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Hedge fund excess returns under time-varying beta

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Determinants of the Crude Oil Futures Curve : Inventory, Consumption and Volatility

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Since 2008, the usually negative crude oil futures spread has been positive for extended periods, raising doubts about conventional explanations. We re-examine the dynamics of the futures spread using monthly VARs on the CME WTI oil futures spread, OECD and U.S. oil and petroleum inventories and...

Persistent link: https://www.econbiz.de/10012855154

Determinants of the crude oil futures curve : inventory, consumption and volatility

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Crude oil and agricultural futures : an analysis of correlation dynamics

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