Forecasting aluminum prices with commodity currencies

Keyphrases

• Commodity Currencies 100%
• Aluminum Price 100%
• Commodity Exporters 100%
• Chilean 50%
• Prediction Accuracy 50%
• Tight 50%
• Commodity Prices 50%
• Exchange Rate 50%
• Peso 50%
• Futures Contracts 50%
• Statistical Measures 50%
• Predictive Information 50%
• Best Combination 50%
• Mean Squared Prediction Error 50%
• Out-of-sample Analysis 50%
• Exchange Rate Determination 50%
• Present Value Model 50%
• Combination Strategy 50%
• Directional Accuracy 50%
• Least Absolute Shrinkage and Selection Operator (LASSO) 50%
• First Principal Component 50%
• Spot Contract 50%

INIS

• forecasting 100%
• aluminum 100%
• prices 100%
• commodities 100%
• accuracy 40%
• exchange rate 40%
• connections 20%
• values 20%
• prediction 20%
• information 20%
• metrics 20%
• errors 20%
• contracts 20%

Economics, Econometrics and Finance

• Exchange Rate 100%
• Present Value 50%
• Principal Components 50%