Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

We evaluate alternative indicators of global economic activity and other market
fundamentals in terms of their usefulness for forecasting real oil prices and global petroleum …

The metal prices play an important role in many aspects of economics. Copper, a widely
used metal in the industry, has received an extensive attention recently. Due to the high …

This study aims to examine the forecasting ability of five global economic activity proxies for
WTI crude oil price volatility and construct a new index to improve the accuracy of WTI crude …

We explore the time-varying effects of financial and geopolitical uncertainties on commodity
markets using a time-varying parameter structural vector autoregression with stochastic …

This paper examines the time-scale impacts of global supply chain pressure on commodity
markets under extreme market conditions from January 2000 to July 2022. The paper uses a …

This paper seeks to explore the factors contributing to the return co-movement dynamics in
the international commodity markets. We first adopt a minimum spanning tree (MST) …

Motivated by large oil price swings, high economic and geopolitical uncertainties, and the
financialization of oil, this paper examines the frequency spillovers and co-movements …

In this paper, we extract latent factors from a large cross‐section of commodity prices,
including fuel and non‐fuel commodities. We decompose each commodity price series into …

Oil market VAR models have become the standard tool for understanding the evolution of
the real price of oil and its impact on the macro economy. As this literature has expanded at …