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Commodity Price Forecasting on WTI (out-of-sample)
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0.011
DM p-value (one-sided)
SLFF
0.00156
0.06528
0.129
0.19272
May 11, 2025
DM p-value (one-sided)
Updated 3mo ago
Evaluation Results
Method
Method
Links
DM p-value (one-sided)
SLFF
Horizon=1-day
2025.05
0.011
SLFF
Horizon=5-day
2025.05
0.034
SLFF
Horizon=22-day
2025.05
0.247
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