01488nas a2200181   4500008004100000245011200041210006900153260000900222300001600231490000700247520082500254653002301079100001801102700001401120700001901134700001501153856013801168       2020                        eng d00aRealized Volatility Forecasting and Volatility Spillovers: Evidence from Chinese Non-Ferrous Metals Futures0 aRealized Volatility Forecasting and Volatility Spillovers Eviden  c2020  a2713–27310 v263 aWe study the prediction of realized volatility of non-ferrous metals futures traded on the Shanghai Futures Exchange from March 2011 to December 2017. A dynamic model averaging model is employed to combine multiple prediction models using time-varying weights based on individual model performance. Empirical results also reveal that models incorporating volatility spillovers across metals are important for forecast combinations, and short-term spillovers have a stronger impact than long-term spillovers. This approach offers the best forecasting performance and allows users to identify the most dominant model at any given time and demonstrate when and how volatility transmission from another metal is valuable for forecasting. We also find evidence of distinct trading behaviors in emerging and developed markets.10aBusiness Analytics1 aWang, Donghua1 aXin, Yang1 aChang, Xiaohui1 aSu, Xingze  uhttps://business.oregonstate.edu/biblio/realized-volatility-forecasting-and-volatility-spillovers-evidence-chinese-non-ferrous-metals