A general approach to recovering market expectations from futures Prices with an application to crude oil
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Edition
-
Version 13 September 2014
- Language
-
Englisch
- Bibliographic citation
-
Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 466
- Classification
-
Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Frankfurt am Main
- (who)
-
Univ.-Bibliothek Frankfurt am Main
- (when)
-
2014
- Creator
- URN
-
urn:nbn:de:hebis:30:3-349023
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:54 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Baumeister, Christiane
- Kilian, Lutz
- Univ.-Bibliothek Frankfurt am Main
Time of origin
- 2014
Other Objects (12)
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
A general approach to recovering market expectations from futures prices with an application to crude oil
A general approach to recovering market expectations from futures prices with an application to crude oil
Volatility forecasting for crude oil futures
Crude oil futures trading and uncertainty
What explains risk premia in crude oil futures?
Informational Efficiency in Futures Markets for Crude Oil
Spread trading strategies in the crude oil futures market
Expectations for statistical arbitrage in energy futures markets
Recovering
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning
Forecasting the term structure of crude oil futures prices with neural networks
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
A general approach to recovering market expectations from futures prices with an application to crude oil
A general approach to recovering market expectations from futures prices with an application to crude oil
Volatility forecasting for crude oil futures
Crude oil futures trading and uncertainty
What explains risk premia in crude oil futures?
Informational Efficiency in Futures Markets for Crude Oil
Spread trading strategies in the crude oil futures market
Expectations for statistical arbitrage in energy futures markets
Recovering
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning
Forecasting the term structure of crude oil futures prices with neural networks
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
A general approach to recovering market expectations from futures prices with an application to crude oil
A general approach to recovering market expectations from futures prices with an application to crude oil
Volatility forecasting for crude oil futures
Crude oil futures trading and uncertainty
What explains risk premia in crude oil futures?
Informational Efficiency in Futures Markets for Crude Oil
Spread trading strategies in the crude oil futures market
Expectations for statistical arbitrage in energy futures markets
Recovering
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning