An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009
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More about this item
KeywordsWTI Term Structure; Principal Components Analysis; VARXs Models; Futures Pricing; Oil Market Fundamentals;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- Q49 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Other
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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