Oil market modelling : a comparative analysis of fundamental and latent factor approaches
Mark Cummins, Michael Dowling, Fearghal Kearney
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Cummins, Mark ; Dowling, Michael ; Kearney, Fearghal |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 46.2016, p. 211-218
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| Subject: | Oil futures | Fundamental models | Latent factors | Vuong model comparison | Ölmarkt | Oil market | Vergleich | Comparison | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.05.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011581809