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Volumn 30, Issue 3, 2008, Pages 962-985

Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets

Author keywords

Petroleum futures; Predictability; Principal components analysis; Spillovers; Term structure of futures prices

Indexed keywords

COSTS; FORECASTING; PRINCIPAL COMPONENT ANALYSIS; REGRESSION ANALYSIS;

EID: 39749144532     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2007.07.008     Document Type: Article
Times cited : (24)

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