Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Lan Bai, Xiafei Li, Yu Wei, Guiwu Wei
| Year of publication: |
2022
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|---|---|
| Authors: | Bai, Lan ; Li, Xiafei ; Wei, Yu ; Wei, Guiwu |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 3, p. 3694-3712
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| Subject: | Cramér-von Mises test | crude oil price | Kolmogorov-Smirnov test | predictive density | probability integral transform | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Erdöl | Petroleum | Volatilität | Volatility | Welt | World | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2345 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013330741