Research Article
Determinants of Commodity Futures Prices: Decomposition Approach
Table 1
Period, sample size, and descriptive statistics of the three commodities’ future price series of the three commodities.
| Commodity | Period | Sample size | Mean | Std. dev. | Skewedness | Kurtosis | Jarque–Bera | Minimum | Maximum |
| Corn | 2016–2021 | 1277 | 3.80 | 0.58 | 2.69 | 11.98 | 5830.30 | 3.02 | 7.53 | Crude oil | 2014–2021 | 1277 | 52.80 | 10.62 | −0.61 | 4.05 | 137.17 | 10.01 | 76.41 | Gold | 2016–2021 | 1277 | 1429 | 232.89 | 0.99 | 2.59 | 215.66 | 1128 | 2069 |
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