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Forecasting the price of crude oil via convenience yield predictions

1st Person: Knetsch, Thomas A.
Type of Publication: Paper
Language: English
Published: Deutsche Bundesbank 2006
Series: Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
Keywords: Erdölpreis
Prognoseverfahren
Rohstoff-Futures
Abzinsung
Schätzung
Theorie
Welt
Forecasting model
Commodity derivative
Discounting
Theory
World
Online: https://www.econstor.eu/bitstream/10419/19642/1/200612dkp.pdf

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