Macroeconomic factors and oil futures prices: A data-rich model

Energy Economics

Volumn 32, Issue 2, 2010, Pages 409-417

  Zagaglia, Paolo ^a  

^a SVERIGES RIKSBANK   (Sweden)

Author keywords

Crude oil; Factor models; Futures markets

Indexed keywords

COMMON FACTORS; DATA SETS; ENERGY PRODUCTS; FACTOR MODEL; FINANCIAL DEVELOPMENT; FINANCIAL MARKET; FORECASTING PERFORMANCE; FUTURES MARKET; GLOBAL MACROECONOMIC INDICATORS; LATENT FACTOR; MODEL PERFORMANCE; OIL FUTURES PRICE; OIL PRICES; PANEL DATA; VECTOR AUTOREGRESSIONS;

COMMERCE; CRUDE OIL; REGRESSION ANALYSIS;

COSTS;

CRUDE OIL; DATA SET; ENERGY MARKET; FACTOR ANALYSIS; MACROECONOMICS; NUMERICAL MODEL; PRICE DYNAMICS;

EID: 74349110756     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2009.11.003     Document Type: Article

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