2 papers
q-fin.MF2024
COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning
Zian Wang, Xinyi Lu
This paper investigates the forecasting performance of COMEX copper futures realized volatility across various high-frequency intervals using both econometric volatility models and…
q-fin.ST2024
On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures
Zian Wang, Xinshu Li
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, emp…