Choi, Hankyeung; Leatham, David J.; Sukcharoen, Kunlapath - In: Contemporary economics 9 (2015) 1, pp. 29-44
. Specifically, the usefulness of the two crack spread derivatives products (namely, crack spread futures and the ETF crack spread … forecasting performance, the forecasting models based on crack spread futures and the ETF crack spread outperform the Random Walk … crack spread market contributes more to the forecasting models than information from the crack spread futures market. …