Cleaner energy production relies on the sustainable supply of critical minerals. Ensuring a
constant supply of these minerals is integral to cleaner energy initiatives. The majority 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 explores the role of network spillovers in commodity market forecasting and
proposes a novel factor-augmented dynamic network model. We focus on a novel network …

Can futures markets provide useful real-time forecasts of period average commodity prices?
We consider seventeen primary commodities across energy, metals, and agricultural …

The global population is expected to reach 9.7 billion in 2050, according to the UN News [1].
This suggests that food, agriculture, and global commodity trading are essential and critical …

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 work studies the term structure dynamics in the natural gas futures market, focusing on
the Dutch Title Transfer Facility (TTF) daily futures prices. At first, using the whole dataset, we …

In this paper, we conduct a thorough investigation of the predictive ability of forward and
backward stepwise regressions and hidden Markov models for the futures returns of several …

The term structure of interest rates plays a fundamental role as an indicator of economy and
market trends, as well as a supporting tool for macroeconomic strategies, investment …

A Floresta Amazônica é foco da preservação ambiental por fornecer serviços
ecossistêmicos para a manutenção da vida no planeta. Assim, o manejo florestal …