Oil price forecasting using crack spread futures and oil exchange traded funds
Year of publication: |
2015
|
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Authors: | Choi, Hankyeung ; Leatham, David J. ; Sukcharoen, Kunlapath |
Published in: |
Contemporary Economics. - Warsaw : Vizja Press & IT, ISSN 2084-0845. - Vol. 9.2015, 1, p. 29-44
|
Publisher: |
Warsaw : Vizja Press & IT |
Subject: | oil price forecasting | crack spread futures | oil-related exchange traded funds | multivariate GARCH model |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.5709/ce.1897-9254.158 [DOI] 825962609 [GVK] hdl:10419/141896 [Handle] |
Classification: | c18 ; c58 ; G17 - Financial Forecasting ; q47 |
Source: |
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