𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Are there exploitable inefficiencies in the futures market for oil?

✍ Scribed by William E. Shambora; Rosemary Rossiter

Book ID
108120863
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
128 KB
Volume
29
Category
Article
ISSN
0140-9883

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Are there arbitrage opportunities in the
Are there arbitrage opportunities in the treasury-bond futures market?
✍ Robert W. Kolb; Gerald D. Gay; James V. Jordan πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 700 KB

S tling rapidity. This remarkable growth has fueled itself to a large extent with 'See Branch (1978), Capozza and Cornell (1979), Lang and Rasche (1978), Poole (1978), Puglisi (1978), Rendleman and Carabini (1979), and Vignola and Dale (1979, 1980). All of these articles are reprinted in Gay and Kol

Forecasting oil price movements: Exploit
Forecasting oil price movements: Exploiting the information in the futures market
✍ Andrea Coppola πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 843 KB

## Abstract Relying on the cost of carry model, the long‐run relationship between spot and futures prices is investigated and the information implied in these cointegrating relationships is used to forecast out of sample oil spot and futures price movements. To forecast oil price movements, a vecto