Non-ferrous metal futures, as a significant component of the financial market, are
complementary and coordinated with other financial elements, which has been a key area of …

This paper presents robust evidence indicating that the tone of financial reports from the US
mining industry firms can predict certain mining commodity returns. We assess this …

This paper tests the random walk hypothesis in the cryptocurrency market. Based on the well-
known Meese–Rogoff puzzle, we evaluate whether cryptocurrency returns are predictable or …

In this paper we show that the MSCI ACWI Metals and Mining Index has the ability to predict
base metal prices. We use both in-sample and out-of-sample exercises to conduct such …

This paper shows that some commodity currencies (from Chile, Iceland, Norway, South
Africa, Australia, Canada, and New Zealand) predict the synchronization of metals and …

In this paper, we show that traditional comparisons of mean squared prediction error (MSPE)
between two competing forecasts may be highly controversial. This is so because when …