The convenience yield and the informational content of the oil futures price
Year of publication: |
2015
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Authors: | Bernard, Jean-Thomas ; Khalaf, Lynda ; Kichian, Maral ; McMahon, Sebastien |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 36.2015, 2, p. 29-46
|
Subject: | Oil Price | Convenience Yield | Futures markets | Oil price forecasting | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Prognose | Forecast | Ölmarkt | Oil market | Volatilität | Volatility | Warenbörse | Commodity exchange | Derivat | Derivative |
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