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Oil price
future prices
11
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Rohstoffderivat
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Börsenkurs
6
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Term Structure
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uncertainty
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Metamorphosis : a journal of management research
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1
Transition and measurement noise correlation in affine and Gaussian models : the case of oil prices
Souza, Carla Gomes Costa de
;
Aiube, Fernando Antônio Lucena
- In:
International Journal of Financial Markets and …
8
(
2021
)
1
,
pp. 50-64
Persistent link: https://www.econbiz.de/10012510330
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2
Forecasting volatility returns of oil price using gene expression programming approach
Amo Baffour, Alexander
;
Jingchun, Feng
;
Fan, Liwei
; …
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012022879
Saved in:
3
How effective are quantitative methods in forecasting crude oil prices
Minh Duc Cao
;
Bauer, Lawrence
;
Purohit, Pavan Kumar
; …
- In:
Journal of financial management and analysis : …
28
(
2015
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011403036
Saved in:
4
Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh
;
Mamon, Rogemar
;
Tenyakov, Anton
- In:
Energy economics
40
(
2013
),
pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
Saved in:
5
An empirical investigation of volatility of Indian spot and
future
prices
of crude oil
Chhatwal, Hartika
;
Puri, Himanshu
;
Purohit, Harsh
- In:
Metamorphosis : a journal of management research
12
(
2013
)
2
,
pp. 54-66
Persistent link: https://www.econbiz.de/10010370462
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