arXiv (All)
open access
Seasonal Trading in Commodity Futures: Evidence from Regression and Singular Spectrum Signals
Commodity futures are shaped by harvest cycles, weather shocks, storage conditions, and seasonal demand, but it remains unclear whether recurring patterns yield robust out-of-sample trading profits. Existing research documents return seasonality in commodity futures as well as more complex seasonal
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- FLAME: Flow Enhanced Legendre Memory Models for General Time Series Forecasting#1104928
- Rapidly changing high-latitude seasonality: implications for the 21st century carbon cycle in Alaska#683853
- When, Not How Much: Evaluating Time-Series Foundation Models on Sparse Events#1144353
- ZeroDiff: Zero-Shot Time Series Reconstruction via Informed-Prior Diffusion#1132279
- The gas price brake increases gas prices: Empirical evidence#1079334
Record · ID 1000190
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive