Replication of the research paper : Catching the curl: Wavelet thresholding improves forward curve modelling
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Updated
May 18, 2024 - Jupyter Notebook
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futures-prices
Here are 2 public repositories matching this topic...
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
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Updated
Feb 18, 2026
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