Kanamura, Takashi; Račev, Svetlozar T.; Fabozzi, Frank J. - 2011
energy futures by employing historical prices of energy futures (WTI crude oil, heating oil, and natural gas futures) traded … on the New York Mercantile Exchange. The results suggest that natural gas futures trading may be more profitable than WTI … ; time probability density ; profit model ; WTI crude oil ; heating oil ; natural gas …