𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Futures versus univariate forecast of crude oil prices

✍ Scribed by Abosedra, Salah


Book ID
111046759
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
66 KB
Volume
29
Category
Article
ISSN
0277-0180

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Forecasting the price of crude oil via c
✍ Thomas A. Knetsch πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 299 KB

## Abstract The paper develops an oil price forecasting technique which is based on the present value model of rational commodity pricing. The approach suggests shifting the forecasting problem to the marginal convenience yield, which can be derived from the cost‐of‐carry relationship. In a recursi

The relationship between spot and future
✍ Silvapulle, Param; Moosa, Imad A. πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 217 KB πŸ‘ 2 views

This article examines the relationship between the spot and futures prices of WTI crude oil using a sample of daily data. Linear causality testing reveals that futures prices lead spot prices, but nonlinear causality testing reveals a bidirectional effect. This result suggests that both spot and fut