Details about Tian Zeng

Access statistics for papers by Tian Zeng.

Last updated 2025-04-28. Update your information in the RePEc Author Service.

Short-id: pze4

Working Papers

1997

1. Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets
   Working Papers, Pennsylvania State - Department of Economics View citations (16)
   See also Journal Article Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (1998) View citations (15) (1998)

1996

2. Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection
   Working Papers, Pennsylvania State - Department of Economics

Journal Articles

2001

1. A new definition for time-dependent price mean reversion in commodity markets
   Economics Letters, 2001, 71, (1), 9-16 View citations (1)
2. Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection
   Journal of Forecasting, 2001, 20, (6), 425-40 View citations (33)
3. Mean Reversion and the Comovement of Equilibrium Spot and Futures Prices: Implications from Alternative Data‐Generating Processes
   Journal of Futures Markets, 2001, 21, (8), 769-796 View citations (2)

1998

4. Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets
   Studies in Nonlinear Dynamics & Econometrics, 1998, 2, (4), 21 View citations (15)
   See also Working Paper Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets, Working Papers (1997) View citations (16) (1997)