1. Forecasting Industrial Commodity Prices : Literature Review and a Model Suite. (2023). Ohnsorge, Franziska Lieselotte ; Khadan, Jeetendra ; Marioli, Francisco Arroyo ; Yamazaki, Takefumi.
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2. Non-Ferrous Metal Price Point and Interval Prediction Based on Variational Mode Decomposition and Optimized LSTM Network. (2023). Zhao, Yifei ; Sasaoka, Takashi ; Chen, Jianhong ; Shimada, Hideki.
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3. Forecasting rare earth stock prices with machine learning. (2023). Sadorsky, Perry ; Henriques, Irene.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009595.

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4. Applying Block Bootstrap Methods in Silver Prices Forecasting. (2022). Ukasz, Sroka.
   In: Econometrics. Advances in Applied Data Analysis.
   RePEc:vrs:eaiada:v:26:y:2022:i:2:p:15-29:n:1.

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5. Medium- to long-term nickel price forecasting using LSTM and GRU networks. (2022). Bulu, Kurtulu ; Zor, Kasim ; Ozdemir, Ali Can.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003506.

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6. A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction. (2022). Lin, Zixiao ; Yu, Yuanyuan ; Liao, Qidong ; Tan, Bin.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003294.

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7. Common factors and the dynamics of industrial metal prices. A forecasting perspective. (2021). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299.

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8. Forecasting mining capital cost for open-pit mining projects based on artificial neural network approach. (2021). Bui, Xuan-Nam ; Guo, Hongquan ; Nguyen, Hoang ; Vu, Diep-Anh.
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9. Leaning against the wind: low-price benchmarks for acting anticyclically in the metal markets. (2020). Buchholz, Peter ; Liedtke, Maren ; Friedrich-W. Wellmer, ; Bastian, Dennis.
   In: Mineral Economics.
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10. Point and interval forecasting for metal prices based on variational mode decomposition and an optimized outlier-robust extreme learning machine. (2020). Yang, Wendong ; Niu, Tong ; Du, Pei ; Wang, Jianzhou.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309120.

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11. Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective. (2020). Rubaszek, Michał ; Karolak, Zuzanna ; Kwas, Marek.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305379.

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12. Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:256-281.

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13. Forecasting Base Metal Prices with Commodity Currencies. (2018). Pincheira, Pablo ; Hardy, Nicolas.
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    RePEc:pra:mprapa:83564.

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14. Determining the chaotic behaviour of copper prices in the long-term using annual price data. (2018). Saydam, S ; Coulton, J ; Sammut, C ; Tapia, C A.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:4:y:2018:i:1:d:10.1057_s41599-017-0060-x.

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15. Forecasting exchange rate using Variational Mode Decomposition and entropy theory. (2018). Chen, Yanhui.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:510:y:2018:i:c:p:15-25.

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16. Determining the embedding parameters governing long-term dynamics of copper prices. (2018). Saydam, Serkan ; Shishko, Robert ; Hitch, Michael ; Coulton, Jeff ; Sammut, Claude ; Tapia, Carlos A.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:111:y:2018:i:c:p:186-197.

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17. Price forecasting in the precious metal market: A multivariate EMD denoising approach. (2017). Chen, Yanhui.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:54:y:2017:i:c:p:9-24.

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18. A novel grey wave forecasting method for predicting metal prices. (2016). Chen, Yanhui ; Zhang, Chuan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:49:y:2016:i:c:p:323-331.

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1. Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon.
   In: International Economics.
   RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000933.

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2. Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach. (2025). Huang, Yuan ; Wu, Hao.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002791.

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3. Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Mefteh-Wali, Salma ; Owusu, Patrick ; Aikins, Emmanuel Joel.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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4. Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework. (2022). Ftiti, Zied ; Louhichi, Wael ; ben Ameur, Hachmi.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04172-3.

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5. The COVID-19 black swan crisis: Reaction and recovery of various financial markets. (2022). Yarovaya, Larisa ; Matkovskyy, Roman ; Jalan, Akanksha.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001422.

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6. Multiscale nonlinear Granger causality and time-varying effect analysis of the relationship between iron ore futures and spot prices. (2022). Yuan, Xiaojing ; Li, Pengyuan ; Wei, Jiangqiao ; Jia, Hongxiang ; Hao, Hongchang ; Wang, Anjian ; Ma, Zhe ; Sun, Xiaoyan.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002203.

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7. Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000940.

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8. Energy prices forecasting using nonlinear univariate models. (2021). Karolak, Zuzanna.
   In: Bank i Kredyt.
   RePEc:nbp:nbpbik:v:52:y:2021:i:6:p:577-598.

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9. Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes. (2021). Yoon, Seong-Min ; Lee, Yun-Jung ; Vo, Xuan Vinh ; Mensi, Walid.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100458x.

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10. Analysis of major properties of metal prices using new methods: Structural breaks, non-linearity, stationarity and bubbles. (2021). Wahab, Bashir ; Adewuyi, Adeolu O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002956.

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11. Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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12. Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management. (2020). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing ; Tian, Shuairu.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:2:p:294-:d:306122.

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13. Dynamics and causality in distribution between spot and future precious metals: A copula approach. (2020). de Peretti, Christian ; Talbi, Marwa ; Belkacem, Lotfi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305215.

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14. Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adeboye, Olusegun S ; Adewuyi, Adeolu O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

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15. Testing the oil price efficiency using various measures of long-range dependence. (2019). Tiwari, Aviral ; Roubaud, David ; Pathak, Rajesh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303421.

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16. The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models. (2019). Cagli, Efe ; Mandaci, Pinar Evrim ; Taskin, Dilvin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303354.

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17. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Roubaud, David ; Hammoudeh, Shawkat ; Jena, Sangram Keshari.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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18. A novel market efficiency index for energy futures and their term structure risk premiums. (2019). Premachandra, I M ; Roberts, Helen ; Kuruppuarachchi, Duminda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:23-33.

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19. Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; JEBABLI, Ikram.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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20. Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2018-03-6.

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21. How predictable are precious metal returns?. (2017). Urquhart, Andrew.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

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22. Pricing Option on Commodity Futures under String Shock. (2017). Deepak, Bisht ; Laha, A K.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:14573.

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23. A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192.

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24. Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2017-06-8.

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25. The exceedance and cross-correlations between the gold spot and futures markets. (2016). Huang, Ying ; Jiang, Wei ; Ruan, Qingsong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:463:y:2016:i:c:p:139-151.

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26. The Informational Efficiency of European Natural Gas Hubs: Price Formation and Intertemporal Arbitrage. (2016). Nick, Sebastian.
    In: The Energy Journal.
    RePEc:aen:journl:ej37-2-nick.

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27. Forecasting metal prices with a curvelet based multiscale methodology. (2015). Zou, Yingchao ; Lu, Xingjing ; Lai, Kin Keung ; He, Kaijian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:144-150.

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28. Dynamic relationships between spot and futures prices. The case of energy and gold commodities. (2015). Palomba, Giulio ; Nicolau, Mihaela.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:130-143.

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29. Time-varying long range dependence in energy futures markets. (2014). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:318-327.

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