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Are product spreads useful for forecasting oil prices? : an empirical evaluation of the Verleger hypothesis

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Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis

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Notwithstanding a resurgence in research on out-of-sample forecasts of the price of oil in recent years, there is one important approach to forecasting the real price of oil which has not been studied systematically to date. This approach is based on the premise that demand for crude oil derives...

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