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Oil ‘futures’: Shell’s Scenarios and the social constitution of the global oil market

✍ Scribed by Anna Zalik

Book ID
113637064
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
261 KB
Volume
41
Category
Article
ISSN
0016-7185

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We would like to thank an anonymous referee and Robert Webb (the Editor) for their helpful comments and suggestions that significantly improved the quality of the study. The ideas expressed in this study are those of the authors and do not necessarily reflect the views of Osaka Gas.

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## Abstract In this study, a three‐factor model of crude oil prices is estimated, which incorporates a time‐varying market price of risk. The model is able to accurately capture the term structure of futures prices with evidence suggesting that risk premiums in the crude oil market are time‐varying