Commodity Price Forecasting and Risk Dynamics Across Major Commodity Sectors: Evidence from Linear and Tree-Based Machine Learning Models
This paper intends to predict the prices of commodities in metals, energy, agriculture, and other industrial products sectors. This study covers a large span of about ten and a half years with 3484 daily observations starting from 7 April 2016 to 7 April 2026. The commodities taken into account for this study are: gold...