𝔖 Bobbio Scriptorium
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Price movements in the Japanese online home electronics market

✍ Scribed by Tomonari Akimoto; Fumiko Takeda


Book ID
113597732
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
294 KB
Volume
8
Category
Article
ISSN
1567-4223

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## 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