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Predicting daily oil prices : linear and non-linear models

Dbouk, Wassim; Jamali, Ibrahim - In: Research in international business and finance 46 (2018), pp. 149-165

Persistent link: https://www.econbiz.de/10011983600

Monetary policy surprises, positions of traders, and changes in commodity futures prices

Gospodinov, Nikolaj; Jamali, Ibrahim - 2013

Using futures data for the period 1990 - 2008, this paper finds evidence that expansionary monetary policy surprises tend to increase crude and heating oil prices, and contractionary monetary policy shocks increase gold and platinum prices. Our analysis uncovers substantial heterogeneity in the...

Persistent link: https://www.econbiz.de/10010201348

Monetary Policy Surprises, Positions of Traders, and Changes in Commodity Futures Prices

Gospodinov, Nikolay - 2015

Using futures data for the period 1990–2008, this paper finds evidence that expansionary monetary policy surprises tend to increase crude and heating oil prices, and contractionary monetary policy shocks increase gold and platinum prices. Our analysis uncovers substantial heterogeneity in the...

Persistent link: https://www.econbiz.de/10013026167