“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone
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DOI: 10.1016/j.resourpol.2023.104251
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- Pincheira, Pablo & Jarsun, Nabil, 2020. "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper 105056, University Library of Munich, Germany.
- Jamali, Ibrahim & Yamani, Ehab, 2019. "Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 241-263.
- Marek Kwas & Michał Rubaszek, 2021. "Forecasting Commodity Prices: Looking for a Benchmark," Forecasting, MDPI, vol. 3(2), pages 1-13, June.
- Pincheira-Brown, Pablo & Neumann, Federico, 2020.
"Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile,"
Finance Research Letters, Elsevier, vol. 37(C).
- Pincheira, Pablo & Neumann, Federico, 2018. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper 90432, University Library of Munich, Germany.
- Pablo Pincheira Brown & Nicolás Hardy, 2024.
"Correlation‐based tests of predictability,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1835-1858, September.
- Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
- Pincheira, Pablo M. & West, Kenneth D., 2016. "A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts," Research in Economics, Elsevier, vol. 70(2), pages 304-319.
- Buncic, Daniel & Moretto, Carlo, 2015.
"Forecasting copper prices with dynamic averaging and selection models,"
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- Buncic, Daniel & Moretto, Carlo, 2014. "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series 1430, University of St. Gallen, School of Economics and Political Science.
- Pablo Pincheira Brown & Nicolás Hardy, 2023. "Forecasting base metal prices with exchange rate expectations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2341-2362, December.
More about this item
Keywords
Forecasting; Text-mining; Sentiment analysis; Commodities; Base metals; Time-series models; Out-of-sample comparison; Base metal equity securities; Qualitative disclosure; Linguistic tone;All these keywords.
JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- L74 - Industrial Organization - - Industry Studies: Primary Products and Construction - - - Construction
- O18 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Urban, Rural, Regional, and Transportation Analysis; Housing; Infrastructure
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
Statistics
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