Forecasting the price of crude oil via convenience yield predictions
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- Thomas A. Knetsch, 2007. "Forecasting the price of crude oil via convenience yield predictions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 527-549.
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More about this item
Keywords
oil price forecasts; rational commodity pricing; convenience yield; single-equation model;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2006-08-05 (All new papers)
- NEP-ECM-2006-08-05 (Econometrics)
- NEP-ENE-2006-08-05 (Energy Economics)
- NEP-FIN-2006-08-05 (Finance)
- NEP-FOR-2006-08-05 (Forecasting)
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