Economic drivers of commodity volatility: The case of copper

This paper examines whether economic variables provide useful information with which to forecast monthly copper price volatility. Prior literature regarding equity markets has discussed this question extensively, but less is known about these variables’ predictive power in the context of commodity m...

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Veröffentlicht in:	Resources policy 2021-10, Vol.73, p.102224, Article 102224
Hauptverfasser:	Díaz, Juan D., Hansen, Erwin, Cabrera, Gabriel
Format:	Artikel
Sprache:	eng
Schlagworte:	Autoregressive models Bayesian analysis Business cycles Combination forecast Commodities Commodity markets Copper Copper price volatility Economic forecasting Economic models Macro-financial drivers Markets Parameter uncertainty Power Prices Securities markets Uncertainty Variables Volatility
Online-Zugang:	Volltext
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