futures-prices

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SSEconomics / commodity-spot-and-futures-data

End-of-month, monthly average, and mixed-frequency spot prices, and futures forecasts for 17 primary commodities. Accompanies LCERPA Working Paper 2024-3.

time-series forecasting multi-task-learning futures-data spot-prices futures-prices commodity-markets futures-basis-prediction commodity-price-forecasting shocks-modeling

Updated Feb 18, 2026

NaimLehbiben / Gestion-Quantitative-2

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Replication of the research paper : Catching the curl: Wavelet thresholding improves forward curve modelling

state-space kalman-filter forward-curve commodities wavelets futures-prices

Updated May 18, 2024
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