Forecast evaluation in daily commodities futures markets
Year of publication: |
2010
|
---|---|
Authors: | Gogas, Periklis ; Serletis, Apostolos |
Published in: |
International Journal of Financial Markets and Derivatives. - Inderscience Enterprises Ltd, ISSN 1756-7130. - Vol. 1.2010, 2, p. 155-168
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | energy markets | forecasting | autoregressive conditional heteroscedasticity | derivatives | ARCH | commodities futures markets | financial econometrics | crude oil | gasoline | heating oil | propane | natural gas |
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