Determinants of the crude oil futures curve : inventory, consumption and volatility
Year of publication: |
November 2017
|
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Authors: | Nikitopoulos, Christina Sklibosios ; Squires, Matthew ; Thorp, Susan ; Yeung, Danny |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 84.2017, p. 53-67
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Subject: | Oil futures curve | Inventory | Consumption | Implied volatility | VAR | Theorie | Theory | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | VAR-Modell | VAR model | Schätzung | Estimation | Ölpreis | Oil price | Ölmarkt | Oil market |
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