: 84894288835     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2013.08.017     Document Type: Article

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