Forecasting the price of crude oil via convenience yield predictions
Year of publication: |
2006
|
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Authors: | Knetsch, Thomas A. |
Institutions: | Deutsche Bundesbank |
Subject: | oil price forecasts | rational commodity pricing | convenience yield | single-equation model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2006,12 |
Classification: | C22 - Time-Series Models ; Q40 - Energy. General ; G13 - Contingent Pricing; Futures Pricing ; G12 - Asset Pricing ; E37 - Forecasting and Simulation |
Source: |
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Forecasting the price of crude oil via convenience yield predictions
Knetsch, Thomas A., (2006)
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