Risk-Adjusted Forecasts of Oil Prices
Year of publication: |
2006-03
|
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Authors: | Pagano, Patrizio ; Pisani, Massimiliano |
Institutions: | Banca d'Italia |
Subject: | Oil | Forecasting | Futures |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 585 |
Classification: | E37 - Forecasting and Simulation ; E44 - Financial Markets and the Macroeconomy ; G13 - Contingent Pricing; Futures Pricing ; Q4 - Energy |
Source: |
-
Risk-adjusted forecasts of oil prices
Pagano, Patrizio, (2009)
-
Black Gold & Fool´s Gold: Speculation in the Oil Futures Market
Parsons, John, (2010)
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Correlation Structure between Inflation and Oil Futures Returns: An Equilibrium Approach
Casassus, Jaime, (2010)
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Foreign exchange reserve diversification and the "exorbitant privilege"
Cova, Pietro, (2014)
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Macroeconomic effects of precautionary demand for oil
Anzuini, Alessio, (2013)
-
Oil supply news in a VAR: Information from financial markets
Anzuini, Alessio, (2007)
- More ...