Forecasting WTI crude oil futures returns : does the term structure help?
Don Bredin, Conall O'Sullivan, Simon Spencer
| Year of publication: |
2021
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|---|---|
| Authors: | Bredin, Donal ; O'Sullivan, Conall ; Spencer, Simon |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 100.2021, p. 1-20
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| Subject: | Commodity futures | Forecasting and prediction methods | Term structure models | Zinsstruktur | Yield curve | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Prognose | Forecast | Erdöl | Petroleum | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105350 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012990233