Results 191 to 200 of about 74,761 (297)

Nowcasting World Trade With Machine Learning: A Three‐Step Approach

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn   +2 more
wiley   +1 more source

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi   +2 more
wiley   +1 more source

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