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Return predictability in metal futures markets: new evidence()
This paper studies the predictability of metal futures returns. Additionally, we identify years of high predictability. Generally, we find a substantial degree of predictability both in- and out-of-sample. Gold returns seem to be best predictable out-of-sample. A timing strategy leads to utility gai...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2019
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6587048/ https://www.ncbi.nlm.nih.gov/pubmed/31286077 http://dx.doi.org/10.1016/j.heliyon.2019.e01843 |