[HTML][HTML] Economic drivers of volatility and correlation in precious metal markets

T Dinh, S Goutte, DK Nguyen, T Walther - Journal of Commodity Markets, 2022 - Elsevier
We investigate the time-varying dynamics of the precious metal markets. We employ a mixed
data sampling technique to identify the impact of macroeconomic and financial drivers from …

[HTML][HTML] Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence

JJ Szczygielski, A Charteris, L Obojska - International Review of Financial …, 2023 - Elsevier
We investigate stock market uncertainty spillovers to commodity markets using wavelet
coherence and a general stock market-related Google Search Trends (GST)-based index to …

Clean hydrogen potential for carbon-neutral copper mining

I Kukula, I Ermanoski, EB Stechel - Energy & Environmental Science, 2024 - pubs.rsc.org
Increasing electrification and extensive expansion of renewable energy technologies bring
about expectations of increased demand for copper and a corresponding increase in the …

Energy security in danger? A comparative analysis of oil and copper supply

M Mróz - Energies, 2022 - mdpi.com
This study aims to examine energy security in terms of crude oil and copper supply. While oil
remains the leading energy commodity globally, copper is crucial for many new …

Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods

Y Liu, Y Guo, Q Wei - Journal of Commodity Markets, 2024 - Elsevier
In this paper, we select 75 indicators to conduct a comprehensive analysis of the factors
influencing the copper price along six dimensions: inventory, supply, demand, the …

Macroeconomic attention and commodity market volatility

F Stavroula, S Vasiliki - Empirical Economics, 2024 - Springer
In this paper, we empirically examine the relationship between the novel macroeconomic
attention indices (MAI) and commodity market volatility. In-sample analysis indicates that …

Enhancing Natural Gas Price Prediction: A Machine Learning and Explainable AI Approach

K Singh, J Mahajan, VP Singh… - … on Trends in …, 2024 - ieeexplore.ieee.org
This research includes an innovative approach to refine natural gas price predictions by
employing advanced machine learning techniques, including Random Forest, Linear …

COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning

Z Wang, X Lu - arXiv preprint arXiv:2409.08356, 2024 - arxiv.org
This paper investigates the forecasting performance of COMEX copper futures realized
volatility across various high-frequency intervals using both econometric volatility models …

On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures

Z Wang, X Li - arXiv preprint arXiv:2409.08355, 2024 - arxiv.org
This paper examines the influence of low-frequency macroeconomic variables on the high-
frequency returns of copper futures and the long-term correlation with the S&P 500 index …

Exportación de cobre, diversificación económica y crecimiento económico: Una revisión: Copper exports, economic diversification and economic growth: A review

GDR Cuba, WBC Hermida - LATAM Revista Latinoamericana de …, 2024 - latam.redilat.org
Este artículo presenta una revisión sistemática de la literatura sobre el impacto de la
exportación de cobre en el crecimiento económico, examinando estudios desde 2019 hasta …