A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil
Year of publication: |
2014-09
|
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Authors: | Baumeister, Christiane ; Kilian, Lutz |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Forecast | Futures | Market expectation | Model uncertainty | Oil price | Risk premium |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 10162 |
Classification: | C53 - Forecasting and Other Model Applications ; D84 - Expectations; Speculations ; G14 - Information and Market Efficiency; Event Studies ; Q43 - Energy and the Macroeconomy |
Source: |
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Baumeister, Christiane, (2016)
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Baumeister, Christiane, (2014)
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Baumeister, Christiane, (2016)
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Baumeister, Christiane, (2015)
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