Forecasting WTI crude oil futures returns : does the term structure help?
Year of publication: |
2021
|
---|---|
Authors: | Bredin, Donal ; O'Sullivan, Conall ; Spencer, Simon |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 100.2021, p. 1-20
|
Subject: | Commodity futures | Forecasting and prediction methods | Term structure models | Zinsstruktur | Yield curve | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Theorie | Theory | Prognose | Forecast | Ölpreis | Oil price | Schätzung | Estimation | Erdöl | Petroleum | Kapitaleinkommen | Capital income |
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