Forecasting the term structure of commodities future prices using machine learning
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DOI: 10.1007/s42521-022-00069-3
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More about this item
Keywords
Future prices; Forecasting; Deep learning; Commodities; Dynamic Nelson–Siegel; Schwartz–Smith model;All these keywords.
JEL classification:
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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